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 |
17,755 |
17,867 |
112 |
0.6% |
17,780 |
High |
17,886 |
17,917 |
31 |
0.2% |
17,877 |
Low |
17,755 |
17,840 |
85 |
0.5% |
17,759 |
Close |
17,862 |
17,897 |
35 |
0.2% |
17,812 |
Range |
131 |
77 |
-54 |
-41.2% |
118 |
ATR |
137 |
133 |
-4 |
-3.1% |
0 |
Volume |
112,138 |
84,779 |
-27,359 |
-24.4% |
295,842 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,116 |
18,083 |
17,939 |
|
R3 |
18,039 |
18,006 |
17,918 |
|
R2 |
17,962 |
17,962 |
17,911 |
|
R1 |
17,929 |
17,929 |
17,904 |
17,946 |
PP |
17,885 |
17,885 |
17,885 |
17,893 |
S1 |
17,852 |
17,852 |
17,890 |
17,869 |
S2 |
17,808 |
17,808 |
17,883 |
|
S3 |
17,731 |
17,775 |
17,876 |
|
S4 |
17,654 |
17,698 |
17,855 |
|
|
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 |
17,917 |
17,701 |
216 |
1.2% |
102 |
0.6% |
91% |
True |
False |
96,187 |
10 |
17,917 |
17,558 |
359 |
2.0% |
107 |
0.6% |
94% |
True |
False |
97,126 |
20 |
17,917 |
17,289 |
628 |
3.5% |
107 |
0.6% |
97% |
True |
False |
101,870 |
40 |
17,917 |
15,769 |
2,148 |
12.0% |
188 |
1.0% |
99% |
True |
False |
169,022 |
60 |
17,917 |
15,769 |
2,148 |
12.0% |
185 |
1.0% |
99% |
True |
False |
164,078 |
80 |
17,917 |
15,769 |
2,148 |
12.0% |
164 |
0.9% |
99% |
True |
False |
123,278 |
100 |
17,917 |
15,769 |
2,148 |
12.0% |
157 |
0.9% |
99% |
True |
False |
98,631 |
120 |
17,917 |
15,769 |
2,148 |
12.0% |
143 |
0.8% |
99% |
True |
False |
82,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,244 |
2.618 |
18,119 |
1.618 |
18,042 |
1.000 |
17,994 |
0.618 |
17,965 |
HIGH |
17,917 |
0.618 |
17,888 |
0.500 |
17,879 |
0.382 |
17,870 |
LOW |
17,840 |
0.618 |
17,793 |
1.000 |
17,763 |
1.618 |
17,716 |
2.618 |
17,639 |
4.250 |
17,513 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,891 |
17,868 |
PP |
17,885 |
17,838 |
S1 |
17,879 |
17,809 |
|