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 |
3,242.0 |
3,231.0 |
-11.0 |
-0.3% |
3,185.0 |
High |
3,251.0 |
3,238.0 |
-13.0 |
-0.4% |
3,251.0 |
Low |
3,220.0 |
3,208.0 |
-12.0 |
-0.4% |
3,183.0 |
Close |
3,244.0 |
3,228.0 |
-16.0 |
-0.5% |
3,244.0 |
Range |
31.0 |
30.0 |
-1.0 |
-3.2% |
68.0 |
ATR |
56.8 |
55.3 |
-1.5 |
-2.6% |
0.0 |
Volume |
844,407 |
998,899 |
154,492 |
18.3% |
3,153,265 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,314.7 |
3,301.3 |
3,244.5 |
|
R3 |
3,284.7 |
3,271.3 |
3,236.3 |
|
R2 |
3,254.7 |
3,254.7 |
3,233.5 |
|
R1 |
3,241.3 |
3,241.3 |
3,230.8 |
3,233.0 |
PP |
3,224.7 |
3,224.7 |
3,224.7 |
3,220.5 |
S1 |
3,211.3 |
3,211.3 |
3,225.3 |
3,203.0 |
S2 |
3,194.7 |
3,194.7 |
3,222.5 |
|
S3 |
3,164.7 |
3,181.3 |
3,219.8 |
|
S4 |
3,134.7 |
3,151.3 |
3,211.5 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,430.0 |
3,405.0 |
3,281.4 |
|
R3 |
3,362.0 |
3,337.0 |
3,262.7 |
|
R2 |
3,294.0 |
3,294.0 |
3,256.5 |
|
R1 |
3,269.0 |
3,269.0 |
3,250.2 |
3,281.5 |
PP |
3,226.0 |
3,226.0 |
3,226.0 |
3,232.3 |
S1 |
3,201.0 |
3,201.0 |
3,237.8 |
3,213.5 |
S2 |
3,158.0 |
3,158.0 |
3,231.5 |
|
S3 |
3,090.0 |
3,133.0 |
3,225.3 |
|
S4 |
3,022.0 |
3,065.0 |
3,206.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,251.0 |
3,183.0 |
68.0 |
2.1% |
37.2 |
1.2% |
66% |
False |
False |
830,432 |
10 |
3,251.0 |
3,016.0 |
235.0 |
7.3% |
48.3 |
1.5% |
90% |
False |
False |
978,225 |
20 |
3,251.0 |
3,016.0 |
235.0 |
7.3% |
52.4 |
1.6% |
90% |
False |
False |
984,552 |
40 |
3,251.0 |
2,771.0 |
480.0 |
14.9% |
65.3 |
2.0% |
95% |
False |
False |
1,258,178 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.2% |
58.8 |
1.8% |
88% |
False |
False |
1,132,073 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.2% |
54.0 |
1.7% |
88% |
False |
False |
860,351 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.2% |
52.2 |
1.6% |
88% |
False |
False |
689,169 |
120 |
3,306.0 |
2,771.0 |
535.0 |
16.6% |
48.8 |
1.5% |
85% |
False |
False |
574,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,365.5 |
2.618 |
3,316.5 |
1.618 |
3,286.5 |
1.000 |
3,268.0 |
0.618 |
3,256.5 |
HIGH |
3,238.0 |
0.618 |
3,226.5 |
0.500 |
3,223.0 |
0.382 |
3,219.5 |
LOW |
3,208.0 |
0.618 |
3,189.5 |
1.000 |
3,178.0 |
1.618 |
3,159.5 |
2.618 |
3,129.5 |
4.250 |
3,080.5 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,226.3 |
3,229.5 |
PP |
3,224.7 |
3,229.0 |
S1 |
3,223.0 |
3,228.5 |
|