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 |
3,231.0 |
3,239.0 |
8.0 |
0.2% |
3,185.0 |
High |
3,238.0 |
3,261.0 |
23.0 |
0.7% |
3,251.0 |
Low |
3,208.0 |
3,220.0 |
12.0 |
0.4% |
3,183.0 |
Close |
3,228.0 |
3,236.0 |
8.0 |
0.2% |
3,244.0 |
Range |
30.0 |
41.0 |
11.0 |
36.7% |
68.0 |
ATR |
55.3 |
54.3 |
-1.0 |
-1.8% |
0.0 |
Volume |
998,899 |
786,494 |
-212,405 |
-21.3% |
3,153,265 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,362.0 |
3,340.0 |
3,258.6 |
|
R3 |
3,321.0 |
3,299.0 |
3,247.3 |
|
R2 |
3,280.0 |
3,280.0 |
3,243.5 |
|
R1 |
3,258.0 |
3,258.0 |
3,239.8 |
3,248.5 |
PP |
3,239.0 |
3,239.0 |
3,239.0 |
3,234.3 |
S1 |
3,217.0 |
3,217.0 |
3,232.2 |
3,207.5 |
S2 |
3,198.0 |
3,198.0 |
3,228.5 |
|
S3 |
3,157.0 |
3,176.0 |
3,224.7 |
|
S4 |
3,116.0 |
3,135.0 |
3,213.5 |
|
|
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 |
3,261.0 |
3,202.0 |
59.0 |
1.8% |
35.0 |
1.1% |
58% |
True |
False |
776,561 |
10 |
3,261.0 |
3,069.0 |
192.0 |
5.9% |
45.2 |
1.4% |
87% |
True |
False |
960,892 |
20 |
3,261.0 |
3,016.0 |
245.0 |
7.6% |
52.3 |
1.6% |
90% |
True |
False |
962,452 |
40 |
3,261.0 |
2,771.0 |
490.0 |
15.1% |
64.5 |
2.0% |
95% |
True |
False |
1,245,279 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.1% |
58.9 |
1.8% |
89% |
False |
False |
1,144,013 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.1% |
53.8 |
1.7% |
89% |
False |
False |
870,155 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.1% |
52.3 |
1.6% |
89% |
False |
False |
697,034 |
120 |
3,306.0 |
2,771.0 |
535.0 |
16.5% |
48.9 |
1.5% |
87% |
False |
False |
580,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,435.3 |
2.618 |
3,368.3 |
1.618 |
3,327.3 |
1.000 |
3,302.0 |
0.618 |
3,286.3 |
HIGH |
3,261.0 |
0.618 |
3,245.3 |
0.500 |
3,240.5 |
0.382 |
3,235.7 |
LOW |
3,220.0 |
0.618 |
3,194.7 |
1.000 |
3,179.0 |
1.618 |
3,153.7 |
2.618 |
3,112.7 |
4.250 |
3,045.8 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,240.5 |
3,235.5 |
PP |
3,239.0 |
3,235.0 |
S1 |
3,237.5 |
3,234.5 |
|