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 |
4,614.00 |
4,711.25 |
97.25 |
2.1% |
4,681.00 |
High |
4,717.75 |
4,724.25 |
6.50 |
0.1% |
4,734.75 |
Low |
4,598.00 |
4,665.75 |
67.75 |
1.5% |
4,575.00 |
Close |
4,708.25 |
4,696.00 |
-12.25 |
-0.3% |
4,708.25 |
Range |
119.75 |
58.50 |
-61.25 |
-51.1% |
159.75 |
ATR |
67.43 |
66.79 |
-0.64 |
-0.9% |
0.00 |
Volume |
3,313 |
5,611 |
2,298 |
69.4% |
9,695 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,870.75 |
4,842.00 |
4,728.25 |
|
R3 |
4,812.25 |
4,783.50 |
4,712.00 |
|
R2 |
4,753.75 |
4,753.75 |
4,706.75 |
|
R1 |
4,725.00 |
4,725.00 |
4,701.25 |
4,710.00 |
PP |
4,695.25 |
4,695.25 |
4,695.25 |
4,688.00 |
S1 |
4,666.50 |
4,666.50 |
4,690.75 |
4,651.50 |
S2 |
4,636.75 |
4,636.75 |
4,685.25 |
|
S3 |
4,578.25 |
4,608.00 |
4,680.00 |
|
S4 |
4,519.75 |
4,549.50 |
4,663.75 |
|
|
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% |
85.50 |
1.8% |
76% |
False |
False |
2,879 |
10 |
4,734.75 |
4,575.00 |
159.75 |
3.4% |
65.00 |
1.4% |
76% |
False |
False |
1,770 |
20 |
4,734.75 |
4,452.75 |
282.00 |
6.0% |
66.00 |
1.4% |
86% |
False |
False |
1,034 |
40 |
4,734.75 |
4,311.25 |
423.50 |
9.0% |
59.25 |
1.3% |
91% |
False |
False |
664 |
60 |
4,734.75 |
4,034.25 |
700.50 |
14.9% |
67.00 |
1.4% |
94% |
False |
False |
479 |
80 |
4,734.75 |
3,975.75 |
759.00 |
16.2% |
63.75 |
1.4% |
95% |
False |
False |
360 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.2% |
58.50 |
1.2% |
95% |
False |
False |
288 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.2% |
52.00 |
1.1% |
95% |
False |
False |
240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,973.00 |
2.618 |
4,877.50 |
1.618 |
4,819.00 |
1.000 |
4,782.75 |
0.618 |
4,760.50 |
HIGH |
4,724.25 |
0.618 |
4,702.00 |
0.500 |
4,695.00 |
0.382 |
4,688.00 |
LOW |
4,665.75 |
0.618 |
4,629.50 |
1.000 |
4,607.25 |
1.618 |
4,571.00 |
2.618 |
4,512.50 |
4.250 |
4,417.00 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,695.75 |
4,680.75 |
PP |
4,695.25 |
4,665.50 |
S1 |
4,695.00 |
4,650.00 |
|