Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,297.0 |
3,369.0 |
72.0 |
2.2% |
3,477.0 |
High |
3,365.0 |
3,387.0 |
22.0 |
0.7% |
3,525.0 |
Low |
3,287.0 |
3,337.0 |
50.0 |
1.5% |
3,285.0 |
Close |
3,323.0 |
3,345.0 |
22.0 |
0.7% |
3,323.0 |
Range |
78.0 |
50.0 |
-28.0 |
-35.9% |
240.0 |
ATR |
71.5 |
70.9 |
-0.5 |
-0.7% |
0.0 |
Volume |
58,865 |
334,765 |
275,900 |
468.7% |
345,556 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,506.3 |
3,475.7 |
3,372.5 |
|
R3 |
3,456.3 |
3,425.7 |
3,358.8 |
|
R2 |
3,406.3 |
3,406.3 |
3,354.2 |
|
R1 |
3,375.7 |
3,375.7 |
3,349.6 |
3,366.0 |
PP |
3,356.3 |
3,356.3 |
3,356.3 |
3,351.5 |
S1 |
3,325.7 |
3,325.7 |
3,340.4 |
3,316.0 |
S2 |
3,306.3 |
3,306.3 |
3,335.8 |
|
S3 |
3,256.3 |
3,275.7 |
3,331.3 |
|
S4 |
3,206.3 |
3,225.7 |
3,317.5 |
|
|
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% |
97.8 |
2.9% |
25% |
False |
False |
135,610 |
10 |
3,525.0 |
3,285.0 |
240.0 |
7.2% |
76.3 |
2.3% |
25% |
False |
False |
81,371 |
20 |
3,525.0 |
3,277.0 |
248.0 |
7.4% |
66.4 |
2.0% |
27% |
False |
False |
50,424 |
40 |
3,525.0 |
3,167.0 |
358.0 |
10.7% |
57.3 |
1.7% |
50% |
False |
False |
29,969 |
60 |
3,525.0 |
2,969.0 |
556.0 |
16.6% |
60.8 |
1.8% |
68% |
False |
False |
22,140 |
80 |
3,525.0 |
2,969.0 |
556.0 |
16.6% |
58.4 |
1.7% |
68% |
False |
False |
16,659 |
100 |
3,664.0 |
2,969.0 |
695.0 |
20.8% |
48.7 |
1.5% |
54% |
False |
False |
13,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,599.5 |
2.618 |
3,517.9 |
1.618 |
3,467.9 |
1.000 |
3,437.0 |
0.618 |
3,417.9 |
HIGH |
3,387.0 |
0.618 |
3,367.9 |
0.500 |
3,362.0 |
0.382 |
3,356.1 |
LOW |
3,337.0 |
0.618 |
3,306.1 |
1.000 |
3,287.0 |
1.618 |
3,256.1 |
2.618 |
3,206.1 |
4.250 |
3,124.5 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,362.0 |
3,405.0 |
PP |
3,356.3 |
3,385.0 |
S1 |
3,350.7 |
3,365.0 |
|