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 |
19,975 |
20,035 |
60 |
0.3% |
19,975 |
High |
20,095 |
20,055 |
-40 |
-0.2% |
20,075 |
Low |
19,975 |
19,855 |
-120 |
-0.6% |
19,835 |
Close |
20,055 |
19,925 |
-130 |
-0.6% |
19,935 |
Range |
120 |
200 |
80 |
66.7% |
240 |
ATR |
226 |
224 |
-2 |
-0.8% |
0 |
Volume |
187 |
641 |
454 |
242.8% |
377 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,545 |
20,435 |
20,035 |
|
R3 |
20,345 |
20,235 |
19,980 |
|
R2 |
20,145 |
20,145 |
19,962 |
|
R1 |
20,035 |
20,035 |
19,943 |
19,990 |
PP |
19,945 |
19,945 |
19,945 |
19,923 |
S1 |
19,835 |
19,835 |
19,907 |
19,790 |
S2 |
19,745 |
19,745 |
19,888 |
|
S3 |
19,545 |
19,635 |
19,870 |
|
S4 |
19,345 |
19,435 |
19,815 |
|
|
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% |
156 |
0.8% |
42% |
False |
False |
207 |
10 |
20,095 |
19,740 |
355 |
1.8% |
180 |
0.9% |
52% |
False |
False |
131 |
20 |
20,095 |
19,080 |
1,015 |
5.1% |
206 |
1.0% |
83% |
False |
False |
73 |
40 |
20,095 |
17,845 |
2,250 |
11.3% |
178 |
0.9% |
92% |
False |
False |
38 |
60 |
20,095 |
17,160 |
2,935 |
14.7% |
197 |
1.0% |
94% |
False |
False |
26 |
80 |
20,705 |
17,160 |
3,545 |
17.8% |
148 |
0.7% |
78% |
False |
False |
19 |
100 |
20,945 |
17,160 |
3,785 |
19.0% |
118 |
0.6% |
73% |
False |
False |
15 |
120 |
20,965 |
17,160 |
3,805 |
19.1% |
99 |
0.5% |
73% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,905 |
2.618 |
20,579 |
1.618 |
20,379 |
1.000 |
20,255 |
0.618 |
20,179 |
HIGH |
20,055 |
0.618 |
19,979 |
0.500 |
19,955 |
0.382 |
19,932 |
LOW |
19,855 |
0.618 |
19,732 |
1.000 |
19,655 |
1.618 |
19,532 |
2.618 |
19,332 |
4.250 |
19,005 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,955 |
19,948 |
PP |
19,945 |
19,940 |
S1 |
19,935 |
19,933 |
|