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 |
9,963.0 |
10,016.5 |
53.5 |
0.5% |
9,710.0 |
High |
10,000.0 |
10,127.0 |
127.0 |
1.3% |
10,000.0 |
Low |
9,932.5 |
9,836.5 |
-96.0 |
-1.0% |
9,706.5 |
Close |
9,984.0 |
9,854.0 |
-130.0 |
-1.3% |
9,974.5 |
Range |
67.5 |
290.5 |
223.0 |
330.4% |
293.5 |
ATR |
145.2 |
155.6 |
10.4 |
7.1% |
0.0 |
Volume |
154,736 |
110,802 |
-43,934 |
-28.4% |
371,823 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,810.7 |
10,622.8 |
10,013.8 |
|
R3 |
10,520.2 |
10,332.3 |
9,933.9 |
|
R2 |
10,229.7 |
10,229.7 |
9,907.3 |
|
R1 |
10,041.8 |
10,041.8 |
9,880.6 |
9,990.5 |
PP |
9,939.2 |
9,939.2 |
9,939.2 |
9,913.5 |
S1 |
9,751.3 |
9,751.3 |
9,827.4 |
9,700.0 |
S2 |
9,648.7 |
9,648.7 |
9,800.7 |
|
S3 |
9,358.2 |
9,460.8 |
9,774.1 |
|
S4 |
9,067.7 |
9,170.3 |
9,694.2 |
|
|
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 |
10,127.0 |
9,836.5 |
290.5 |
2.9% |
134.5 |
1.4% |
6% |
True |
True |
113,609 |
10 |
10,127.0 |
9,377.5 |
749.5 |
7.6% |
136.4 |
1.4% |
64% |
True |
False |
110,429 |
20 |
10,127.0 |
9,125.0 |
1,002.0 |
10.2% |
144.0 |
1.5% |
73% |
True |
False |
111,593 |
40 |
10,127.0 |
8,350.0 |
1,777.0 |
18.0% |
174.7 |
1.8% |
85% |
True |
False |
130,619 |
60 |
10,127.0 |
8,350.0 |
1,777.0 |
18.0% |
163.1 |
1.7% |
85% |
True |
False |
120,992 |
80 |
10,127.0 |
8,350.0 |
1,777.0 |
18.0% |
151.8 |
1.5% |
85% |
True |
False |
91,312 |
100 |
10,127.0 |
8,350.0 |
1,777.0 |
18.0% |
149.4 |
1.5% |
85% |
True |
False |
73,112 |
120 |
10,127.0 |
8,350.0 |
1,777.0 |
18.0% |
139.6 |
1.4% |
85% |
True |
False |
60,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,361.6 |
2.618 |
10,887.5 |
1.618 |
10,597.0 |
1.000 |
10,417.5 |
0.618 |
10,306.5 |
HIGH |
10,127.0 |
0.618 |
10,016.0 |
0.500 |
9,981.8 |
0.382 |
9,947.5 |
LOW |
9,836.5 |
0.618 |
9,657.0 |
1.000 |
9,546.0 |
1.618 |
9,366.5 |
2.618 |
9,076.0 |
4.250 |
8,601.9 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,981.8 |
9,981.8 |
PP |
9,939.2 |
9,939.2 |
S1 |
9,896.6 |
9,896.6 |
|