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 |
19,600 |
19,775 |
175 |
0.9% |
19,950 |
High |
19,800 |
19,880 |
80 |
0.4% |
20,095 |
Low |
19,460 |
19,680 |
220 |
1.1% |
19,460 |
Close |
19,770 |
19,800 |
30 |
0.2% |
19,770 |
Range |
340 |
200 |
-140 |
-41.2% |
635 |
ATR |
253 |
249 |
-4 |
-1.5% |
0 |
Volume |
2,390 |
37,567 |
35,177 |
1,471.8% |
5,082 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,387 |
20,293 |
19,910 |
|
R3 |
20,187 |
20,093 |
19,855 |
|
R2 |
19,987 |
19,987 |
19,837 |
|
R1 |
19,893 |
19,893 |
19,818 |
19,940 |
PP |
19,787 |
19,787 |
19,787 |
19,810 |
S1 |
19,693 |
19,693 |
19,782 |
19,740 |
S2 |
19,587 |
19,587 |
19,763 |
|
S3 |
19,387 |
19,493 |
19,745 |
|
S4 |
19,187 |
19,293 |
19,690 |
|
|
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% |
279 |
1.4% |
54% |
False |
False |
8,519 |
10 |
20,095 |
19,460 |
635 |
3.2% |
224 |
1.1% |
54% |
False |
False |
4,302 |
20 |
20,095 |
19,340 |
755 |
3.8% |
231 |
1.2% |
61% |
False |
False |
2,159 |
40 |
20,095 |
17,845 |
2,250 |
11.4% |
187 |
0.9% |
87% |
False |
False |
1,082 |
60 |
20,095 |
17,160 |
2,935 |
14.8% |
212 |
1.1% |
90% |
False |
False |
722 |
80 |
20,705 |
17,160 |
3,545 |
17.9% |
161 |
0.8% |
74% |
False |
False |
541 |
100 |
20,945 |
17,160 |
3,785 |
19.1% |
129 |
0.7% |
70% |
False |
False |
433 |
120 |
20,965 |
17,160 |
3,805 |
19.2% |
108 |
0.5% |
69% |
False |
False |
361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,730 |
2.618 |
20,404 |
1.618 |
20,204 |
1.000 |
20,080 |
0.618 |
20,004 |
HIGH |
19,880 |
0.618 |
19,804 |
0.500 |
19,780 |
0.382 |
19,757 |
LOW |
19,680 |
0.618 |
19,557 |
1.000 |
19,480 |
1.618 |
19,357 |
2.618 |
19,157 |
4.250 |
18,830 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,793 |
19,783 |
PP |
19,787 |
19,765 |
S1 |
19,780 |
19,748 |
|