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 |
3,259.0 |
3,212.0 |
-47.0 |
-1.4% |
3,231.0 |
High |
3,280.0 |
3,282.0 |
2.0 |
0.1% |
3,282.0 |
Low |
3,182.0 |
3,212.0 |
30.0 |
0.9% |
3,182.0 |
Close |
3,188.0 |
3,276.0 |
88.0 |
2.8% |
3,276.0 |
Range |
98.0 |
70.0 |
-28.0 |
-28.6% |
100.0 |
ATR |
55.5 |
58.2 |
2.8 |
5.0% |
0.0 |
Volume |
1,187,514 |
699,572 |
-487,942 |
-41.1% |
5,337,459 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,466.7 |
3,441.3 |
3,314.5 |
|
R3 |
3,396.7 |
3,371.3 |
3,295.3 |
|
R2 |
3,326.7 |
3,326.7 |
3,288.8 |
|
R1 |
3,301.3 |
3,301.3 |
3,282.4 |
3,314.0 |
PP |
3,256.7 |
3,256.7 |
3,256.7 |
3,263.0 |
S1 |
3,231.3 |
3,231.3 |
3,269.6 |
3,244.0 |
S2 |
3,186.7 |
3,186.7 |
3,263.2 |
|
S3 |
3,116.7 |
3,161.3 |
3,256.8 |
|
S4 |
3,046.7 |
3,091.3 |
3,237.5 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,546.7 |
3,511.3 |
3,331.0 |
|
R3 |
3,446.7 |
3,411.3 |
3,303.5 |
|
R2 |
3,346.7 |
3,346.7 |
3,294.3 |
|
R1 |
3,311.3 |
3,311.3 |
3,285.2 |
3,329.0 |
PP |
3,246.7 |
3,246.7 |
3,246.7 |
3,255.5 |
S1 |
3,211.3 |
3,211.3 |
3,266.8 |
3,229.0 |
S2 |
3,146.7 |
3,146.7 |
3,257.7 |
|
S3 |
3,046.7 |
3,111.3 |
3,248.5 |
|
S4 |
2,946.7 |
3,011.3 |
3,221.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,282.0 |
3,182.0 |
100.0 |
3.1% |
52.8 |
1.6% |
94% |
True |
False |
1,067,491 |
10 |
3,282.0 |
3,102.0 |
180.0 |
5.5% |
51.1 |
1.6% |
97% |
True |
False |
959,900 |
20 |
3,282.0 |
3,016.0 |
266.0 |
8.1% |
51.8 |
1.6% |
98% |
True |
False |
966,912 |
40 |
3,282.0 |
2,771.0 |
511.0 |
15.6% |
63.7 |
1.9% |
99% |
True |
False |
1,197,799 |
60 |
3,293.0 |
2,771.0 |
522.0 |
15.9% |
60.4 |
1.8% |
97% |
False |
False |
1,187,989 |
80 |
3,293.0 |
2,771.0 |
522.0 |
15.9% |
55.2 |
1.7% |
97% |
False |
False |
914,031 |
100 |
3,293.0 |
2,771.0 |
522.0 |
15.9% |
53.3 |
1.6% |
97% |
False |
False |
732,552 |
120 |
3,306.0 |
2,771.0 |
535.0 |
16.3% |
49.9 |
1.5% |
94% |
False |
False |
610,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,579.5 |
2.618 |
3,465.3 |
1.618 |
3,395.3 |
1.000 |
3,352.0 |
0.618 |
3,325.3 |
HIGH |
3,282.0 |
0.618 |
3,255.3 |
0.500 |
3,247.0 |
0.382 |
3,238.7 |
LOW |
3,212.0 |
0.618 |
3,168.7 |
1.000 |
3,142.0 |
1.618 |
3,098.7 |
2.618 |
3,028.7 |
4.250 |
2,914.5 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,266.3 |
3,261.3 |
PP |
3,256.7 |
3,246.7 |
S1 |
3,247.0 |
3,232.0 |
|