Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,900 |
17,855 |
-45 |
-0.3% |
17,490 |
High |
17,930 |
18,115 |
185 |
1.0% |
18,115 |
Low |
17,735 |
17,775 |
40 |
0.2% |
17,350 |
Close |
17,870 |
18,050 |
180 |
1.0% |
18,050 |
Range |
195 |
340 |
145 |
74.4% |
765 |
ATR |
326 |
327 |
1 |
0.3% |
0 |
Volume |
16,983 |
16,731 |
-252 |
-1.5% |
80,835 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,000 |
18,865 |
18,237 |
|
R3 |
18,660 |
18,525 |
18,144 |
|
R2 |
18,320 |
18,320 |
18,112 |
|
R1 |
18,185 |
18,185 |
18,081 |
18,253 |
PP |
17,980 |
17,980 |
17,980 |
18,014 |
S1 |
17,845 |
17,845 |
18,019 |
17,913 |
S2 |
17,640 |
17,640 |
17,988 |
|
S3 |
17,300 |
17,505 |
17,957 |
|
S4 |
16,960 |
17,165 |
17,863 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,133 |
19,857 |
18,471 |
|
R3 |
19,368 |
19,092 |
18,261 |
|
R2 |
18,603 |
18,603 |
18,190 |
|
R1 |
18,327 |
18,327 |
18,120 |
18,465 |
PP |
17,838 |
17,838 |
17,838 |
17,908 |
S1 |
17,562 |
17,562 |
17,980 |
17,700 |
S2 |
17,073 |
17,073 |
17,910 |
|
S3 |
16,308 |
16,797 |
17,840 |
|
S4 |
15,543 |
16,032 |
17,629 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,115 |
17,350 |
765 |
4.2% |
289 |
1.6% |
92% |
True |
False |
16,167 |
10 |
18,115 |
17,130 |
985 |
5.5% |
284 |
1.6% |
93% |
True |
False |
13,942 |
20 |
18,115 |
16,720 |
1,395 |
7.7% |
322 |
1.8% |
95% |
True |
False |
16,633 |
40 |
18,115 |
14,400 |
3,715 |
20.6% |
366 |
2.0% |
98% |
True |
False |
21,430 |
60 |
18,115 |
14,400 |
3,715 |
20.6% |
337 |
1.9% |
98% |
True |
False |
19,582 |
80 |
18,115 |
14,400 |
3,715 |
20.6% |
288 |
1.6% |
98% |
True |
False |
16,130 |
100 |
18,115 |
14,400 |
3,715 |
20.6% |
250 |
1.4% |
98% |
True |
False |
12,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,560 |
2.618 |
19,005 |
1.618 |
18,665 |
1.000 |
18,455 |
0.618 |
18,325 |
HIGH |
18,115 |
0.618 |
17,985 |
0.500 |
17,945 |
0.382 |
17,905 |
LOW |
17,775 |
0.618 |
17,565 |
1.000 |
17,435 |
1.618 |
17,225 |
2.618 |
16,885 |
4.250 |
16,330 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
18,015 |
18,004 |
PP |
17,980 |
17,958 |
S1 |
17,945 |
17,913 |
|