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 |
19,925 |
19,600 |
-325 |
-1.6% |
19,950 |
High |
20,035 |
19,800 |
-235 |
-1.2% |
20,095 |
Low |
19,500 |
19,460 |
-40 |
-0.2% |
19,460 |
Close |
19,600 |
19,770 |
170 |
0.9% |
19,770 |
Range |
535 |
340 |
-195 |
-36.4% |
635 |
ATR |
247 |
253 |
7 |
2.7% |
0 |
Volume |
1,810 |
2,390 |
580 |
32.0% |
5,082 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,697 |
20,573 |
19,957 |
|
R3 |
20,357 |
20,233 |
19,864 |
|
R2 |
20,017 |
20,017 |
19,832 |
|
R1 |
19,893 |
19,893 |
19,801 |
19,955 |
PP |
19,677 |
19,677 |
19,677 |
19,708 |
S1 |
19,553 |
19,553 |
19,739 |
19,615 |
S2 |
19,337 |
19,337 |
19,708 |
|
S3 |
18,997 |
19,213 |
19,677 |
|
S4 |
18,657 |
18,873 |
19,583 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,680 |
21,360 |
20,119 |
|
R3 |
21,045 |
20,725 |
19,945 |
|
R2 |
20,410 |
20,410 |
19,887 |
|
R1 |
20,090 |
20,090 |
19,828 |
19,933 |
PP |
19,775 |
19,775 |
19,775 |
19,696 |
S1 |
19,455 |
19,455 |
19,712 |
19,298 |
S2 |
19,140 |
19,140 |
19,654 |
|
S3 |
18,505 |
18,820 |
19,596 |
|
S4 |
17,870 |
18,185 |
19,421 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,095 |
19,460 |
635 |
3.2% |
269 |
1.4% |
49% |
False |
True |
1,016 |
10 |
20,095 |
19,460 |
635 |
3.2% |
222 |
1.1% |
49% |
False |
True |
550 |
20 |
20,095 |
19,310 |
785 |
4.0% |
232 |
1.2% |
59% |
False |
False |
282 |
40 |
20,095 |
17,845 |
2,250 |
11.4% |
186 |
0.9% |
86% |
False |
False |
143 |
60 |
20,095 |
17,160 |
2,935 |
14.8% |
210 |
1.1% |
89% |
False |
False |
96 |
80 |
20,705 |
17,160 |
3,545 |
17.9% |
159 |
0.8% |
74% |
False |
False |
72 |
100 |
20,945 |
17,160 |
3,785 |
19.1% |
127 |
0.6% |
69% |
False |
False |
57 |
120 |
20,965 |
17,160 |
3,805 |
19.2% |
106 |
0.5% |
69% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,245 |
2.618 |
20,690 |
1.618 |
20,350 |
1.000 |
20,140 |
0.618 |
20,010 |
HIGH |
19,800 |
0.618 |
19,670 |
0.500 |
19,630 |
0.382 |
19,590 |
LOW |
19,460 |
0.618 |
19,250 |
1.000 |
19,120 |
1.618 |
18,910 |
2.618 |
18,570 |
4.250 |
18,015 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,723 |
19,766 |
PP |
19,677 |
19,762 |
S1 |
19,630 |
19,758 |
|