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 |
4,710.75 |
4,691.00 |
-19.75 |
-0.4% |
4,694.50 |
High |
4,734.75 |
4,725.25 |
-9.50 |
-0.2% |
4,701.25 |
Low |
4,674.75 |
4,575.00 |
-99.75 |
-2.1% |
4,615.25 |
Close |
4,690.00 |
4,606.50 |
-83.50 |
-1.8% |
4,678.50 |
Range |
60.00 |
150.25 |
90.25 |
150.4% |
86.00 |
ATR |
56.73 |
63.41 |
6.68 |
11.8% |
0.00 |
Volume |
1,546 |
3,012 |
1,466 |
94.8% |
2,396 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,086.25 |
4,996.75 |
4,689.25 |
|
R3 |
4,936.00 |
4,846.50 |
4,647.75 |
|
R2 |
4,785.75 |
4,785.75 |
4,634.00 |
|
R1 |
4,696.25 |
4,696.25 |
4,620.25 |
4,666.00 |
PP |
4,635.50 |
4,635.50 |
4,635.50 |
4,620.50 |
S1 |
4,546.00 |
4,546.00 |
4,592.75 |
4,515.50 |
S2 |
4,485.25 |
4,485.25 |
4,579.00 |
|
S3 |
4,335.00 |
4,395.75 |
4,565.25 |
|
S4 |
4,184.75 |
4,245.50 |
4,523.75 |
|
|
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 |
4,575.00 |
159.75 |
3.5% |
66.50 |
1.4% |
20% |
False |
True |
1,314 |
10 |
4,734.75 |
4,575.00 |
159.75 |
3.5% |
54.00 |
1.2% |
20% |
False |
True |
976 |
20 |
4,734.75 |
4,452.75 |
282.00 |
6.1% |
61.75 |
1.3% |
55% |
False |
False |
624 |
40 |
4,734.75 |
4,261.00 |
473.75 |
10.3% |
57.75 |
1.3% |
73% |
False |
False |
456 |
60 |
4,734.75 |
4,034.25 |
700.50 |
15.2% |
65.75 |
1.4% |
82% |
False |
False |
331 |
80 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
63.25 |
1.4% |
83% |
False |
False |
248 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
57.25 |
1.2% |
83% |
False |
False |
198 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
50.75 |
1.1% |
83% |
False |
False |
165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,363.75 |
2.618 |
5,118.50 |
1.618 |
4,968.25 |
1.000 |
4,875.50 |
0.618 |
4,818.00 |
HIGH |
4,725.25 |
0.618 |
4,667.75 |
0.500 |
4,650.00 |
0.382 |
4,632.50 |
LOW |
4,575.00 |
0.618 |
4,482.25 |
1.000 |
4,424.75 |
1.618 |
4,332.00 |
2.618 |
4,181.75 |
4.250 |
3,936.50 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,650.00 |
4,655.00 |
PP |
4,635.50 |
4,638.75 |
S1 |
4,621.00 |
4,622.50 |
|