Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3,239.0 |
3,240.0 |
1.0 |
0.0% |
3,185.0 |
High |
3,261.0 |
3,256.0 |
-5.0 |
-0.2% |
3,251.0 |
Low |
3,220.0 |
3,231.0 |
11.0 |
0.3% |
3,183.0 |
Close |
3,236.0 |
3,248.0 |
12.0 |
0.4% |
3,244.0 |
Range |
41.0 |
25.0 |
-16.0 |
-39.0% |
68.0 |
ATR |
54.3 |
52.2 |
-2.1 |
-3.9% |
0.0 |
Volume |
786,494 |
1,664,980 |
878,486 |
111.7% |
3,153,265 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,320.0 |
3,309.0 |
3,261.8 |
|
R3 |
3,295.0 |
3,284.0 |
3,254.9 |
|
R2 |
3,270.0 |
3,270.0 |
3,252.6 |
|
R1 |
3,259.0 |
3,259.0 |
3,250.3 |
3,264.5 |
PP |
3,245.0 |
3,245.0 |
3,245.0 |
3,247.8 |
S1 |
3,234.0 |
3,234.0 |
3,245.7 |
3,239.5 |
S2 |
3,220.0 |
3,220.0 |
3,243.4 |
|
S3 |
3,195.0 |
3,209.0 |
3,241.1 |
|
S4 |
3,170.0 |
3,184.0 |
3,234.3 |
|
|
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 |
3,208.0 |
53.0 |
1.6% |
31.2 |
1.0% |
75% |
False |
False |
964,367 |
10 |
3,261.0 |
3,069.0 |
192.0 |
5.9% |
42.6 |
1.3% |
93% |
False |
False |
1,041,478 |
20 |
3,261.0 |
3,016.0 |
245.0 |
7.5% |
49.9 |
1.5% |
95% |
False |
False |
996,439 |
40 |
3,261.0 |
2,771.0 |
490.0 |
15.1% |
63.3 |
1.9% |
97% |
False |
False |
1,246,947 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.1% |
58.8 |
1.8% |
91% |
False |
False |
1,170,422 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.1% |
53.8 |
1.7% |
91% |
False |
False |
890,963 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.1% |
52.4 |
1.6% |
91% |
False |
False |
713,683 |
120 |
3,306.0 |
2,771.0 |
535.0 |
16.5% |
49.0 |
1.5% |
89% |
False |
False |
594,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,362.3 |
2.618 |
3,321.5 |
1.618 |
3,296.5 |
1.000 |
3,281.0 |
0.618 |
3,271.5 |
HIGH |
3,256.0 |
0.618 |
3,246.5 |
0.500 |
3,243.5 |
0.382 |
3,240.6 |
LOW |
3,231.0 |
0.618 |
3,215.6 |
1.000 |
3,206.0 |
1.618 |
3,190.6 |
2.618 |
3,165.6 |
4.250 |
3,124.8 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,246.5 |
3,243.5 |
PP |
3,245.0 |
3,239.0 |
S1 |
3,243.5 |
3,234.5 |
|