Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,484.0 |
3,447.0 |
-37.0 |
-1.1% |
3,442.0 |
High |
3,491.0 |
3,525.0 |
34.0 |
1.0% |
3,504.0 |
Low |
3,425.0 |
3,285.0 |
-140.0 |
-4.1% |
3,366.0 |
Close |
3,461.0 |
3,346.0 |
-115.0 |
-3.3% |
3,479.0 |
Range |
66.0 |
240.0 |
174.0 |
263.6% |
138.0 |
ATR |
58.0 |
71.0 |
13.0 |
22.4% |
0.0 |
Volume |
116,193 |
52,034 |
-64,159 |
-55.2% |
228,304 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,105.3 |
3,965.7 |
3,478.0 |
|
R3 |
3,865.3 |
3,725.7 |
3,412.0 |
|
R2 |
3,625.3 |
3,625.3 |
3,390.0 |
|
R1 |
3,485.7 |
3,485.7 |
3,368.0 |
3,435.5 |
PP |
3,385.3 |
3,385.3 |
3,385.3 |
3,360.3 |
S1 |
3,245.7 |
3,245.7 |
3,324.0 |
3,195.5 |
S2 |
3,145.3 |
3,145.3 |
3,302.0 |
|
S3 |
2,905.3 |
3,005.7 |
3,280.0 |
|
S4 |
2,665.3 |
2,765.7 |
3,214.0 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,863.7 |
3,809.3 |
3,554.9 |
|
R3 |
3,725.7 |
3,671.3 |
3,517.0 |
|
R2 |
3,587.7 |
3,587.7 |
3,504.3 |
|
R1 |
3,533.3 |
3,533.3 |
3,491.7 |
3,560.5 |
PP |
3,449.7 |
3,449.7 |
3,449.7 |
3,463.3 |
S1 |
3,395.3 |
3,395.3 |
3,466.4 |
3,422.5 |
S2 |
3,311.7 |
3,311.7 |
3,453.7 |
|
S3 |
3,173.7 |
3,257.3 |
3,441.1 |
|
S4 |
3,035.7 |
3,119.3 |
3,403.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,525.0 |
3,285.0 |
240.0 |
7.2% |
90.8 |
2.7% |
25% |
True |
True |
59,093 |
10 |
3,525.0 |
3,285.0 |
240.0 |
7.2% |
71.0 |
2.1% |
25% |
True |
True |
57,652 |
20 |
3,525.0 |
3,277.0 |
248.0 |
7.4% |
66.1 |
2.0% |
28% |
True |
False |
32,011 |
40 |
3,525.0 |
3,167.0 |
358.0 |
10.7% |
55.7 |
1.7% |
50% |
True |
False |
20,213 |
60 |
3,525.0 |
2,969.0 |
556.0 |
16.6% |
59.1 |
1.8% |
68% |
True |
False |
15,580 |
80 |
3,525.0 |
2,969.0 |
556.0 |
16.6% |
56.8 |
1.7% |
68% |
True |
False |
11,738 |
100 |
3,679.0 |
2,969.0 |
710.0 |
21.2% |
47.7 |
1.4% |
53% |
False |
False |
9,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,545.0 |
2.618 |
4,153.3 |
1.618 |
3,913.3 |
1.000 |
3,765.0 |
0.618 |
3,673.3 |
HIGH |
3,525.0 |
0.618 |
3,433.3 |
0.500 |
3,405.0 |
0.382 |
3,376.7 |
LOW |
3,285.0 |
0.618 |
3,136.7 |
1.000 |
3,045.0 |
1.618 |
2,896.7 |
2.618 |
2,656.7 |
4.250 |
2,265.0 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,405.0 |
3,405.0 |
PP |
3,385.3 |
3,385.3 |
S1 |
3,365.7 |
3,365.7 |
|