Trading Metrics calculated at close of trading on 05-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,161.25 |
19,244.35 |
83.10 |
0.4% |
19,122.14 |
High |
19,196.14 |
19,274.85 |
78.71 |
0.4% |
19,225.29 |
Low |
19,141.18 |
19,186.73 |
45.55 |
0.2% |
19,062.22 |
Close |
19,170.42 |
19,216.24 |
45.82 |
0.2% |
19,170.42 |
Range |
54.96 |
88.12 |
33.16 |
60.3% |
163.07 |
ATR |
117.41 |
116.48 |
-0.93 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,490.30 |
19,441.39 |
19,264.71 |
|
R3 |
19,402.18 |
19,353.27 |
19,240.47 |
|
R2 |
19,314.06 |
19,314.06 |
19,232.40 |
|
R1 |
19,265.15 |
19,265.15 |
19,224.32 |
19,245.55 |
PP |
19,225.94 |
19,225.94 |
19,225.94 |
19,216.14 |
S1 |
19,177.03 |
19,177.03 |
19,208.16 |
19,157.43 |
S2 |
19,137.82 |
19,137.82 |
19,200.08 |
|
S3 |
19,049.70 |
19,088.91 |
19,192.01 |
|
S4 |
18,961.58 |
19,000.79 |
19,167.77 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,641.85 |
19,569.21 |
19,260.11 |
|
R3 |
19,478.78 |
19,406.14 |
19,215.26 |
|
R2 |
19,315.71 |
19,315.71 |
19,200.32 |
|
R1 |
19,243.07 |
19,243.07 |
19,185.37 |
19,279.39 |
PP |
19,152.64 |
19,152.64 |
19,152.64 |
19,170.81 |
S1 |
19,080.00 |
19,080.00 |
19,155.47 |
19,116.32 |
S2 |
18,989.57 |
18,989.57 |
19,140.52 |
|
S3 |
18,826.50 |
18,916.93 |
19,125.58 |
|
S4 |
18,663.43 |
18,753.86 |
19,080.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,274.85 |
19,062.22 |
212.63 |
1.1% |
80.54 |
0.4% |
72% |
True |
False |
|
10 |
19,274.85 |
18,883.10 |
391.75 |
2.0% |
76.97 |
0.4% |
85% |
True |
False |
|
20 |
19,274.85 |
17,994.64 |
1,280.21 |
6.7% |
123.35 |
0.6% |
95% |
True |
False |
|
40 |
19,274.85 |
17,883.56 |
1,391.29 |
7.2% |
124.89 |
0.6% |
96% |
True |
False |
|
60 |
19,274.85 |
17,883.56 |
1,391.29 |
7.2% |
141.02 |
0.7% |
96% |
True |
False |
|
80 |
19,274.85 |
17,883.56 |
1,391.29 |
7.2% |
132.89 |
0.7% |
96% |
True |
False |
|
100 |
19,274.85 |
17,883.56 |
1,391.29 |
7.2% |
125.87 |
0.7% |
96% |
True |
False |
|
120 |
19,274.85 |
17,063.08 |
2,211.77 |
11.5% |
136.58 |
0.7% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,649.36 |
2.618 |
19,505.55 |
1.618 |
19,417.43 |
1.000 |
19,362.97 |
0.618 |
19,329.31 |
HIGH |
19,274.85 |
0.618 |
19,241.19 |
0.500 |
19,230.79 |
0.382 |
19,220.39 |
LOW |
19,186.73 |
0.618 |
19,132.27 |
1.000 |
19,098.61 |
1.618 |
19,044.15 |
2.618 |
18,956.03 |
4.250 |
18,812.22 |
|
|
Fisher Pivots for day following 05-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,230.79 |
19,213.10 |
PP |
19,225.94 |
19,209.96 |
S1 |
19,221.09 |
19,206.82 |
|