Trading Metrics calculated at close of trading on 01-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,057.8 |
1,065.4 |
7.6 |
0.7% |
1,075.5 |
High |
1,070.0 |
1,075.4 |
5.4 |
0.5% |
1,081.8 |
Low |
1,053.7 |
1,064.7 |
11.0 |
1.0% |
1,053.4 |
Close |
1,066.9 |
1,065.1 |
-1.8 |
-0.2% |
1,057.8 |
Range |
16.3 |
10.7 |
-5.6 |
-34.4% |
28.4 |
ATR |
14.0 |
13.8 |
-0.2 |
-1.7% |
0.0 |
Volume |
2,245 |
1,334 |
-911 |
-40.6% |
15,153 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.5 |
1,093.5 |
1,071.0 |
|
R3 |
1,089.8 |
1,082.8 |
1,068.0 |
|
R2 |
1,079.1 |
1,079.1 |
1,067.1 |
|
R1 |
1,072.1 |
1,072.1 |
1,066.1 |
1,070.3 |
PP |
1,068.4 |
1,068.4 |
1,068.4 |
1,067.5 |
S1 |
1,061.4 |
1,061.4 |
1,064.1 |
1,059.6 |
S2 |
1,057.7 |
1,057.7 |
1,063.1 |
|
S3 |
1,047.0 |
1,050.7 |
1,062.2 |
|
S4 |
1,036.3 |
1,040.0 |
1,059.2 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.5 |
1,132.1 |
1,073.4 |
|
R3 |
1,121.1 |
1,103.7 |
1,065.6 |
|
R2 |
1,092.7 |
1,092.7 |
1,063.0 |
|
R1 |
1,075.3 |
1,075.3 |
1,060.4 |
1,069.8 |
PP |
1,064.3 |
1,064.3 |
1,064.3 |
1,061.6 |
S1 |
1,046.9 |
1,046.9 |
1,055.2 |
1,041.4 |
S2 |
1,035.9 |
1,035.9 |
1,052.6 |
|
S3 |
1,007.5 |
1,018.5 |
1,050.0 |
|
S4 |
979.1 |
990.1 |
1,042.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,081.8 |
1,053.4 |
28.4 |
2.7% |
14.3 |
1.3% |
41% |
False |
False |
3,147 |
10 |
1,088.5 |
1,053.4 |
35.1 |
3.3% |
13.4 |
1.3% |
33% |
False |
False |
3,238 |
20 |
1,139.7 |
1,053.4 |
86.3 |
8.1% |
13.3 |
1.2% |
14% |
False |
False |
3,009 |
40 |
1,192.4 |
1,053.4 |
139.0 |
13.1% |
13.2 |
1.2% |
8% |
False |
False |
1,998 |
60 |
1,192.4 |
1,053.4 |
139.0 |
13.1% |
13.1 |
1.2% |
8% |
False |
False |
1,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,120.9 |
2.618 |
1,103.4 |
1.618 |
1,092.7 |
1.000 |
1,086.1 |
0.618 |
1,082.0 |
HIGH |
1,075.4 |
0.618 |
1,071.3 |
0.500 |
1,070.1 |
0.382 |
1,068.8 |
LOW |
1,064.7 |
0.618 |
1,058.1 |
1.000 |
1,054.0 |
1.618 |
1,047.4 |
2.618 |
1,036.7 |
4.250 |
1,019.2 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,070.1 |
1,064.9 |
PP |
1,068.4 |
1,064.6 |
S1 |
1,066.8 |
1,064.4 |
|