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 |
9,972.0 |
9,927.0 |
-45.0 |
-0.5% |
9,710.0 |
High |
10,000.0 |
9,984.0 |
-16.0 |
-0.2% |
10,000.0 |
Low |
9,903.5 |
9,897.5 |
-6.0 |
-0.1% |
9,706.5 |
Close |
9,974.5 |
9,959.5 |
-15.0 |
-0.2% |
9,974.5 |
Range |
96.5 |
86.5 |
-10.0 |
-10.4% |
293.5 |
ATR |
157.8 |
152.7 |
-5.1 |
-3.2% |
0.0 |
Volume |
103,908 |
120,383 |
16,475 |
15.9% |
371,823 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,206.5 |
10,169.5 |
10,007.1 |
|
R3 |
10,120.0 |
10,083.0 |
9,983.3 |
|
R2 |
10,033.5 |
10,033.5 |
9,975.4 |
|
R1 |
9,996.5 |
9,996.5 |
9,967.4 |
10,015.0 |
PP |
9,947.0 |
9,947.0 |
9,947.0 |
9,956.3 |
S1 |
9,910.0 |
9,910.0 |
9,951.6 |
9,928.5 |
S2 |
9,860.5 |
9,860.5 |
9,943.6 |
|
S3 |
9,774.0 |
9,823.5 |
9,935.7 |
|
S4 |
9,687.5 |
9,737.0 |
9,911.9 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,774.2 |
10,667.8 |
10,135.9 |
|
R3 |
10,480.7 |
10,374.3 |
10,055.2 |
|
R2 |
10,187.2 |
10,187.2 |
10,028.3 |
|
R1 |
10,080.8 |
10,080.8 |
10,001.4 |
10,134.0 |
PP |
9,893.7 |
9,893.7 |
9,893.7 |
9,920.3 |
S1 |
9,787.3 |
9,787.3 |
9,947.6 |
9,840.5 |
S2 |
9,600.2 |
9,600.2 |
9,920.7 |
|
S3 |
9,306.7 |
9,493.8 |
9,893.8 |
|
S4 |
9,013.2 |
9,200.3 |
9,813.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,000.0 |
9,706.5 |
293.5 |
2.9% |
106.2 |
1.1% |
86% |
False |
False |
98,441 |
10 |
10,000.0 |
9,125.0 |
875.0 |
8.8% |
134.7 |
1.4% |
95% |
False |
False |
108,042 |
20 |
10,000.0 |
9,125.0 |
875.0 |
8.8% |
139.1 |
1.4% |
95% |
False |
False |
112,457 |
40 |
10,000.0 |
8,350.0 |
1,650.0 |
16.6% |
176.1 |
1.8% |
98% |
False |
False |
135,012 |
60 |
10,000.0 |
8,350.0 |
1,650.0 |
16.6% |
159.0 |
1.6% |
98% |
False |
False |
115,491 |
80 |
10,000.0 |
8,350.0 |
1,650.0 |
16.6% |
151.7 |
1.5% |
98% |
False |
False |
87,029 |
100 |
10,000.0 |
8,350.0 |
1,650.0 |
16.6% |
148.2 |
1.5% |
98% |
False |
False |
69,682 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
17.1% |
136.7 |
1.4% |
94% |
False |
False |
58,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,351.6 |
2.618 |
10,210.5 |
1.618 |
10,124.0 |
1.000 |
10,070.5 |
0.618 |
10,037.5 |
HIGH |
9,984.0 |
0.618 |
9,951.0 |
0.500 |
9,940.8 |
0.382 |
9,930.5 |
LOW |
9,897.5 |
0.618 |
9,844.0 |
1.000 |
9,811.0 |
1.618 |
9,757.5 |
2.618 |
9,671.0 |
4.250 |
9,529.9 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,953.3 |
9,950.8 |
PP |
9,947.0 |
9,942.0 |
S1 |
9,940.8 |
9,933.3 |
|