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 |
4,698.75 |
4,616.00 |
-82.75 |
-1.8% |
4,685.50 |
High |
4,730.25 |
4,723.25 |
-7.00 |
-0.1% |
4,739.50 |
Low |
4,579.00 |
4,603.00 |
24.00 |
0.5% |
4,579.00 |
Close |
4,611.00 |
4,713.25 |
102.25 |
2.2% |
4,713.25 |
Range |
151.25 |
120.25 |
-31.00 |
-20.5% |
160.50 |
ATR |
65.88 |
69.76 |
3.88 |
5.9% |
0.00 |
Volume |
379,530 |
305,073 |
-74,457 |
-19.6% |
1,324,606 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,040.50 |
4,997.25 |
4,779.50 |
|
R3 |
4,920.25 |
4,877.00 |
4,746.25 |
|
R2 |
4,800.00 |
4,800.00 |
4,735.25 |
|
R1 |
4,756.75 |
4,756.75 |
4,724.25 |
4,778.50 |
PP |
4,679.75 |
4,679.75 |
4,679.75 |
4,690.75 |
S1 |
4,636.50 |
4,636.50 |
4,702.25 |
4,658.00 |
S2 |
4,559.50 |
4,559.50 |
4,691.25 |
|
S3 |
4,439.25 |
4,516.25 |
4,680.25 |
|
S4 |
4,319.00 |
4,396.00 |
4,647.00 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,158.75 |
5,096.50 |
4,801.50 |
|
R3 |
4,998.25 |
4,936.00 |
4,757.50 |
|
R2 |
4,837.75 |
4,837.75 |
4,742.75 |
|
R1 |
4,775.50 |
4,775.50 |
4,728.00 |
4,806.50 |
PP |
4,677.25 |
4,677.25 |
4,677.25 |
4,692.75 |
S1 |
4,615.00 |
4,615.00 |
4,698.50 |
4,646.00 |
S2 |
4,516.75 |
4,516.75 |
4,683.75 |
|
S3 |
4,356.25 |
4,454.50 |
4,669.00 |
|
S4 |
4,195.75 |
4,294.00 |
4,625.00 |
|
|
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 |
4,579.00 |
160.50 |
3.4% |
84.00 |
1.8% |
84% |
False |
False |
264,921 |
10 |
4,739.50 |
4,579.00 |
160.50 |
3.4% |
64.00 |
1.4% |
84% |
False |
False |
212,027 |
20 |
4,739.50 |
4,455.00 |
284.50 |
6.0% |
67.25 |
1.4% |
91% |
False |
False |
237,090 |
40 |
4,739.50 |
4,317.50 |
422.00 |
9.0% |
62.50 |
1.3% |
94% |
False |
False |
235,445 |
60 |
4,739.50 |
4,040.75 |
698.75 |
14.8% |
72.25 |
1.5% |
96% |
False |
False |
258,589 |
80 |
4,739.50 |
3,901.00 |
838.50 |
17.8% |
83.50 |
1.8% |
97% |
False |
False |
196,212 |
100 |
4,739.50 |
3,901.00 |
838.50 |
17.8% |
78.75 |
1.7% |
97% |
False |
False |
157,006 |
120 |
4,739.50 |
3,901.00 |
838.50 |
17.8% |
74.25 |
1.6% |
97% |
False |
False |
130,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,234.25 |
2.618 |
5,038.00 |
1.618 |
4,917.75 |
1.000 |
4,843.50 |
0.618 |
4,797.50 |
HIGH |
4,723.25 |
0.618 |
4,677.25 |
0.500 |
4,663.00 |
0.382 |
4,649.00 |
LOW |
4,603.00 |
0.618 |
4,528.75 |
1.000 |
4,482.75 |
1.618 |
4,408.50 |
2.618 |
4,288.25 |
4.250 |
4,092.00 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,696.50 |
4,695.25 |
PP |
4,679.75 |
4,677.25 |
S1 |
4,663.00 |
4,659.25 |
|