Trading Metrics calculated at close of trading on 01-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
19,950 |
19,975 |
25 |
0.1% |
19,975 |
High |
19,950 |
20,095 |
145 |
0.7% |
20,075 |
Low |
19,800 |
19,975 |
175 |
0.9% |
19,835 |
Close |
19,850 |
20,055 |
205 |
1.0% |
19,935 |
Range |
150 |
120 |
-30 |
-20.0% |
240 |
ATR |
225 |
226 |
1 |
0.6% |
0 |
Volume |
54 |
187 |
133 |
246.3% |
377 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,402 |
20,348 |
20,121 |
|
R3 |
20,282 |
20,228 |
20,088 |
|
R2 |
20,162 |
20,162 |
20,077 |
|
R1 |
20,108 |
20,108 |
20,066 |
20,135 |
PP |
20,042 |
20,042 |
20,042 |
20,055 |
S1 |
19,988 |
19,988 |
20,044 |
20,015 |
S2 |
19,922 |
19,922 |
20,033 |
|
S3 |
19,802 |
19,868 |
20,022 |
|
S4 |
19,682 |
19,748 |
19,989 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,668 |
20,542 |
20,067 |
|
R3 |
20,428 |
20,302 |
20,001 |
|
R2 |
20,188 |
20,188 |
19,979 |
|
R1 |
20,062 |
20,062 |
19,957 |
20,005 |
PP |
19,948 |
19,948 |
19,948 |
19,920 |
S1 |
19,822 |
19,822 |
19,913 |
19,765 |
S2 |
19,708 |
19,708 |
19,891 |
|
S3 |
19,468 |
19,582 |
19,869 |
|
S4 |
19,228 |
19,342 |
19,803 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,095 |
19,800 |
295 |
1.5% |
144 |
0.7% |
86% |
True |
False |
111 |
10 |
20,095 |
19,700 |
395 |
2.0% |
183 |
0.9% |
90% |
True |
False |
68 |
20 |
20,095 |
19,080 |
1,015 |
5.1% |
196 |
1.0% |
96% |
True |
False |
41 |
40 |
20,095 |
17,845 |
2,250 |
11.2% |
177 |
0.9% |
98% |
True |
False |
22 |
60 |
20,095 |
17,160 |
2,935 |
14.6% |
194 |
1.0% |
99% |
True |
False |
15 |
80 |
20,945 |
17,160 |
3,785 |
18.9% |
145 |
0.7% |
76% |
False |
False |
11 |
100 |
20,945 |
17,160 |
3,785 |
18.9% |
116 |
0.6% |
76% |
False |
False |
9 |
120 |
20,965 |
17,160 |
3,805 |
19.0% |
97 |
0.5% |
76% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,605 |
2.618 |
20,409 |
1.618 |
20,289 |
1.000 |
20,215 |
0.618 |
20,169 |
HIGH |
20,095 |
0.618 |
20,049 |
0.500 |
20,035 |
0.382 |
20,021 |
LOW |
19,975 |
0.618 |
19,901 |
1.000 |
19,855 |
1.618 |
19,781 |
2.618 |
19,661 |
4.250 |
19,465 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
20,048 |
20,019 |
PP |
20,042 |
19,983 |
S1 |
20,035 |
19,948 |
|