Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
9,983.0 |
9,963.0 |
-20.0 |
-0.2% |
9,710.0 |
High |
10,043.0 |
10,000.0 |
-43.0 |
-0.4% |
10,000.0 |
Low |
9,911.5 |
9,932.5 |
21.0 |
0.2% |
9,706.5 |
Close |
9,941.5 |
9,984.0 |
42.5 |
0.4% |
9,974.5 |
Range |
131.5 |
67.5 |
-64.0 |
-48.7% |
293.5 |
ATR |
151.2 |
145.2 |
-6.0 |
-4.0% |
0.0 |
Volume |
78,220 |
154,736 |
76,516 |
97.8% |
371,823 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,174.7 |
10,146.8 |
10,021.1 |
|
R3 |
10,107.2 |
10,079.3 |
10,002.6 |
|
R2 |
10,039.7 |
10,039.7 |
9,996.4 |
|
R1 |
10,011.8 |
10,011.8 |
9,990.2 |
10,025.8 |
PP |
9,972.2 |
9,972.2 |
9,972.2 |
9,979.1 |
S1 |
9,944.3 |
9,944.3 |
9,977.8 |
9,958.3 |
S2 |
9,904.7 |
9,904.7 |
9,971.6 |
|
S3 |
9,837.2 |
9,876.8 |
9,965.4 |
|
S4 |
9,769.7 |
9,809.3 |
9,946.9 |
|
|
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 |
10,043.0 |
9,866.5 |
176.5 |
1.8% |
92.6 |
0.9% |
67% |
False |
False |
104,488 |
10 |
10,043.0 |
9,377.5 |
665.5 |
6.7% |
116.1 |
1.2% |
91% |
False |
False |
109,787 |
20 |
10,043.0 |
9,125.0 |
918.0 |
9.2% |
135.0 |
1.4% |
94% |
False |
False |
111,855 |
40 |
10,043.0 |
8,350.0 |
1,693.0 |
17.0% |
171.6 |
1.7% |
97% |
False |
False |
132,990 |
60 |
10,043.0 |
8,350.0 |
1,693.0 |
17.0% |
159.7 |
1.6% |
97% |
False |
False |
119,209 |
80 |
10,043.0 |
8,350.0 |
1,693.0 |
17.0% |
149.5 |
1.5% |
97% |
False |
False |
89,930 |
100 |
10,043.0 |
8,350.0 |
1,693.0 |
17.0% |
147.5 |
1.5% |
97% |
False |
False |
72,005 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
17.1% |
137.4 |
1.4% |
96% |
False |
False |
60,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,286.9 |
2.618 |
10,176.7 |
1.618 |
10,109.2 |
1.000 |
10,067.5 |
0.618 |
10,041.7 |
HIGH |
10,000.0 |
0.618 |
9,974.2 |
0.500 |
9,966.3 |
0.382 |
9,958.3 |
LOW |
9,932.5 |
0.618 |
9,890.8 |
1.000 |
9,865.0 |
1.618 |
9,823.3 |
2.618 |
9,755.8 |
4.250 |
9,645.6 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,978.1 |
9,979.4 |
PP |
9,972.2 |
9,974.8 |
S1 |
9,966.3 |
9,970.3 |
|