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 |
17,490 |
17,550 |
60 |
0.3% |
17,455 |
High |
17,670 |
17,835 |
165 |
0.9% |
17,605 |
Low |
17,350 |
17,465 |
115 |
0.7% |
17,195 |
Close |
17,550 |
17,785 |
235 |
1.3% |
17,470 |
Range |
320 |
370 |
50 |
15.6% |
410 |
ATR |
343 |
345 |
2 |
0.6% |
0 |
Volume |
19,649 |
13,965 |
-5,684 |
-28.9% |
38,752 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,805 |
18,665 |
17,989 |
|
R3 |
18,435 |
18,295 |
17,887 |
|
R2 |
18,065 |
18,065 |
17,853 |
|
R1 |
17,925 |
17,925 |
17,819 |
17,995 |
PP |
17,695 |
17,695 |
17,695 |
17,730 |
S1 |
17,555 |
17,555 |
17,751 |
17,625 |
S2 |
17,325 |
17,325 |
17,717 |
|
S3 |
16,955 |
17,185 |
17,683 |
|
S4 |
16,585 |
16,815 |
17,582 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,653 |
18,472 |
17,696 |
|
R3 |
18,243 |
18,062 |
17,583 |
|
R2 |
17,833 |
17,833 |
17,545 |
|
R1 |
17,652 |
17,652 |
17,508 |
17,743 |
PP |
17,423 |
17,423 |
17,423 |
17,469 |
S1 |
17,242 |
17,242 |
17,433 |
17,333 |
S2 |
17,013 |
17,013 |
17,395 |
|
S3 |
16,603 |
16,832 |
17,357 |
|
S4 |
16,193 |
16,422 |
17,245 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,835 |
17,195 |
640 |
3.6% |
274 |
1.5% |
92% |
True |
False |
13,433 |
10 |
17,835 |
17,130 |
705 |
4.0% |
290 |
1.6% |
93% |
True |
False |
14,269 |
20 |
17,835 |
16,720 |
1,115 |
6.3% |
351 |
2.0% |
96% |
True |
False |
19,714 |
40 |
17,835 |
14,400 |
3,435 |
19.3% |
379 |
2.1% |
99% |
True |
False |
21,939 |
60 |
17,835 |
14,400 |
3,435 |
19.3% |
334 |
1.9% |
99% |
True |
False |
20,323 |
80 |
17,835 |
14,400 |
3,435 |
19.3% |
284 |
1.6% |
99% |
True |
False |
15,541 |
100 |
17,835 |
14,400 |
3,435 |
19.3% |
243 |
1.4% |
99% |
True |
False |
12,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,408 |
2.618 |
18,804 |
1.618 |
18,434 |
1.000 |
18,205 |
0.618 |
18,064 |
HIGH |
17,835 |
0.618 |
17,694 |
0.500 |
17,650 |
0.382 |
17,606 |
LOW |
17,465 |
0.618 |
17,236 |
1.000 |
17,095 |
1.618 |
16,866 |
2.618 |
16,496 |
4.250 |
15,893 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,740 |
17,695 |
PP |
17,695 |
17,605 |
S1 |
17,650 |
17,515 |
|