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 |
17,784 |
17,755 |
-29 |
-0.2% |
17,780 |
High |
17,809 |
17,886 |
77 |
0.4% |
17,877 |
Low |
17,701 |
17,755 |
54 |
0.3% |
17,759 |
Close |
17,755 |
17,862 |
107 |
0.6% |
17,812 |
Range |
108 |
131 |
23 |
21.3% |
118 |
ATR |
138 |
137 |
0 |
-0.3% |
0 |
Volume |
139,627 |
112,138 |
-27,489 |
-19.7% |
295,842 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,227 |
18,176 |
17,934 |
|
R3 |
18,096 |
18,045 |
17,898 |
|
R2 |
17,965 |
17,965 |
17,886 |
|
R1 |
17,914 |
17,914 |
17,874 |
17,940 |
PP |
17,834 |
17,834 |
17,834 |
17,847 |
S1 |
17,783 |
17,783 |
17,850 |
17,809 |
S2 |
17,703 |
17,703 |
17,838 |
|
S3 |
17,572 |
17,652 |
17,826 |
|
S4 |
17,441 |
17,521 |
17,790 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,170 |
18,109 |
17,877 |
|
R3 |
18,052 |
17,991 |
17,845 |
|
R2 |
17,934 |
17,934 |
17,834 |
|
R1 |
17,873 |
17,873 |
17,823 |
17,904 |
PP |
17,816 |
17,816 |
17,816 |
17,831 |
S1 |
17,755 |
17,755 |
17,801 |
17,786 |
S2 |
17,698 |
17,698 |
17,790 |
|
S3 |
17,580 |
17,637 |
17,780 |
|
S4 |
17,462 |
17,519 |
17,747 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,886 |
17,701 |
185 |
1.0% |
101 |
0.6% |
87% |
True |
False |
95,199 |
10 |
17,886 |
17,558 |
328 |
1.8% |
110 |
0.6% |
93% |
True |
False |
98,130 |
20 |
17,886 |
17,208 |
678 |
3.8% |
110 |
0.6% |
96% |
True |
False |
104,707 |
40 |
17,886 |
15,769 |
2,117 |
11.9% |
193 |
1.1% |
99% |
True |
False |
172,056 |
60 |
17,886 |
15,769 |
2,117 |
11.9% |
185 |
1.0% |
99% |
True |
False |
162,734 |
80 |
17,886 |
15,769 |
2,117 |
11.9% |
164 |
0.9% |
99% |
True |
False |
122,222 |
100 |
17,886 |
15,769 |
2,117 |
11.9% |
157 |
0.9% |
99% |
True |
False |
97,784 |
120 |
17,886 |
15,769 |
2,117 |
11.9% |
142 |
0.8% |
99% |
True |
False |
81,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,443 |
2.618 |
18,229 |
1.618 |
18,098 |
1.000 |
18,017 |
0.618 |
17,967 |
HIGH |
17,886 |
0.618 |
17,836 |
0.500 |
17,821 |
0.382 |
17,805 |
LOW |
17,755 |
0.618 |
17,674 |
1.000 |
17,624 |
1.618 |
17,543 |
2.618 |
17,412 |
4.250 |
17,198 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,848 |
17,839 |
PP |
17,834 |
17,816 |
S1 |
17,821 |
17,794 |
|