Trading Metrics calculated at close of trading on 02-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1,160.0 |
1,212.3 |
52.3 |
4.5% |
1,199.9 |
High |
1,220.4 |
1,212.3 |
-8.1 |
-0.7% |
1,203.8 |
Low |
1,141.7 |
1,191.3 |
49.6 |
4.3% |
1,164.0 |
Close |
1,218.0 |
1,199.2 |
-18.8 |
-1.5% |
1,175.2 |
Range |
78.7 |
21.0 |
-57.7 |
-73.3% |
39.8 |
ATR |
24.6 |
24.8 |
0.1 |
0.6% |
0.0 |
Volume |
5,524 |
1,236 |
-4,288 |
-77.6% |
455,919 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.9 |
1,252.6 |
1,210.8 |
|
R3 |
1,242.9 |
1,231.6 |
1,205.0 |
|
R2 |
1,221.9 |
1,221.9 |
1,203.1 |
|
R1 |
1,210.6 |
1,210.6 |
1,201.1 |
1,205.8 |
PP |
1,200.9 |
1,200.9 |
1,200.9 |
1,198.5 |
S1 |
1,189.6 |
1,189.6 |
1,197.3 |
1,184.8 |
S2 |
1,179.9 |
1,179.9 |
1,195.4 |
|
S3 |
1,158.9 |
1,168.6 |
1,193.4 |
|
S4 |
1,137.9 |
1,147.6 |
1,187.7 |
|
|
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 |
6.6% |
30.9 |
2.6% |
73% |
False |
False |
60,797 |
10 |
1,220.4 |
1,141.7 |
78.7 |
6.6% |
25.7 |
2.1% |
73% |
False |
False |
128,672 |
20 |
1,220.4 |
1,130.4 |
90.0 |
7.5% |
25.3 |
2.1% |
76% |
False |
False |
169,999 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.4% |
20.1 |
1.7% |
55% |
False |
False |
159,678 |
60 |
1,258.9 |
1,130.4 |
128.5 |
10.7% |
18.7 |
1.6% |
54% |
False |
False |
155,225 |
80 |
1,321.8 |
1,130.4 |
191.4 |
16.0% |
17.3 |
1.4% |
36% |
False |
False |
142,802 |
100 |
1,342.2 |
1,130.4 |
211.8 |
17.7% |
17.2 |
1.4% |
32% |
False |
False |
128,901 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.1% |
16.6 |
1.4% |
32% |
False |
False |
108,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.6 |
2.618 |
1,267.3 |
1.618 |
1,246.3 |
1.000 |
1,233.3 |
0.618 |
1,225.3 |
HIGH |
1,212.3 |
0.618 |
1,204.3 |
0.500 |
1,201.8 |
0.382 |
1,199.3 |
LOW |
1,191.3 |
0.618 |
1,178.3 |
1.000 |
1,170.3 |
1.618 |
1,157.3 |
2.618 |
1,136.3 |
4.250 |
1,102.1 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,201.8 |
1,193.2 |
PP |
1,200.9 |
1,187.1 |
S1 |
1,200.1 |
1,181.1 |
|