Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3,240.0 |
3,259.0 |
19.0 |
0.6% |
3,185.0 |
High |
3,256.0 |
3,280.0 |
24.0 |
0.7% |
3,251.0 |
Low |
3,231.0 |
3,182.0 |
-49.0 |
-1.5% |
3,183.0 |
Close |
3,248.0 |
3,188.0 |
-60.0 |
-1.8% |
3,244.0 |
Range |
25.0 |
98.0 |
73.0 |
292.0% |
68.0 |
ATR |
52.2 |
55.5 |
3.3 |
6.3% |
0.0 |
Volume |
1,664,980 |
1,187,514 |
-477,466 |
-28.7% |
3,153,265 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,510.7 |
3,447.3 |
3,241.9 |
|
R3 |
3,412.7 |
3,349.3 |
3,215.0 |
|
R2 |
3,314.7 |
3,314.7 |
3,206.0 |
|
R1 |
3,251.3 |
3,251.3 |
3,197.0 |
3,234.0 |
PP |
3,216.7 |
3,216.7 |
3,216.7 |
3,208.0 |
S1 |
3,153.3 |
3,153.3 |
3,179.0 |
3,136.0 |
S2 |
3,118.7 |
3,118.7 |
3,170.0 |
|
S3 |
3,020.7 |
3,055.3 |
3,161.1 |
|
S4 |
2,922.7 |
2,957.3 |
3,134.1 |
|
|
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 |
3,280.0 |
3,182.0 |
98.0 |
3.1% |
45.0 |
1.4% |
6% |
True |
True |
1,096,458 |
10 |
3,280.0 |
3,069.0 |
211.0 |
6.6% |
49.2 |
1.5% |
56% |
True |
False |
1,063,400 |
20 |
3,280.0 |
3,016.0 |
264.0 |
8.3% |
52.3 |
1.6% |
65% |
True |
False |
1,006,552 |
40 |
3,280.0 |
2,771.0 |
509.0 |
16.0% |
64.3 |
2.0% |
82% |
True |
False |
1,227,099 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.4% |
59.8 |
1.9% |
80% |
False |
False |
1,184,048 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.4% |
54.6 |
1.7% |
80% |
False |
False |
905,328 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.4% |
52.9 |
1.7% |
80% |
False |
False |
725,557 |
120 |
3,306.0 |
2,771.0 |
535.0 |
16.8% |
49.6 |
1.6% |
78% |
False |
False |
604,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,696.5 |
2.618 |
3,536.6 |
1.618 |
3,438.6 |
1.000 |
3,378.0 |
0.618 |
3,340.6 |
HIGH |
3,280.0 |
0.618 |
3,242.6 |
0.500 |
3,231.0 |
0.382 |
3,219.4 |
LOW |
3,182.0 |
0.618 |
3,121.4 |
1.000 |
3,084.0 |
1.618 |
3,023.4 |
2.618 |
2,925.4 |
4.250 |
2,765.5 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,231.0 |
3,231.0 |
PP |
3,216.7 |
3,216.7 |
S1 |
3,202.3 |
3,202.3 |
|