Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1,208.2 |
1,203.1 |
-5.1 |
-0.4% |
1,160.0 |
High |
1,213.0 |
1,206.0 |
-7.0 |
-0.6% |
1,220.4 |
Low |
1,201.6 |
1,186.7 |
-14.9 |
-1.2% |
1,141.7 |
Close |
1,207.5 |
1,190.1 |
-17.4 |
-1.4% |
1,190.1 |
Range |
11.4 |
19.3 |
7.9 |
69.3% |
78.7 |
ATR |
23.4 |
23.2 |
-0.2 |
-0.8% |
0.0 |
Volume |
358 |
560 |
202 |
56.4% |
8,118 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.2 |
1,240.4 |
1,200.7 |
|
R3 |
1,232.9 |
1,221.1 |
1,195.4 |
|
R2 |
1,213.6 |
1,213.6 |
1,193.6 |
|
R1 |
1,201.8 |
1,201.8 |
1,191.9 |
1,198.1 |
PP |
1,194.3 |
1,194.3 |
1,194.3 |
1,192.4 |
S1 |
1,182.5 |
1,182.5 |
1,188.3 |
1,178.8 |
S2 |
1,175.0 |
1,175.0 |
1,186.6 |
|
S3 |
1,155.7 |
1,163.2 |
1,184.8 |
|
S4 |
1,136.4 |
1,143.9 |
1,179.5 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.2 |
1,383.8 |
1,233.4 |
|
R3 |
1,341.5 |
1,305.1 |
1,211.7 |
|
R2 |
1,262.8 |
1,262.8 |
1,204.5 |
|
R1 |
1,226.4 |
1,226.4 |
1,197.3 |
1,244.6 |
PP |
1,184.1 |
1,184.1 |
1,184.1 |
1,193.2 |
S1 |
1,147.7 |
1,147.7 |
1,182.9 |
1,165.9 |
S2 |
1,105.4 |
1,105.4 |
1,175.7 |
|
S3 |
1,026.7 |
1,069.0 |
1,168.5 |
|
S4 |
948.0 |
990.3 |
1,146.8 |
|
|
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% |
29.6 |
2.5% |
61% |
False |
False |
1,623 |
10 |
1,220.4 |
1,141.7 |
78.7 |
6.6% |
23.6 |
2.0% |
61% |
False |
False |
66,394 |
20 |
1,220.4 |
1,130.4 |
90.0 |
7.6% |
24.9 |
2.1% |
66% |
False |
False |
141,840 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
20.2 |
1.7% |
48% |
False |
False |
147,215 |
60 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
18.8 |
1.6% |
48% |
False |
False |
148,087 |
80 |
1,321.8 |
1,130.4 |
191.4 |
16.1% |
17.6 |
1.5% |
31% |
False |
False |
139,567 |
100 |
1,327.3 |
1,130.4 |
196.9 |
16.5% |
17.0 |
1.4% |
30% |
False |
False |
128,171 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.2% |
16.8 |
1.4% |
27% |
False |
False |
108,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.0 |
2.618 |
1,256.5 |
1.618 |
1,237.2 |
1.000 |
1,225.3 |
0.618 |
1,217.9 |
HIGH |
1,206.0 |
0.618 |
1,198.6 |
0.500 |
1,196.4 |
0.382 |
1,194.1 |
LOW |
1,186.7 |
0.618 |
1,174.8 |
1.000 |
1,167.4 |
1.618 |
1,155.5 |
2.618 |
1,136.2 |
4.250 |
1,104.7 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,196.4 |
1,200.2 |
PP |
1,194.3 |
1,196.8 |
S1 |
1,192.2 |
1,193.5 |
|