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 |
1,179.1 |
1,174.3 |
-4.8 |
-0.4% |
1,171.6 |
High |
1,181.5 |
1,185.1 |
3.6 |
0.3% |
1,185.1 |
Low |
1,167.3 |
1,172.0 |
4.7 |
0.4% |
1,151.9 |
Close |
1,174.0 |
1,182.3 |
8.3 |
0.7% |
1,182.3 |
Range |
14.2 |
13.1 |
-1.1 |
-7.7% |
33.2 |
ATR |
17.3 |
17.0 |
-0.3 |
-1.7% |
0.0 |
Volume |
89,620 |
93,990 |
4,370 |
4.9% |
469,093 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,219.0 |
1,213.8 |
1,189.5 |
|
R3 |
1,206.0 |
1,200.8 |
1,186.0 |
|
R2 |
1,193.0 |
1,193.0 |
1,184.8 |
|
R1 |
1,187.5 |
1,187.5 |
1,183.5 |
1,190.3 |
PP |
1,179.8 |
1,179.8 |
1,179.8 |
1,181.0 |
S1 |
1,174.5 |
1,174.5 |
1,181.0 |
1,177.3 |
S2 |
1,166.8 |
1,166.8 |
1,180.0 |
|
S3 |
1,153.5 |
1,161.5 |
1,178.8 |
|
S4 |
1,140.5 |
1,148.3 |
1,175.0 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.8 |
1,260.8 |
1,200.5 |
|
R3 |
1,239.5 |
1,227.5 |
1,191.5 |
|
R2 |
1,206.3 |
1,206.3 |
1,188.5 |
|
R1 |
1,194.3 |
1,194.3 |
1,185.3 |
1,200.3 |
PP |
1,173.0 |
1,173.0 |
1,173.0 |
1,176.0 |
S1 |
1,161.0 |
1,161.0 |
1,179.3 |
1,167.0 |
S2 |
1,140.0 |
1,140.0 |
1,176.3 |
|
S3 |
1,106.8 |
1,128.0 |
1,173.3 |
|
S4 |
1,073.5 |
1,094.8 |
1,164.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,185.1 |
1,151.9 |
33.2 |
2.8% |
16.5 |
1.4% |
92% |
True |
False |
93,818 |
10 |
1,194.0 |
1,151.9 |
42.1 |
3.6% |
16.8 |
1.4% |
72% |
False |
False |
80,610 |
20 |
1,194.0 |
1,148.2 |
45.8 |
3.9% |
15.5 |
1.3% |
74% |
False |
False |
84,777 |
40 |
1,194.0 |
1,038.6 |
155.4 |
13.1% |
19.3 |
1.6% |
92% |
False |
False |
121,479 |
60 |
1,194.0 |
1,038.6 |
155.4 |
13.1% |
19.8 |
1.7% |
92% |
False |
False |
138,284 |
80 |
1,194.0 |
1,038.6 |
155.4 |
13.1% |
17.8 |
1.5% |
92% |
False |
False |
105,460 |
100 |
1,194.0 |
1,038.6 |
155.4 |
13.1% |
17.0 |
1.4% |
92% |
False |
False |
84,378 |
120 |
1,205.4 |
1,038.6 |
166.8 |
14.1% |
15.8 |
1.3% |
86% |
False |
False |
70,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,240.8 |
2.618 |
1,219.5 |
1.618 |
1,206.3 |
1.000 |
1,198.3 |
0.618 |
1,193.3 |
HIGH |
1,185.0 |
0.618 |
1,180.0 |
0.500 |
1,178.5 |
0.382 |
1,177.0 |
LOW |
1,172.0 |
0.618 |
1,164.0 |
1.000 |
1,159.0 |
1.618 |
1,150.8 |
2.618 |
1,137.8 |
4.250 |
1,116.3 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,181.0 |
1,180.0 |
PP |
1,179.8 |
1,177.5 |
S1 |
1,178.5 |
1,175.3 |
|