Trading Metrics calculated at close of trading on 01-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,724 |
17,692 |
-32 |
-0.2% |
17,755 |
High |
17,769 |
17,801 |
32 |
0.2% |
17,788 |
Low |
17,630 |
17,683 |
53 |
0.3% |
17,560 |
Close |
17,641 |
17,786 |
145 |
0.8% |
17,724 |
Range |
139 |
118 |
-21 |
-15.1% |
228 |
ATR |
180 |
179 |
-1 |
-0.8% |
0 |
Volume |
186 |
298 |
112 |
60.2% |
1,157 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,111 |
18,066 |
17,851 |
|
R3 |
17,993 |
17,948 |
17,819 |
|
R2 |
17,875 |
17,875 |
17,808 |
|
R1 |
17,830 |
17,830 |
17,797 |
17,853 |
PP |
17,757 |
17,757 |
17,757 |
17,768 |
S1 |
17,712 |
17,712 |
17,775 |
17,735 |
S2 |
17,639 |
17,639 |
17,764 |
|
S3 |
17,521 |
17,594 |
17,754 |
|
S4 |
17,403 |
17,476 |
17,721 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,375 |
18,277 |
17,850 |
|
R3 |
18,147 |
18,049 |
17,787 |
|
R2 |
17,919 |
17,919 |
17,766 |
|
R1 |
17,821 |
17,821 |
17,745 |
17,756 |
PP |
17,691 |
17,691 |
17,691 |
17,658 |
S1 |
17,593 |
17,593 |
17,703 |
17,528 |
S2 |
17,463 |
17,463 |
17,682 |
|
S3 |
17,235 |
17,365 |
17,661 |
|
S4 |
17,007 |
17,137 |
17,599 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,801 |
17,560 |
241 |
1.4% |
132 |
0.7% |
94% |
True |
False |
253 |
10 |
17,801 |
17,321 |
480 |
2.7% |
150 |
0.8% |
97% |
True |
False |
264 |
20 |
17,828 |
16,991 |
837 |
4.7% |
179 |
1.0% |
95% |
False |
False |
206 |
40 |
17,828 |
16,500 |
1,328 |
7.5% |
173 |
1.0% |
97% |
False |
False |
180 |
60 |
17,828 |
15,745 |
2,083 |
11.7% |
204 |
1.1% |
98% |
False |
False |
130 |
80 |
17,828 |
15,495 |
2,333 |
13.1% |
203 |
1.1% |
98% |
False |
False |
98 |
100 |
17,886 |
15,495 |
2,391 |
13.4% |
182 |
1.0% |
96% |
False |
False |
79 |
120 |
17,905 |
15,495 |
2,410 |
13.5% |
157 |
0.9% |
95% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,303 |
2.618 |
18,110 |
1.618 |
17,992 |
1.000 |
17,919 |
0.618 |
17,874 |
HIGH |
17,801 |
0.618 |
17,756 |
0.500 |
17,742 |
0.382 |
17,728 |
LOW |
17,683 |
0.618 |
17,610 |
1.000 |
17,565 |
1.618 |
17,492 |
2.618 |
17,374 |
4.250 |
17,182 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,771 |
17,763 |
PP |
17,757 |
17,739 |
S1 |
17,742 |
17,716 |
|