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 |
1,070.0 |
1,053.8 |
-16.2 |
-1.5% |
1,076.2 |
High |
1,071.3 |
1,065.0 |
-6.3 |
-0.6% |
1,081.1 |
Low |
1,050.2 |
1,046.6 |
-3.6 |
-0.3% |
1,052.5 |
Close |
1,054.5 |
1,061.9 |
7.4 |
0.7% |
1,056.9 |
Range |
21.1 |
18.4 |
-2.7 |
-12.8% |
28.6 |
ATR |
14.5 |
14.7 |
0.3 |
1.9% |
0.0 |
Volume |
2,758 |
5,417 |
2,659 |
96.4% |
43,683 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,113.0 |
1,105.9 |
1,072.0 |
|
R3 |
1,094.6 |
1,087.5 |
1,067.0 |
|
R2 |
1,076.2 |
1,076.2 |
1,065.3 |
|
R1 |
1,069.1 |
1,069.1 |
1,063.6 |
1,072.7 |
PP |
1,057.8 |
1,057.8 |
1,057.8 |
1,059.6 |
S1 |
1,050.7 |
1,050.7 |
1,060.2 |
1,054.3 |
S2 |
1,039.4 |
1,039.4 |
1,058.5 |
|
S3 |
1,021.0 |
1,032.3 |
1,056.8 |
|
S4 |
1,002.6 |
1,013.9 |
1,051.8 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.3 |
1,131.7 |
1,072.6 |
|
R3 |
1,120.7 |
1,103.1 |
1,064.8 |
|
R2 |
1,092.1 |
1,092.1 |
1,062.1 |
|
R1 |
1,074.5 |
1,074.5 |
1,059.5 |
1,069.0 |
PP |
1,063.5 |
1,063.5 |
1,063.5 |
1,060.8 |
S1 |
1,045.9 |
1,045.9 |
1,054.3 |
1,040.4 |
S2 |
1,034.9 |
1,034.9 |
1,051.7 |
|
S3 |
1,006.3 |
1,017.3 |
1,049.0 |
|
S4 |
977.7 |
988.7 |
1,041.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,074.6 |
1,046.6 |
28.0 |
2.6% |
17.6 |
1.7% |
55% |
False |
True |
3,820 |
10 |
1,088.0 |
1,046.6 |
41.4 |
3.9% |
15.2 |
1.4% |
37% |
False |
True |
6,655 |
20 |
1,112.0 |
1,046.6 |
65.4 |
6.2% |
13.6 |
1.3% |
23% |
False |
True |
5,158 |
40 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
13.8 |
1.3% |
11% |
False |
True |
3,293 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
13.1 |
1.2% |
11% |
False |
True |
2,607 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
12.6 |
1.2% |
11% |
False |
True |
2,244 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
11.8 |
1.1% |
11% |
False |
True |
2,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,143.2 |
2.618 |
1,113.2 |
1.618 |
1,094.8 |
1.000 |
1,083.4 |
0.618 |
1,076.4 |
HIGH |
1,065.0 |
0.618 |
1,058.0 |
0.500 |
1,055.8 |
0.382 |
1,053.6 |
LOW |
1,046.6 |
0.618 |
1,035.2 |
1.000 |
1,028.2 |
1.618 |
1,016.8 |
2.618 |
998.4 |
4.250 |
968.4 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,059.9 |
1,061.5 |
PP |
1,057.8 |
1,061.0 |
S1 |
1,055.8 |
1,060.6 |
|