Trading Metrics calculated at close of trading on 04-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,447.0 |
3,297.0 |
-150.0 |
-4.4% |
3,477.0 |
High |
3,525.0 |
3,365.0 |
-160.0 |
-4.5% |
3,525.0 |
Low |
3,285.0 |
3,287.0 |
2.0 |
0.1% |
3,285.0 |
Close |
3,346.0 |
3,323.0 |
-23.0 |
-0.7% |
3,323.0 |
Range |
240.0 |
78.0 |
-162.0 |
-67.5% |
240.0 |
ATR |
71.0 |
71.5 |
0.5 |
0.7% |
0.0 |
Volume |
52,034 |
58,865 |
6,831 |
13.1% |
345,556 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,559.0 |
3,519.0 |
3,365.9 |
|
R3 |
3,481.0 |
3,441.0 |
3,344.5 |
|
R2 |
3,403.0 |
3,403.0 |
3,337.3 |
|
R1 |
3,363.0 |
3,363.0 |
3,330.2 |
3,383.0 |
PP |
3,325.0 |
3,325.0 |
3,325.0 |
3,335.0 |
S1 |
3,285.0 |
3,285.0 |
3,315.9 |
3,305.0 |
S2 |
3,247.0 |
3,247.0 |
3,308.7 |
|
S3 |
3,169.0 |
3,207.0 |
3,301.6 |
|
S4 |
3,091.0 |
3,129.0 |
3,280.1 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,097.7 |
3,950.3 |
3,455.0 |
|
R3 |
3,857.7 |
3,710.3 |
3,389.0 |
|
R2 |
3,617.7 |
3,617.7 |
3,367.0 |
|
R1 |
3,470.3 |
3,470.3 |
3,345.0 |
3,424.0 |
PP |
3,377.7 |
3,377.7 |
3,377.7 |
3,354.5 |
S1 |
3,230.3 |
3,230.3 |
3,301.0 |
3,184.0 |
S2 |
3,137.7 |
3,137.7 |
3,279.0 |
|
S3 |
2,897.7 |
2,990.3 |
3,257.0 |
|
S4 |
2,657.7 |
2,750.3 |
3,191.0 |
|
|
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% |
98.0 |
2.9% |
16% |
False |
False |
69,111 |
10 |
3,525.0 |
3,285.0 |
240.0 |
7.2% |
74.7 |
2.2% |
16% |
False |
False |
57,386 |
20 |
3,525.0 |
3,277.0 |
248.0 |
7.5% |
67.1 |
2.0% |
19% |
False |
False |
33,685 |
40 |
3,525.0 |
3,167.0 |
358.0 |
10.8% |
56.8 |
1.7% |
44% |
False |
False |
21,608 |
60 |
3,525.0 |
2,969.0 |
556.0 |
16.7% |
60.1 |
1.8% |
64% |
False |
False |
16,561 |
80 |
3,525.0 |
2,969.0 |
556.0 |
16.7% |
57.8 |
1.7% |
64% |
False |
False |
12,474 |
100 |
3,679.0 |
2,969.0 |
710.0 |
21.4% |
48.3 |
1.5% |
50% |
False |
False |
10,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,696.5 |
2.618 |
3,569.2 |
1.618 |
3,491.2 |
1.000 |
3,443.0 |
0.618 |
3,413.2 |
HIGH |
3,365.0 |
0.618 |
3,335.2 |
0.500 |
3,326.0 |
0.382 |
3,316.8 |
LOW |
3,287.0 |
0.618 |
3,238.8 |
1.000 |
3,209.0 |
1.618 |
3,160.8 |
2.618 |
3,082.8 |
4.250 |
2,955.5 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,326.0 |
3,405.0 |
PP |
3,325.0 |
3,377.7 |
S1 |
3,324.0 |
3,350.3 |
|