Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,692 |
17,787 |
95 |
0.5% |
17,755 |
High |
17,801 |
17,825 |
24 |
0.1% |
17,788 |
Low |
17,683 |
17,617 |
-66 |
-0.4% |
17,560 |
Close |
17,786 |
17,683 |
-103 |
-0.6% |
17,724 |
Range |
118 |
208 |
90 |
76.3% |
228 |
ATR |
179 |
181 |
2 |
1.2% |
0 |
Volume |
298 |
244 |
-54 |
-18.1% |
1,157 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,332 |
18,216 |
17,798 |
|
R3 |
18,124 |
18,008 |
17,740 |
|
R2 |
17,916 |
17,916 |
17,721 |
|
R1 |
17,800 |
17,800 |
17,702 |
17,754 |
PP |
17,708 |
17,708 |
17,708 |
17,686 |
S1 |
17,592 |
17,592 |
17,664 |
17,546 |
S2 |
17,500 |
17,500 |
17,645 |
|
S3 |
17,292 |
17,384 |
17,626 |
|
S4 |
17,084 |
17,176 |
17,569 |
|
|
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 |
17,825 |
17,617 |
208 |
1.2% |
137 |
0.8% |
32% |
True |
True |
247 |
10 |
17,825 |
17,341 |
484 |
2.7% |
155 |
0.9% |
71% |
True |
False |
280 |
20 |
17,828 |
16,991 |
837 |
4.7% |
180 |
1.0% |
83% |
False |
False |
212 |
40 |
17,828 |
16,537 |
1,291 |
7.3% |
174 |
1.0% |
89% |
False |
False |
180 |
60 |
17,828 |
15,745 |
2,083 |
11.8% |
208 |
1.2% |
93% |
False |
False |
134 |
80 |
17,828 |
15,495 |
2,333 |
13.2% |
205 |
1.2% |
94% |
False |
False |
101 |
100 |
17,886 |
15,495 |
2,391 |
13.5% |
181 |
1.0% |
92% |
False |
False |
81 |
120 |
17,905 |
15,495 |
2,410 |
13.6% |
158 |
0.9% |
91% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,709 |
2.618 |
18,370 |
1.618 |
18,162 |
1.000 |
18,033 |
0.618 |
17,954 |
HIGH |
17,825 |
0.618 |
17,746 |
0.500 |
17,721 |
0.382 |
17,697 |
LOW |
17,617 |
0.618 |
17,489 |
1.000 |
17,409 |
1.618 |
17,281 |
2.618 |
17,073 |
4.250 |
16,733 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,721 |
17,721 |
PP |
17,708 |
17,708 |
S1 |
17,696 |
17,696 |
|