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 |
20,035 |
19,925 |
-110 |
-0.5% |
19,975 |
High |
20,055 |
20,035 |
-20 |
-0.1% |
20,075 |
Low |
19,855 |
19,500 |
-355 |
-1.8% |
19,835 |
Close |
19,925 |
19,600 |
-325 |
-1.6% |
19,935 |
Range |
200 |
535 |
335 |
167.5% |
240 |
ATR |
224 |
247 |
22 |
9.9% |
0 |
Volume |
641 |
1,810 |
1,169 |
182.4% |
377 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,317 |
20,993 |
19,894 |
|
R3 |
20,782 |
20,458 |
19,747 |
|
R2 |
20,247 |
20,247 |
19,698 |
|
R1 |
19,923 |
19,923 |
19,649 |
19,818 |
PP |
19,712 |
19,712 |
19,712 |
19,659 |
S1 |
19,388 |
19,388 |
19,551 |
19,283 |
S2 |
19,177 |
19,177 |
19,502 |
|
S3 |
18,642 |
18,853 |
19,453 |
|
S4 |
18,107 |
18,318 |
19,306 |
|
|
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 |
19,500 |
595 |
3.0% |
239 |
1.2% |
17% |
False |
True |
551 |
10 |
20,095 |
19,500 |
595 |
3.0% |
206 |
1.1% |
17% |
False |
True |
312 |
20 |
20,095 |
19,140 |
955 |
4.9% |
226 |
1.2% |
48% |
False |
False |
164 |
40 |
20,095 |
17,845 |
2,250 |
11.5% |
183 |
0.9% |
78% |
False |
False |
83 |
60 |
20,095 |
17,160 |
2,935 |
15.0% |
206 |
1.1% |
83% |
False |
False |
56 |
80 |
20,705 |
17,160 |
3,545 |
18.1% |
155 |
0.8% |
69% |
False |
False |
42 |
100 |
20,945 |
17,160 |
3,785 |
19.3% |
124 |
0.6% |
64% |
False |
False |
33 |
120 |
20,965 |
17,160 |
3,805 |
19.4% |
103 |
0.5% |
64% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,309 |
2.618 |
21,436 |
1.618 |
20,901 |
1.000 |
20,570 |
0.618 |
20,366 |
HIGH |
20,035 |
0.618 |
19,831 |
0.500 |
19,768 |
0.382 |
19,704 |
LOW |
19,500 |
0.618 |
19,169 |
1.000 |
18,965 |
1.618 |
18,634 |
2.618 |
18,099 |
4.250 |
17,226 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,768 |
19,798 |
PP |
19,712 |
19,732 |
S1 |
19,656 |
19,666 |
|