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 |
1,055.0 |
1,064.0 |
9.0 |
0.9% |
1,057.8 |
High |
1,065.5 |
1,089.6 |
24.1 |
2.3% |
1,089.6 |
Low |
1,047.2 |
1,061.9 |
14.7 |
1.4% |
1,047.2 |
Close |
1,062.8 |
1,085.7 |
22.9 |
2.2% |
1,085.7 |
Range |
18.3 |
27.7 |
9.4 |
51.4% |
42.4 |
ATR |
14.5 |
15.4 |
0.9 |
6.5% |
0.0 |
Volume |
1,096 |
945 |
-151 |
-13.8% |
7,075 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,162.2 |
1,151.6 |
1,100.9 |
|
R3 |
1,134.5 |
1,123.9 |
1,093.3 |
|
R2 |
1,106.8 |
1,106.8 |
1,090.8 |
|
R1 |
1,096.2 |
1,096.2 |
1,088.2 |
1,101.5 |
PP |
1,079.1 |
1,079.1 |
1,079.1 |
1,081.7 |
S1 |
1,068.5 |
1,068.5 |
1,083.2 |
1,073.8 |
S2 |
1,051.4 |
1,051.4 |
1,080.6 |
|
S3 |
1,023.7 |
1,040.8 |
1,078.1 |
|
S4 |
996.0 |
1,013.1 |
1,070.5 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,201.4 |
1,185.9 |
1,109.0 |
|
R3 |
1,159.0 |
1,143.5 |
1,097.4 |
|
R2 |
1,116.6 |
1,116.6 |
1,093.5 |
|
R1 |
1,101.1 |
1,101.1 |
1,089.6 |
1,108.9 |
PP |
1,074.2 |
1,074.2 |
1,074.2 |
1,078.0 |
S1 |
1,058.7 |
1,058.7 |
1,081.8 |
1,066.5 |
S2 |
1,031.8 |
1,031.8 |
1,077.9 |
|
S3 |
989.4 |
1,016.3 |
1,074.0 |
|
S4 |
947.0 |
973.9 |
1,062.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,089.6 |
1,047.2 |
42.4 |
3.9% |
18.5 |
1.7% |
91% |
True |
False |
1,415 |
10 |
1,089.6 |
1,047.2 |
42.4 |
3.9% |
15.7 |
1.4% |
91% |
True |
False |
2,506 |
20 |
1,111.7 |
1,047.2 |
64.5 |
5.9% |
14.2 |
1.3% |
60% |
False |
False |
2,948 |
40 |
1,192.4 |
1,047.2 |
145.2 |
13.4% |
13.9 |
1.3% |
27% |
False |
False |
2,013 |
60 |
1,192.4 |
1,047.2 |
145.2 |
13.4% |
13.6 |
1.3% |
27% |
False |
False |
1,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.3 |
2.618 |
1,162.1 |
1.618 |
1,134.4 |
1.000 |
1,117.3 |
0.618 |
1,106.7 |
HIGH |
1,089.6 |
0.618 |
1,079.0 |
0.500 |
1,075.8 |
0.382 |
1,072.5 |
LOW |
1,061.9 |
0.618 |
1,044.8 |
1.000 |
1,034.2 |
1.618 |
1,017.1 |
2.618 |
989.4 |
4.250 |
944.2 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,082.4 |
1,079.9 |
PP |
1,079.1 |
1,074.2 |
S1 |
1,075.8 |
1,068.4 |
|