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 |
17,693 |
17,436 |
-257 |
-1.5% |
17,724 |
High |
17,789 |
17,775 |
-14 |
-0.1% |
17,825 |
Low |
17,345 |
17,371 |
26 |
0.1% |
17,345 |
Close |
17,410 |
17,742 |
332 |
1.9% |
17,742 |
Range |
444 |
404 |
-40 |
-9.0% |
480 |
ATR |
199 |
214 |
15 |
7.3% |
0 |
Volume |
2,430 |
2,102 |
-328 |
-13.5% |
5,260 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,841 |
18,696 |
17,964 |
|
R3 |
18,437 |
18,292 |
17,853 |
|
R2 |
18,033 |
18,033 |
17,816 |
|
R1 |
17,888 |
17,888 |
17,779 |
17,961 |
PP |
17,629 |
17,629 |
17,629 |
17,666 |
S1 |
17,484 |
17,484 |
17,705 |
17,557 |
S2 |
17,225 |
17,225 |
17,668 |
|
S3 |
16,821 |
17,080 |
17,631 |
|
S4 |
16,417 |
16,676 |
17,520 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,077 |
18,890 |
18,006 |
|
R3 |
18,597 |
18,410 |
17,874 |
|
R2 |
18,117 |
18,117 |
17,830 |
|
R1 |
17,930 |
17,930 |
17,786 |
18,024 |
PP |
17,637 |
17,637 |
17,637 |
17,684 |
S1 |
17,450 |
17,450 |
17,698 |
17,544 |
S2 |
17,157 |
17,157 |
17,654 |
|
S3 |
16,677 |
16,970 |
17,610 |
|
S4 |
16,197 |
16,490 |
17,478 |
|
|
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 |
2.7% |
263 |
1.5% |
83% |
False |
False |
1,052 |
10 |
17,825 |
17,345 |
480 |
2.7% |
200 |
1.1% |
83% |
False |
False |
669 |
20 |
17,825 |
16,991 |
834 |
4.7% |
208 |
1.2% |
90% |
False |
False |
429 |
40 |
17,828 |
16,715 |
1,113 |
6.3% |
183 |
1.0% |
92% |
False |
False |
289 |
60 |
17,828 |
15,745 |
2,083 |
11.7% |
211 |
1.2% |
96% |
False |
False |
209 |
80 |
17,828 |
15,495 |
2,333 |
13.1% |
213 |
1.2% |
96% |
False |
False |
158 |
100 |
17,886 |
15,495 |
2,391 |
13.5% |
189 |
1.1% |
94% |
False |
False |
126 |
120 |
17,905 |
15,495 |
2,410 |
13.6% |
165 |
0.9% |
93% |
False |
False |
105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,492 |
2.618 |
18,833 |
1.618 |
18,429 |
1.000 |
18,179 |
0.618 |
18,025 |
HIGH |
17,775 |
0.618 |
17,621 |
0.500 |
17,573 |
0.382 |
17,525 |
LOW |
17,371 |
0.618 |
17,121 |
1.000 |
16,967 |
1.618 |
16,717 |
2.618 |
16,313 |
4.250 |
15,654 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,686 |
17,690 |
PP |
17,629 |
17,637 |
S1 |
17,573 |
17,585 |
|