Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,880.90 |
17,910.02 |
29.12 |
0.2% |
17,812.63 |
High |
17,924.15 |
17,937.96 |
13.81 |
0.1% |
17,893.42 |
Low |
17,855.59 |
17,814.81 |
-40.78 |
-0.2% |
17,790.89 |
Close |
17,912.62 |
17,900.10 |
-12.52 |
-0.1% |
17,828.24 |
Range |
68.56 |
123.15 |
54.59 |
79.6% |
102.53 |
ATR |
113.46 |
114.15 |
0.69 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,253.74 |
18,200.07 |
17,967.83 |
|
R3 |
18,130.59 |
18,076.92 |
17,933.97 |
|
R2 |
18,007.44 |
18,007.44 |
17,922.68 |
|
R1 |
17,953.77 |
17,953.77 |
17,911.39 |
17,919.03 |
PP |
17,884.29 |
17,884.29 |
17,884.29 |
17,866.92 |
S1 |
17,830.62 |
17,830.62 |
17,888.81 |
17,795.88 |
S2 |
17,761.14 |
17,761.14 |
17,877.52 |
|
S3 |
17,637.99 |
17,707.47 |
17,866.23 |
|
S4 |
17,514.84 |
17,584.32 |
17,832.37 |
|
|
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 |
17,937.96 |
17,726.55 |
211.41 |
1.2% |
99.25 |
0.6% |
82% |
True |
False |
|
10 |
17,937.96 |
17,603.89 |
334.07 |
1.9% |
95.52 |
0.5% |
89% |
True |
False |
|
20 |
17,937.96 |
17,440.35 |
497.61 |
2.8% |
89.87 |
0.5% |
92% |
True |
False |
|
40 |
17,937.96 |
15,855.12 |
2,082.84 |
11.6% |
153.18 |
0.9% |
98% |
True |
False |
|
60 |
17,937.96 |
15,855.12 |
2,082.84 |
11.6% |
159.54 |
0.9% |
98% |
True |
False |
|
80 |
17,937.96 |
15,855.12 |
2,082.84 |
11.6% |
145.22 |
0.8% |
98% |
True |
False |
|
100 |
17,937.96 |
15,855.12 |
2,082.84 |
11.6% |
143.70 |
0.8% |
98% |
True |
False |
|
120 |
17,937.96 |
15,855.12 |
2,082.84 |
11.6% |
137.10 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,461.35 |
2.618 |
18,260.37 |
1.618 |
18,137.22 |
1.000 |
18,061.11 |
0.618 |
18,014.07 |
HIGH |
17,937.96 |
0.618 |
17,890.92 |
0.500 |
17,876.39 |
0.382 |
17,861.85 |
LOW |
17,814.81 |
0.618 |
17,738.70 |
1.000 |
17,691.66 |
1.618 |
17,615.55 |
2.618 |
17,492.40 |
4.250 |
17,291.42 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,892.20 |
17,886.20 |
PP |
17,884.29 |
17,872.30 |
S1 |
17,876.39 |
17,858.41 |
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