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 |
4,679.00 |
4,710.75 |
31.75 |
0.7% |
4,694.50 |
High |
4,711.75 |
4,734.75 |
23.00 |
0.5% |
4,701.25 |
Low |
4,673.00 |
4,674.75 |
1.75 |
0.0% |
4,615.25 |
Close |
4,711.50 |
4,690.00 |
-21.50 |
-0.5% |
4,678.50 |
Range |
38.75 |
60.00 |
21.25 |
54.8% |
86.00 |
ATR |
56.47 |
56.73 |
0.25 |
0.4% |
0.00 |
Volume |
916 |
1,546 |
630 |
68.8% |
2,396 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,879.75 |
4,845.00 |
4,723.00 |
|
R3 |
4,819.75 |
4,785.00 |
4,706.50 |
|
R2 |
4,759.75 |
4,759.75 |
4,701.00 |
|
R1 |
4,725.00 |
4,725.00 |
4,695.50 |
4,712.50 |
PP |
4,699.75 |
4,699.75 |
4,699.75 |
4,693.50 |
S1 |
4,665.00 |
4,665.00 |
4,684.50 |
4,652.50 |
S2 |
4,639.75 |
4,639.75 |
4,679.00 |
|
S3 |
4,579.75 |
4,605.00 |
4,673.50 |
|
S4 |
4,519.75 |
4,545.00 |
4,657.00 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,923.00 |
4,886.75 |
4,725.75 |
|
R3 |
4,837.00 |
4,800.75 |
4,702.25 |
|
R2 |
4,751.00 |
4,751.00 |
4,694.25 |
|
R1 |
4,714.75 |
4,714.75 |
4,686.50 |
4,690.00 |
PP |
4,665.00 |
4,665.00 |
4,665.00 |
4,652.50 |
S1 |
4,628.75 |
4,628.75 |
4,670.50 |
4,604.00 |
S2 |
4,579.00 |
4,579.00 |
4,662.75 |
|
S3 |
4,493.00 |
4,542.75 |
4,654.75 |
|
S4 |
4,407.00 |
4,456.75 |
4,631.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,734.75 |
4,649.25 |
85.50 |
1.8% |
41.25 |
0.9% |
48% |
True |
False |
886 |
10 |
4,734.75 |
4,550.25 |
184.50 |
3.9% |
49.00 |
1.0% |
76% |
True |
False |
703 |
20 |
4,734.75 |
4,452.75 |
282.00 |
6.0% |
56.00 |
1.2% |
84% |
True |
False |
482 |
40 |
4,734.75 |
4,261.00 |
473.75 |
10.1% |
55.75 |
1.2% |
91% |
True |
False |
381 |
60 |
4,734.75 |
4,034.25 |
700.50 |
14.9% |
64.75 |
1.4% |
94% |
True |
False |
280 |
80 |
4,734.75 |
3,975.75 |
759.00 |
16.2% |
62.25 |
1.3% |
94% |
True |
False |
211 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.2% |
55.75 |
1.2% |
94% |
True |
False |
168 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.2% |
49.75 |
1.1% |
94% |
True |
False |
140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,989.75 |
2.618 |
4,891.75 |
1.618 |
4,831.75 |
1.000 |
4,794.75 |
0.618 |
4,771.75 |
HIGH |
4,734.75 |
0.618 |
4,711.75 |
0.500 |
4,704.75 |
0.382 |
4,697.75 |
LOW |
4,674.75 |
0.618 |
4,637.75 |
1.000 |
4,614.75 |
1.618 |
4,577.75 |
2.618 |
4,517.75 |
4.250 |
4,419.75 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,704.75 |
4,692.00 |
PP |
4,699.75 |
4,691.25 |
S1 |
4,695.00 |
4,690.75 |
|