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 |
17,867 |
17,893 |
26 |
0.1% |
17,780 |
High |
17,917 |
17,929 |
12 |
0.1% |
17,877 |
Low |
17,840 |
17,801 |
-39 |
-0.2% |
17,759 |
Close |
17,897 |
17,890 |
-7 |
0.0% |
17,812 |
Range |
77 |
128 |
51 |
66.2% |
118 |
ATR |
133 |
133 |
0 |
-0.3% |
0 |
Volume |
84,779 |
133,921 |
49,142 |
58.0% |
295,842 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,257 |
18,202 |
17,961 |
|
R3 |
18,129 |
18,074 |
17,925 |
|
R2 |
18,001 |
18,001 |
17,914 |
|
R1 |
17,946 |
17,946 |
17,902 |
17,910 |
PP |
17,873 |
17,873 |
17,873 |
17,855 |
S1 |
17,818 |
17,818 |
17,878 |
17,782 |
S2 |
17,745 |
17,745 |
17,867 |
|
S3 |
17,617 |
17,690 |
17,855 |
|
S4 |
17,489 |
17,562 |
17,820 |
|
|
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 |
17,929 |
17,701 |
228 |
1.3% |
113 |
0.6% |
83% |
True |
False |
110,597 |
10 |
17,929 |
17,558 |
371 |
2.1% |
111 |
0.6% |
89% |
True |
False |
99,834 |
20 |
17,929 |
17,367 |
562 |
3.1% |
107 |
0.6% |
93% |
True |
False |
101,637 |
40 |
17,929 |
15,769 |
2,160 |
12.1% |
183 |
1.0% |
98% |
True |
False |
166,125 |
60 |
17,929 |
15,769 |
2,160 |
12.1% |
185 |
1.0% |
98% |
True |
False |
166,154 |
80 |
17,929 |
15,769 |
2,160 |
12.1% |
165 |
0.9% |
98% |
True |
False |
124,951 |
100 |
17,929 |
15,769 |
2,160 |
12.1% |
157 |
0.9% |
98% |
True |
False |
99,970 |
120 |
17,929 |
15,769 |
2,160 |
12.1% |
144 |
0.8% |
98% |
True |
False |
83,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,473 |
2.618 |
18,264 |
1.618 |
18,136 |
1.000 |
18,057 |
0.618 |
18,008 |
HIGH |
17,929 |
0.618 |
17,880 |
0.500 |
17,865 |
0.382 |
17,850 |
LOW |
17,801 |
0.618 |
17,722 |
1.000 |
17,673 |
1.618 |
17,594 |
2.618 |
17,466 |
4.250 |
17,257 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,882 |
17,874 |
PP |
17,873 |
17,858 |
S1 |
17,865 |
17,842 |
|