Trading Metrics calculated at close of trading on 01-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,830.55 |
17,827.27 |
-3.28 |
0.0% |
17,812.63 |
High |
17,893.42 |
17,827.27 |
-66.15 |
-0.4% |
17,893.42 |
Low |
17,807.78 |
17,726.55 |
-81.23 |
-0.5% |
17,790.89 |
Close |
17,828.24 |
17,776.80 |
-51.44 |
-0.3% |
17,828.24 |
Range |
85.64 |
100.72 |
15.08 |
17.6% |
102.53 |
ATR |
117.80 |
116.65 |
-1.15 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,079.03 |
18,028.64 |
17,832.20 |
|
R3 |
17,978.31 |
17,927.92 |
17,804.50 |
|
R2 |
17,877.59 |
17,877.59 |
17,795.27 |
|
R1 |
17,827.20 |
17,827.20 |
17,786.03 |
17,802.04 |
PP |
17,776.87 |
17,776.87 |
17,776.87 |
17,764.29 |
S1 |
17,726.48 |
17,726.48 |
17,767.57 |
17,701.32 |
S2 |
17,676.15 |
17,676.15 |
17,758.33 |
|
S3 |
17,575.43 |
17,625.76 |
17,749.10 |
|
S4 |
17,474.71 |
17,525.04 |
17,721.40 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,145.11 |
18,089.20 |
17,884.63 |
|
R3 |
18,042.58 |
17,986.67 |
17,856.44 |
|
R2 |
17,940.05 |
17,940.05 |
17,847.04 |
|
R1 |
17,884.14 |
17,884.14 |
17,837.64 |
17,912.10 |
PP |
17,837.52 |
17,837.52 |
17,837.52 |
17,851.49 |
S1 |
17,781.61 |
17,781.61 |
17,818.84 |
17,809.57 |
S2 |
17,734.99 |
17,734.99 |
17,809.44 |
|
S3 |
17,632.46 |
17,679.08 |
17,800.04 |
|
S4 |
17,529.93 |
17,576.55 |
17,771.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,893.42 |
17,726.55 |
166.87 |
0.9% |
70.98 |
0.4% |
30% |
False |
True |
|
10 |
17,894.83 |
17,603.89 |
290.94 |
1.6% |
89.49 |
0.5% |
59% |
False |
False |
|
20 |
17,894.83 |
17,278.36 |
616.47 |
3.5% |
88.90 |
0.5% |
81% |
False |
False |
|
40 |
17,894.83 |
15,855.12 |
2,039.71 |
11.5% |
165.06 |
0.9% |
94% |
False |
False |
|
60 |
17,894.83 |
15,855.12 |
2,039.71 |
11.5% |
159.09 |
0.9% |
94% |
False |
False |
|
80 |
17,894.83 |
15,855.12 |
2,039.71 |
11.5% |
145.52 |
0.8% |
94% |
False |
False |
|
100 |
17,894.83 |
15,855.12 |
2,039.71 |
11.5% |
144.01 |
0.8% |
94% |
False |
False |
|
120 |
17,894.83 |
15,855.12 |
2,039.71 |
11.5% |
136.91 |
0.8% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,255.33 |
2.618 |
18,090.95 |
1.618 |
17,990.23 |
1.000 |
17,927.99 |
0.618 |
17,889.51 |
HIGH |
17,827.27 |
0.618 |
17,788.79 |
0.500 |
17,776.91 |
0.382 |
17,765.03 |
LOW |
17,726.55 |
0.618 |
17,664.31 |
1.000 |
17,625.83 |
1.618 |
17,563.59 |
2.618 |
17,462.87 |
4.250 |
17,298.49 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,776.91 |
17,809.99 |
PP |
17,776.87 |
17,798.92 |
S1 |
17,776.84 |
17,787.86 |
|