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 |
5,299.0 |
5,230.0 |
-69.0 |
-1.3% |
5,360.0 |
High |
5,330.0 |
5,295.0 |
-35.0 |
-0.7% |
5,422.0 |
Low |
5,209.0 |
5,213.0 |
4.0 |
0.1% |
5,301.0 |
Close |
5,212.0 |
5,290.0 |
78.0 |
1.5% |
5,338.0 |
Range |
121.0 |
82.0 |
-39.0 |
-32.2% |
121.0 |
ATR |
61.8 |
63.3 |
1.5 |
2.4% |
0.0 |
Volume |
37,430 |
30,104 |
-7,326 |
-19.6% |
112,827 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,512.0 |
5,483.0 |
5,335.1 |
|
R3 |
5,430.0 |
5,401.0 |
5,312.6 |
|
R2 |
5,348.0 |
5,348.0 |
5,305.0 |
|
R1 |
5,319.0 |
5,319.0 |
5,297.5 |
5,333.5 |
PP |
5,266.0 |
5,266.0 |
5,266.0 |
5,273.3 |
S1 |
5,237.0 |
5,237.0 |
5,282.5 |
5,251.5 |
S2 |
5,184.0 |
5,184.0 |
5,275.0 |
|
S3 |
5,102.0 |
5,155.0 |
5,267.5 |
|
S4 |
5,020.0 |
5,073.0 |
5,244.9 |
|
|
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 |
4.0% |
72.4 |
1.4% |
38% |
False |
False |
25,246 |
10 |
5,429.0 |
5,209.0 |
220.0 |
4.2% |
61.3 |
1.2% |
37% |
False |
False |
25,414 |
20 |
5,559.0 |
5,209.0 |
350.0 |
6.6% |
55.3 |
1.0% |
23% |
False |
False |
24,249 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.9% |
52.4 |
1.0% |
43% |
False |
False |
25,488 |
60 |
5,601.0 |
5,090.0 |
511.0 |
9.7% |
54.4 |
1.0% |
39% |
False |
False |
28,010 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.9% |
45.7 |
0.9% |
35% |
False |
False |
21,032 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.9% |
40.6 |
0.8% |
35% |
False |
False |
16,842 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.9% |
34.3 |
0.6% |
35% |
False |
False |
14,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,643.5 |
2.618 |
5,509.7 |
1.618 |
5,427.7 |
1.000 |
5,377.0 |
0.618 |
5,345.7 |
HIGH |
5,295.0 |
0.618 |
5,263.7 |
0.500 |
5,254.0 |
0.382 |
5,244.3 |
LOW |
5,213.0 |
0.618 |
5,162.3 |
1.000 |
5,131.0 |
1.618 |
5,080.3 |
2.618 |
4,998.3 |
4.250 |
4,864.5 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,278.0 |
5,299.5 |
PP |
5,266.0 |
5,296.3 |
S1 |
5,254.0 |
5,293.2 |
|