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 |
17,787 |
17,693 |
-94 |
-0.5% |
17,755 |
High |
17,825 |
17,789 |
-36 |
-0.2% |
17,788 |
Low |
17,617 |
17,345 |
-272 |
-1.5% |
17,560 |
Close |
17,683 |
17,410 |
-273 |
-1.5% |
17,724 |
Range |
208 |
444 |
236 |
113.5% |
228 |
ATR |
181 |
199 |
19 |
10.4% |
0 |
Volume |
244 |
2,430 |
2,186 |
895.9% |
1,157 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,847 |
18,572 |
17,654 |
|
R3 |
18,403 |
18,128 |
17,532 |
|
R2 |
17,959 |
17,959 |
17,492 |
|
R1 |
17,684 |
17,684 |
17,451 |
17,600 |
PP |
17,515 |
17,515 |
17,515 |
17,472 |
S1 |
17,240 |
17,240 |
17,369 |
17,156 |
S2 |
17,071 |
17,071 |
17,329 |
|
S3 |
16,627 |
16,796 |
17,288 |
|
S4 |
16,183 |
16,352 |
17,166 |
|
|
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 |
17,345 |
480 |
2.8% |
210 |
1.2% |
14% |
False |
True |
659 |
10 |
17,825 |
17,345 |
480 |
2.8% |
171 |
1.0% |
14% |
False |
True |
511 |
20 |
17,825 |
16,991 |
834 |
4.8% |
195 |
1.1% |
50% |
False |
False |
328 |
40 |
17,828 |
16,610 |
1,218 |
7.0% |
180 |
1.0% |
66% |
False |
False |
238 |
60 |
17,828 |
15,745 |
2,083 |
12.0% |
208 |
1.2% |
80% |
False |
False |
175 |
80 |
17,828 |
15,495 |
2,333 |
13.4% |
211 |
1.2% |
82% |
False |
False |
132 |
100 |
17,886 |
15,495 |
2,391 |
13.7% |
185 |
1.1% |
80% |
False |
False |
105 |
120 |
17,905 |
15,495 |
2,410 |
13.8% |
161 |
0.9% |
79% |
False |
False |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,676 |
2.618 |
18,952 |
1.618 |
18,508 |
1.000 |
18,233 |
0.618 |
18,064 |
HIGH |
17,789 |
0.618 |
17,620 |
0.500 |
17,567 |
0.382 |
17,515 |
LOW |
17,345 |
0.618 |
17,071 |
1.000 |
16,901 |
1.618 |
16,627 |
2.618 |
16,183 |
4.250 |
15,458 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,567 |
17,585 |
PP |
17,515 |
17,527 |
S1 |
17,462 |
17,468 |
|