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 |
1,192.3 |
1,160.0 |
-32.3 |
-2.7% |
1,199.9 |
High |
1,198.2 |
1,220.4 |
22.2 |
1.9% |
1,203.8 |
Low |
1,164.0 |
1,141.7 |
-22.3 |
-1.9% |
1,164.0 |
Close |
1,175.2 |
1,218.0 |
42.8 |
3.6% |
1,175.2 |
Range |
34.2 |
78.7 |
44.5 |
130.1% |
39.8 |
ATR |
20.5 |
24.6 |
4.2 |
20.3% |
0.0 |
Volume |
11,175 |
5,524 |
-5,651 |
-50.6% |
455,919 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.5 |
1,402.4 |
1,261.3 |
|
R3 |
1,350.8 |
1,323.7 |
1,239.6 |
|
R2 |
1,272.1 |
1,272.1 |
1,232.4 |
|
R1 |
1,245.0 |
1,245.0 |
1,225.2 |
1,258.6 |
PP |
1,193.4 |
1,193.4 |
1,193.4 |
1,200.1 |
S1 |
1,166.3 |
1,166.3 |
1,210.8 |
1,179.9 |
S2 |
1,114.7 |
1,114.7 |
1,203.6 |
|
S3 |
1,036.0 |
1,087.6 |
1,196.4 |
|
S4 |
957.3 |
1,008.9 |
1,174.7 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.4 |
1,277.6 |
1,197.1 |
|
R3 |
1,260.6 |
1,237.8 |
1,186.1 |
|
R2 |
1,220.8 |
1,220.8 |
1,182.5 |
|
R1 |
1,198.0 |
1,198.0 |
1,178.8 |
1,189.5 |
PP |
1,181.0 |
1,181.0 |
1,181.0 |
1,176.8 |
S1 |
1,158.2 |
1,158.2 |
1,171.6 |
1,149.7 |
S2 |
1,141.2 |
1,141.2 |
1,167.9 |
|
S3 |
1,101.4 |
1,118.4 |
1,164.3 |
|
S4 |
1,061.6 |
1,078.6 |
1,153.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,220.4 |
1,141.7 |
78.7 |
6.5% |
29.0 |
2.4% |
97% |
True |
True |
92,288 |
10 |
1,220.4 |
1,141.7 |
78.7 |
6.5% |
24.9 |
2.0% |
97% |
True |
True |
148,500 |
20 |
1,220.4 |
1,130.4 |
90.0 |
7.4% |
24.9 |
2.0% |
97% |
True |
False |
176,409 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.3% |
20.3 |
1.7% |
70% |
False |
False |
163,341 |
60 |
1,272.6 |
1,130.4 |
142.2 |
11.7% |
18.7 |
1.5% |
62% |
False |
False |
157,083 |
80 |
1,324.3 |
1,130.4 |
193.9 |
15.9% |
17.3 |
1.4% |
45% |
False |
False |
144,635 |
100 |
1,342.2 |
1,130.4 |
211.8 |
17.4% |
17.0 |
1.4% |
41% |
False |
False |
129,114 |
120 |
1,347.5 |
1,130.4 |
217.1 |
17.8% |
16.6 |
1.4% |
40% |
False |
False |
108,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,554.9 |
2.618 |
1,426.4 |
1.618 |
1,347.7 |
1.000 |
1,299.1 |
0.618 |
1,269.0 |
HIGH |
1,220.4 |
0.618 |
1,190.3 |
0.500 |
1,181.1 |
0.382 |
1,171.8 |
LOW |
1,141.7 |
0.618 |
1,093.1 |
1.000 |
1,063.0 |
1.618 |
1,014.4 |
2.618 |
935.7 |
4.250 |
807.2 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,205.7 |
1,205.7 |
PP |
1,193.4 |
1,193.4 |
S1 |
1,181.1 |
1,181.1 |
|