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 |
17,893 |
17,886 |
-7 |
0.0% |
17,784 |
High |
17,929 |
17,980 |
51 |
0.3% |
17,980 |
Low |
17,801 |
17,882 |
81 |
0.5% |
17,701 |
Close |
17,890 |
17,953 |
63 |
0.4% |
17,953 |
Range |
128 |
98 |
-30 |
-23.4% |
279 |
ATR |
133 |
130 |
-2 |
-1.9% |
0 |
Volume |
133,921 |
100,804 |
-33,117 |
-24.7% |
571,269 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,232 |
18,191 |
18,007 |
|
R3 |
18,134 |
18,093 |
17,980 |
|
R2 |
18,036 |
18,036 |
17,971 |
|
R1 |
17,995 |
17,995 |
17,962 |
18,016 |
PP |
17,938 |
17,938 |
17,938 |
17,949 |
S1 |
17,897 |
17,897 |
17,944 |
17,918 |
S2 |
17,840 |
17,840 |
17,935 |
|
S3 |
17,742 |
17,799 |
17,926 |
|
S4 |
17,644 |
17,701 |
17,899 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,715 |
18,613 |
18,107 |
|
R3 |
18,436 |
18,334 |
18,030 |
|
R2 |
18,157 |
18,157 |
18,004 |
|
R1 |
18,055 |
18,055 |
17,979 |
18,106 |
PP |
17,878 |
17,878 |
17,878 |
17,904 |
S1 |
17,776 |
17,776 |
17,928 |
17,827 |
S2 |
17,599 |
17,599 |
17,902 |
|
S3 |
17,320 |
17,497 |
17,876 |
|
S4 |
17,041 |
17,218 |
17,800 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,980 |
17,701 |
279 |
1.6% |
109 |
0.6% |
90% |
True |
False |
114,253 |
10 |
17,980 |
17,678 |
302 |
1.7% |
107 |
0.6% |
91% |
True |
False |
99,693 |
20 |
17,980 |
17,437 |
543 |
3.0% |
105 |
0.6% |
95% |
True |
False |
99,849 |
40 |
17,980 |
15,769 |
2,211 |
12.3% |
175 |
1.0% |
99% |
True |
False |
160,080 |
60 |
17,980 |
15,769 |
2,211 |
12.3% |
185 |
1.0% |
99% |
True |
False |
167,170 |
80 |
17,980 |
15,769 |
2,211 |
12.3% |
165 |
0.9% |
99% |
True |
False |
126,210 |
100 |
17,980 |
15,769 |
2,211 |
12.3% |
158 |
0.9% |
99% |
True |
False |
100,978 |
120 |
17,980 |
15,769 |
2,211 |
12.3% |
145 |
0.8% |
99% |
True |
False |
84,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,397 |
2.618 |
18,237 |
1.618 |
18,139 |
1.000 |
18,078 |
0.618 |
18,041 |
HIGH |
17,980 |
0.618 |
17,943 |
0.500 |
17,931 |
0.382 |
17,920 |
LOW |
17,882 |
0.618 |
17,822 |
1.000 |
17,784 |
1.618 |
17,724 |
2.618 |
17,626 |
4.250 |
17,466 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,946 |
17,932 |
PP |
17,938 |
17,911 |
S1 |
17,931 |
17,891 |
|