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 |
5,283.0 |
5,355.0 |
72.0 |
1.4% |
5,360.0 |
High |
5,340.0 |
5,383.0 |
43.0 |
0.8% |
5,422.0 |
Low |
5,257.0 |
5,338.0 |
81.0 |
1.5% |
5,301.0 |
Close |
5,336.0 |
5,372.0 |
36.0 |
0.7% |
5,338.0 |
Range |
83.0 |
45.0 |
-38.0 |
-45.8% |
121.0 |
ATR |
64.7 |
63.5 |
-1.3 |
-2.0% |
0.0 |
Volume |
26,735 |
25,672 |
-1,063 |
-4.0% |
112,827 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,499.3 |
5,480.7 |
5,396.8 |
|
R3 |
5,454.3 |
5,435.7 |
5,384.4 |
|
R2 |
5,409.3 |
5,409.3 |
5,380.3 |
|
R1 |
5,390.7 |
5,390.7 |
5,376.1 |
5,400.0 |
PP |
5,364.3 |
5,364.3 |
5,364.3 |
5,369.0 |
S1 |
5,345.7 |
5,345.7 |
5,367.9 |
5,355.0 |
S2 |
5,319.3 |
5,319.3 |
5,363.8 |
|
S3 |
5,274.3 |
5,300.7 |
5,359.6 |
|
S4 |
5,229.3 |
5,255.7 |
5,347.3 |
|
|
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 |
5,390.0 |
5,209.0 |
181.0 |
3.4% |
80.6 |
1.5% |
90% |
False |
False |
29,009 |
10 |
5,422.0 |
5,209.0 |
213.0 |
4.0% |
62.7 |
1.2% |
77% |
False |
False |
25,824 |
20 |
5,559.0 |
5,209.0 |
350.0 |
6.5% |
56.4 |
1.0% |
47% |
False |
False |
24,557 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.7% |
52.8 |
1.0% |
60% |
False |
False |
25,505 |
60 |
5,559.0 |
5,090.0 |
469.0 |
8.7% |
55.1 |
1.0% |
60% |
False |
False |
28,815 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
46.8 |
0.9% |
49% |
False |
False |
21,686 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
41.5 |
0.8% |
49% |
False |
False |
17,364 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
35.3 |
0.7% |
49% |
False |
False |
14,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,574.3 |
2.618 |
5,500.8 |
1.618 |
5,455.8 |
1.000 |
5,428.0 |
0.618 |
5,410.8 |
HIGH |
5,383.0 |
0.618 |
5,365.8 |
0.500 |
5,360.5 |
0.382 |
5,355.2 |
LOW |
5,338.0 |
0.618 |
5,310.2 |
1.000 |
5,293.0 |
1.618 |
5,265.2 |
2.618 |
5,220.2 |
4.250 |
5,146.8 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,368.2 |
5,347.3 |
PP |
5,364.3 |
5,322.7 |
S1 |
5,360.5 |
5,298.0 |
|