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 |
9,927.0 |
9,983.0 |
56.0 |
0.6% |
9,710.0 |
High |
9,984.0 |
10,043.0 |
59.0 |
0.6% |
10,000.0 |
Low |
9,897.5 |
9,911.5 |
14.0 |
0.1% |
9,706.5 |
Close |
9,959.5 |
9,941.5 |
-18.0 |
-0.2% |
9,974.5 |
Range |
86.5 |
131.5 |
45.0 |
52.0% |
293.5 |
ATR |
152.7 |
151.2 |
-1.5 |
-1.0% |
0.0 |
Volume |
120,383 |
78,220 |
-42,163 |
-35.0% |
371,823 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,359.8 |
10,282.2 |
10,013.8 |
|
R3 |
10,228.3 |
10,150.7 |
9,977.7 |
|
R2 |
10,096.8 |
10,096.8 |
9,965.6 |
|
R1 |
10,019.2 |
10,019.2 |
9,953.6 |
9,992.3 |
PP |
9,965.3 |
9,965.3 |
9,965.3 |
9,951.9 |
S1 |
9,887.7 |
9,887.7 |
9,929.4 |
9,860.8 |
S2 |
9,833.8 |
9,833.8 |
9,917.4 |
|
S3 |
9,702.3 |
9,756.2 |
9,905.3 |
|
S4 |
9,570.8 |
9,624.7 |
9,869.2 |
|
|
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 |
10,043.0 |
9,785.0 |
258.0 |
2.6% |
107.1 |
1.1% |
61% |
True |
False |
92,475 |
10 |
10,043.0 |
9,313.0 |
730.0 |
7.3% |
127.0 |
1.3% |
86% |
True |
False |
105,088 |
20 |
10,043.0 |
9,125.0 |
918.0 |
9.2% |
140.2 |
1.4% |
89% |
True |
False |
109,920 |
40 |
10,043.0 |
8,350.0 |
1,693.0 |
17.0% |
174.3 |
1.8% |
94% |
True |
False |
133,225 |
60 |
10,043.0 |
8,350.0 |
1,693.0 |
17.0% |
159.6 |
1.6% |
94% |
True |
False |
116,763 |
80 |
10,043.0 |
8,350.0 |
1,693.0 |
17.0% |
151.0 |
1.5% |
94% |
True |
False |
88,001 |
100 |
10,043.0 |
8,350.0 |
1,693.0 |
17.0% |
147.6 |
1.5% |
94% |
True |
False |
70,459 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
17.2% |
137.5 |
1.4% |
93% |
False |
False |
58,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,601.9 |
2.618 |
10,387.3 |
1.618 |
10,255.8 |
1.000 |
10,174.5 |
0.618 |
10,124.3 |
HIGH |
10,043.0 |
0.618 |
9,992.8 |
0.500 |
9,977.3 |
0.382 |
9,961.7 |
LOW |
9,911.5 |
0.618 |
9,830.2 |
1.000 |
9,780.0 |
1.618 |
9,698.7 |
2.618 |
9,567.2 |
4.250 |
9,352.6 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,977.3 |
9,970.3 |
PP |
9,965.3 |
9,960.7 |
S1 |
9,953.4 |
9,951.1 |
|