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 |
17,436 |
17,777 |
341 |
2.0% |
17,724 |
High |
17,775 |
17,790 |
15 |
0.1% |
17,825 |
Low |
17,371 |
17,550 |
179 |
1.0% |
17,345 |
Close |
17,742 |
17,680 |
-62 |
-0.3% |
17,742 |
Range |
404 |
240 |
-164 |
-40.6% |
480 |
ATR |
214 |
216 |
2 |
0.9% |
0 |
Volume |
2,102 |
4,929 |
2,827 |
134.5% |
5,260 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,393 |
18,277 |
17,812 |
|
R3 |
18,153 |
18,037 |
17,746 |
|
R2 |
17,913 |
17,913 |
17,724 |
|
R1 |
17,797 |
17,797 |
17,702 |
17,735 |
PP |
17,673 |
17,673 |
17,673 |
17,643 |
S1 |
17,557 |
17,557 |
17,658 |
17,495 |
S2 |
17,433 |
17,433 |
17,636 |
|
S3 |
17,193 |
17,317 |
17,614 |
|
S4 |
16,953 |
17,077 |
17,548 |
|
|
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% |
283 |
1.6% |
70% |
False |
False |
2,000 |
10 |
17,825 |
17,345 |
480 |
2.7% |
207 |
1.2% |
70% |
False |
False |
1,134 |
20 |
17,825 |
16,991 |
834 |
4.7% |
213 |
1.2% |
83% |
False |
False |
673 |
40 |
17,828 |
16,715 |
1,113 |
6.3% |
186 |
1.1% |
87% |
False |
False |
411 |
60 |
17,828 |
15,745 |
2,083 |
11.8% |
212 |
1.2% |
93% |
False |
False |
292 |
80 |
17,828 |
15,495 |
2,333 |
13.2% |
214 |
1.2% |
94% |
False |
False |
220 |
100 |
17,859 |
15,495 |
2,364 |
13.4% |
191 |
1.1% |
92% |
False |
False |
176 |
120 |
17,905 |
15,495 |
2,410 |
13.6% |
167 |
0.9% |
91% |
False |
False |
146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,810 |
2.618 |
18,418 |
1.618 |
18,178 |
1.000 |
18,030 |
0.618 |
17,938 |
HIGH |
17,790 |
0.618 |
17,698 |
0.500 |
17,670 |
0.382 |
17,642 |
LOW |
17,550 |
0.618 |
17,402 |
1.000 |
17,310 |
1.618 |
17,162 |
2.618 |
16,922 |
4.250 |
16,530 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,677 |
17,643 |
PP |
17,673 |
17,605 |
S1 |
17,670 |
17,568 |
|