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 |
4,691.00 |
4,614.00 |
-77.00 |
-1.6% |
4,681.00 |
High |
4,725.25 |
4,717.75 |
-7.50 |
-0.2% |
4,734.75 |
Low |
4,575.00 |
4,598.00 |
23.00 |
0.5% |
4,575.00 |
Close |
4,606.50 |
4,708.25 |
101.75 |
2.2% |
4,708.25 |
Range |
150.25 |
119.75 |
-30.50 |
-20.3% |
159.75 |
ATR |
63.41 |
67.43 |
4.02 |
6.3% |
0.00 |
Volume |
3,012 |
3,313 |
301 |
10.0% |
9,695 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,034.00 |
4,990.75 |
4,774.00 |
|
R3 |
4,914.25 |
4,871.00 |
4,741.25 |
|
R2 |
4,794.50 |
4,794.50 |
4,730.25 |
|
R1 |
4,751.25 |
4,751.25 |
4,719.25 |
4,773.00 |
PP |
4,674.75 |
4,674.75 |
4,674.75 |
4,685.50 |
S1 |
4,631.50 |
4,631.50 |
4,697.25 |
4,653.00 |
S2 |
4,555.00 |
4,555.00 |
4,686.25 |
|
S3 |
4,435.25 |
4,511.75 |
4,675.25 |
|
S4 |
4,315.50 |
4,392.00 |
4,642.50 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,152.00 |
5,089.75 |
4,796.00 |
|
R3 |
4,992.25 |
4,930.00 |
4,752.25 |
|
R2 |
4,832.50 |
4,832.50 |
4,737.50 |
|
R1 |
4,770.25 |
4,770.25 |
4,723.00 |
4,801.50 |
PP |
4,672.75 |
4,672.75 |
4,672.75 |
4,688.25 |
S1 |
4,610.50 |
4,610.50 |
4,693.50 |
4,641.50 |
S2 |
4,513.00 |
4,513.00 |
4,679.00 |
|
S3 |
4,353.25 |
4,450.75 |
4,664.25 |
|
S4 |
4,193.50 |
4,291.00 |
4,620.50 |
|
|
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 |
3.4% |
83.25 |
1.8% |
83% |
False |
False |
1,939 |
10 |
4,734.75 |
4,575.00 |
159.75 |
3.4% |
63.00 |
1.3% |
83% |
False |
False |
1,235 |
20 |
4,734.75 |
4,452.75 |
282.00 |
6.0% |
65.25 |
1.4% |
91% |
False |
False |
784 |
40 |
4,734.75 |
4,311.25 |
423.50 |
9.0% |
59.00 |
1.3% |
94% |
False |
False |
534 |
60 |
4,734.75 |
4,034.25 |
700.50 |
14.9% |
66.75 |
1.4% |
96% |
False |
False |
386 |
80 |
4,734.75 |
3,975.75 |
759.00 |
16.1% |
63.50 |
1.3% |
97% |
False |
False |
290 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.1% |
58.50 |
1.2% |
97% |
False |
False |
232 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.1% |
51.50 |
1.1% |
97% |
False |
False |
193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,226.75 |
2.618 |
5,031.25 |
1.618 |
4,911.50 |
1.000 |
4,837.50 |
0.618 |
4,791.75 |
HIGH |
4,717.75 |
0.618 |
4,672.00 |
0.500 |
4,658.00 |
0.382 |
4,643.75 |
LOW |
4,598.00 |
0.618 |
4,524.00 |
1.000 |
4,478.25 |
1.618 |
4,404.25 |
2.618 |
4,284.50 |
4.250 |
4,089.00 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,691.50 |
4,690.50 |
PP |
4,674.75 |
4,672.75 |
S1 |
4,658.00 |
4,655.00 |
|