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 |
17,550 |
17,810 |
260 |
1.5% |
17,455 |
High |
17,835 |
17,930 |
95 |
0.5% |
17,605 |
Low |
17,465 |
17,710 |
245 |
1.4% |
17,195 |
Close |
17,785 |
17,930 |
145 |
0.8% |
17,470 |
Range |
370 |
220 |
-150 |
-40.5% |
410 |
ATR |
345 |
336 |
-9 |
-2.6% |
0 |
Volume |
13,965 |
13,507 |
-458 |
-3.3% |
38,752 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,517 |
18,443 |
18,051 |
|
R3 |
18,297 |
18,223 |
17,991 |
|
R2 |
18,077 |
18,077 |
17,970 |
|
R1 |
18,003 |
18,003 |
17,950 |
18,040 |
PP |
17,857 |
17,857 |
17,857 |
17,875 |
S1 |
17,783 |
17,783 |
17,910 |
17,820 |
S2 |
17,637 |
17,637 |
17,890 |
|
S3 |
17,417 |
17,563 |
17,870 |
|
S4 |
17,197 |
17,343 |
17,809 |
|
|
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 |
17,930 |
17,195 |
735 |
4.1% |
275 |
1.5% |
100% |
True |
False |
13,818 |
10 |
17,930 |
17,130 |
800 |
4.5% |
284 |
1.6% |
100% |
True |
False |
13,547 |
20 |
17,930 |
16,720 |
1,210 |
6.7% |
331 |
1.8% |
100% |
True |
False |
17,518 |
40 |
17,930 |
14,400 |
3,530 |
19.7% |
373 |
2.1% |
100% |
True |
False |
21,784 |
60 |
17,930 |
14,400 |
3,530 |
19.7% |
335 |
1.9% |
100% |
True |
False |
19,815 |
80 |
17,930 |
14,400 |
3,530 |
19.7% |
285 |
1.6% |
100% |
True |
False |
15,709 |
100 |
17,930 |
14,400 |
3,530 |
19.7% |
244 |
1.4% |
100% |
True |
False |
12,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,865 |
2.618 |
18,506 |
1.618 |
18,286 |
1.000 |
18,150 |
0.618 |
18,066 |
HIGH |
17,930 |
0.618 |
17,846 |
0.500 |
17,820 |
0.382 |
17,794 |
LOW |
17,710 |
0.618 |
17,574 |
1.000 |
17,490 |
1.618 |
17,354 |
2.618 |
17,134 |
4.250 |
16,775 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,893 |
17,833 |
PP |
17,857 |
17,737 |
S1 |
17,820 |
17,640 |
|