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 |
5,388.0 |
5,299.0 |
-89.0 |
-1.7% |
5,360.0 |
High |
5,390.0 |
5,330.0 |
-60.0 |
-1.1% |
5,422.0 |
Low |
5,318.0 |
5,209.0 |
-109.0 |
-2.0% |
5,301.0 |
Close |
5,338.0 |
5,212.0 |
-126.0 |
-2.4% |
5,338.0 |
Range |
72.0 |
121.0 |
49.0 |
68.1% |
121.0 |
ATR |
56.7 |
61.8 |
5.2 |
9.1% |
0.0 |
Volume |
25,107 |
37,430 |
12,323 |
49.1% |
112,827 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,613.3 |
5,533.7 |
5,278.6 |
|
R3 |
5,492.3 |
5,412.7 |
5,245.3 |
|
R2 |
5,371.3 |
5,371.3 |
5,234.2 |
|
R1 |
5,291.7 |
5,291.7 |
5,223.1 |
5,271.0 |
PP |
5,250.3 |
5,250.3 |
5,250.3 |
5,240.0 |
S1 |
5,170.7 |
5,170.7 |
5,200.9 |
5,150.0 |
S2 |
5,129.3 |
5,129.3 |
5,189.8 |
|
S3 |
5,008.3 |
5,049.7 |
5,178.7 |
|
S4 |
4,887.3 |
4,928.7 |
5,145.5 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,716.7 |
5,648.3 |
5,404.6 |
|
R3 |
5,595.7 |
5,527.3 |
5,371.3 |
|
R2 |
5,474.7 |
5,474.7 |
5,360.2 |
|
R1 |
5,406.3 |
5,406.3 |
5,349.1 |
5,380.0 |
PP |
5,353.7 |
5,353.7 |
5,353.7 |
5,340.5 |
S1 |
5,285.3 |
5,285.3 |
5,326.9 |
5,259.0 |
S2 |
5,232.7 |
5,232.7 |
5,315.8 |
|
S3 |
5,111.7 |
5,164.3 |
5,304.7 |
|
S4 |
4,990.7 |
5,043.3 |
5,271.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,422.0 |
5,209.0 |
213.0 |
4.1% |
67.4 |
1.3% |
1% |
False |
True |
25,169 |
10 |
5,442.0 |
5,209.0 |
233.0 |
4.5% |
57.6 |
1.1% |
1% |
False |
True |
24,513 |
20 |
5,559.0 |
5,209.0 |
350.0 |
6.7% |
52.9 |
1.0% |
1% |
False |
True |
23,701 |
40 |
5,559.0 |
5,090.0 |
469.0 |
9.0% |
53.4 |
1.0% |
26% |
False |
False |
25,874 |
60 |
5,605.0 |
5,090.0 |
515.0 |
9.9% |
53.5 |
1.0% |
24% |
False |
False |
27,511 |
80 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
45.2 |
0.9% |
21% |
False |
False |
20,656 |
100 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
39.8 |
0.8% |
21% |
False |
False |
16,541 |
120 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
33.6 |
0.6% |
21% |
False |
False |
13,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,844.3 |
2.618 |
5,646.8 |
1.618 |
5,525.8 |
1.000 |
5,451.0 |
0.618 |
5,404.8 |
HIGH |
5,330.0 |
0.618 |
5,283.8 |
0.500 |
5,269.5 |
0.382 |
5,255.2 |
LOW |
5,209.0 |
0.618 |
5,134.2 |
1.000 |
5,088.0 |
1.618 |
5,013.2 |
2.618 |
4,892.2 |
4.250 |
4,694.8 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,269.5 |
5,315.5 |
PP |
5,250.3 |
5,281.0 |
S1 |
5,231.2 |
5,246.5 |
|