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 |
17,810 |
17,900 |
90 |
0.5% |
17,455 |
High |
17,930 |
17,930 |
0 |
0.0% |
17,605 |
Low |
17,710 |
17,735 |
25 |
0.1% |
17,195 |
Close |
17,930 |
17,870 |
-60 |
-0.3% |
17,470 |
Range |
220 |
195 |
-25 |
-11.4% |
410 |
ATR |
336 |
326 |
-10 |
-3.0% |
0 |
Volume |
13,507 |
16,983 |
3,476 |
25.7% |
38,752 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,430 |
18,345 |
17,977 |
|
R3 |
18,235 |
18,150 |
17,924 |
|
R2 |
18,040 |
18,040 |
17,906 |
|
R1 |
17,955 |
17,955 |
17,888 |
17,900 |
PP |
17,845 |
17,845 |
17,845 |
17,818 |
S1 |
17,760 |
17,760 |
17,852 |
17,705 |
S2 |
17,650 |
17,650 |
17,834 |
|
S3 |
17,455 |
17,565 |
17,817 |
|
S4 |
17,260 |
17,370 |
17,763 |
|
|
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% |
288 |
1.6% |
92% |
True |
False |
15,766 |
10 |
17,930 |
17,130 |
800 |
4.5% |
284 |
1.6% |
93% |
True |
False |
13,698 |
20 |
17,930 |
16,720 |
1,210 |
6.8% |
323 |
1.8% |
95% |
True |
False |
17,104 |
40 |
17,930 |
14,400 |
3,530 |
19.8% |
371 |
2.1% |
98% |
True |
False |
21,662 |
60 |
17,930 |
14,400 |
3,530 |
19.8% |
333 |
1.9% |
98% |
True |
False |
19,633 |
80 |
17,930 |
14,400 |
3,530 |
19.8% |
285 |
1.6% |
98% |
True |
False |
15,921 |
100 |
17,930 |
14,400 |
3,530 |
19.8% |
246 |
1.4% |
98% |
True |
False |
12,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,759 |
2.618 |
18,441 |
1.618 |
18,246 |
1.000 |
18,125 |
0.618 |
18,051 |
HIGH |
17,930 |
0.618 |
17,856 |
0.500 |
17,833 |
0.382 |
17,810 |
LOW |
17,735 |
0.618 |
17,615 |
1.000 |
17,540 |
1.618 |
17,420 |
2.618 |
17,225 |
4.250 |
16,906 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,858 |
17,813 |
PP |
17,845 |
17,755 |
S1 |
17,833 |
17,698 |
|