Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,678.75 |
4,715.00 |
36.25 |
0.8% |
4,689.50 |
High |
4,716.75 |
4,739.50 |
22.75 |
0.5% |
4,706.75 |
Low |
4,676.50 |
4,678.50 |
2.00 |
0.0% |
4,620.00 |
Close |
4,716.25 |
4,694.50 |
-21.75 |
-0.5% |
4,682.50 |
Range |
40.25 |
61.00 |
20.75 |
51.6% |
86.75 |
ATR |
59.18 |
59.31 |
0.13 |
0.2% |
0.00 |
Volume |
228,425 |
231,812 |
3,387 |
1.5% |
618,547 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,887.25 |
4,851.75 |
4,728.00 |
|
R3 |
4,826.25 |
4,790.75 |
4,711.25 |
|
R2 |
4,765.25 |
4,765.25 |
4,705.75 |
|
R1 |
4,729.75 |
4,729.75 |
4,700.00 |
4,717.00 |
PP |
4,704.25 |
4,704.25 |
4,704.25 |
4,697.75 |
S1 |
4,668.75 |
4,668.75 |
4,689.00 |
4,656.00 |
S2 |
4,643.25 |
4,643.25 |
4,683.25 |
|
S3 |
4,582.25 |
4,607.75 |
4,677.75 |
|
S4 |
4,521.25 |
4,546.75 |
4,661.00 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,930.00 |
4,893.00 |
4,730.25 |
|
R3 |
4,843.25 |
4,806.25 |
4,706.25 |
|
R2 |
4,756.50 |
4,756.50 |
4,698.50 |
|
R1 |
4,719.50 |
4,719.50 |
4,690.50 |
4,694.50 |
PP |
4,669.75 |
4,669.75 |
4,669.75 |
4,657.25 |
S1 |
4,632.75 |
4,632.75 |
4,674.50 |
4,608.00 |
S2 |
4,583.00 |
4,583.00 |
4,666.50 |
|
S3 |
4,496.25 |
4,546.00 |
4,658.75 |
|
S4 |
4,409.50 |
4,459.25 |
4,634.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,739.50 |
4,653.50 |
86.00 |
1.8% |
42.25 |
0.9% |
48% |
True |
False |
173,019 |
10 |
4,739.50 |
4,556.25 |
183.25 |
3.9% |
50.00 |
1.1% |
75% |
True |
False |
189,576 |
20 |
4,739.50 |
4,455.00 |
284.50 |
6.1% |
58.25 |
1.2% |
84% |
True |
False |
226,718 |
40 |
4,739.50 |
4,265.00 |
474.50 |
10.1% |
59.50 |
1.3% |
91% |
True |
False |
234,506 |
60 |
4,739.50 |
4,040.75 |
698.75 |
14.9% |
71.75 |
1.5% |
94% |
True |
False |
249,249 |
80 |
4,739.50 |
3,901.00 |
838.50 |
17.9% |
82.75 |
1.8% |
95% |
True |
False |
187,668 |
100 |
4,739.50 |
3,901.00 |
838.50 |
17.9% |
76.75 |
1.6% |
95% |
True |
False |
150,161 |
120 |
4,739.50 |
3,901.00 |
838.50 |
17.9% |
72.75 |
1.5% |
95% |
True |
False |
125,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,998.75 |
2.618 |
4,899.25 |
1.618 |
4,838.25 |
1.000 |
4,800.50 |
0.618 |
4,777.25 |
HIGH |
4,739.50 |
0.618 |
4,716.25 |
0.500 |
4,709.00 |
0.382 |
4,701.75 |
LOW |
4,678.50 |
0.618 |
4,640.75 |
1.000 |
4,617.50 |
1.618 |
4,579.75 |
2.618 |
4,518.75 |
4.250 |
4,419.25 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,709.00 |
4,696.50 |
PP |
4,704.25 |
4,695.75 |
S1 |
4,699.25 |
4,695.25 |
|