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 |
4,330.75 |
4,287.00 |
-43.75 |
-1.0% |
4,249.75 |
High |
4,335.50 |
4,314.75 |
-20.75 |
-0.5% |
4,348.00 |
Low |
4,273.50 |
4,285.00 |
11.50 |
0.3% |
4,248.00 |
Close |
4,286.50 |
4,305.50 |
19.00 |
0.4% |
4,338.25 |
Range |
62.00 |
29.75 |
-32.25 |
-52.0% |
100.00 |
ATR |
46.37 |
45.18 |
-1.19 |
-2.6% |
0.00 |
Volume |
324,373 |
226,496 |
-97,877 |
-30.2% |
597,384 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,391.00 |
4,378.00 |
4,321.75 |
|
R3 |
4,361.25 |
4,348.25 |
4,313.75 |
|
R2 |
4,331.50 |
4,331.50 |
4,311.00 |
|
R1 |
4,318.50 |
4,318.50 |
4,308.25 |
4,325.00 |
PP |
4,301.75 |
4,301.75 |
4,301.75 |
4,305.00 |
S1 |
4,288.75 |
4,288.75 |
4,302.75 |
4,295.25 |
S2 |
4,272.00 |
4,272.00 |
4,300.00 |
|
S3 |
4,242.25 |
4,259.00 |
4,297.25 |
|
S4 |
4,212.50 |
4,229.25 |
4,289.25 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.50 |
4,574.75 |
4,393.25 |
|
R3 |
4,511.50 |
4,474.75 |
4,365.75 |
|
R2 |
4,411.50 |
4,411.50 |
4,356.50 |
|
R1 |
4,374.75 |
4,374.75 |
4,347.50 |
4,393.00 |
PP |
4,311.50 |
4,311.50 |
4,311.50 |
4,320.50 |
S1 |
4,274.75 |
4,274.75 |
4,329.00 |
4,293.00 |
S2 |
4,211.50 |
4,211.50 |
4,320.00 |
|
S3 |
4,111.50 |
4,174.75 |
4,310.75 |
|
S4 |
4,011.50 |
4,074.75 |
4,283.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,348.00 |
4,273.50 |
74.50 |
1.7% |
37.50 |
0.9% |
43% |
False |
False |
197,974 |
10 |
4,348.00 |
4,201.75 |
146.25 |
3.4% |
40.25 |
0.9% |
71% |
False |
False |
209,770 |
20 |
4,348.00 |
4,119.75 |
228.25 |
5.3% |
38.00 |
0.9% |
81% |
False |
False |
216,870 |
40 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
59.25 |
1.4% |
94% |
False |
False |
328,786 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
57.00 |
1.3% |
94% |
False |
False |
316,401 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
50.00 |
1.2% |
94% |
False |
False |
237,784 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
48.75 |
1.1% |
94% |
False |
False |
190,317 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
45.25 |
1.1% |
94% |
False |
False |
158,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,441.25 |
2.618 |
4,392.75 |
1.618 |
4,363.00 |
1.000 |
4,344.50 |
0.618 |
4,333.25 |
HIGH |
4,314.75 |
0.618 |
4,303.50 |
0.500 |
4,300.00 |
0.382 |
4,296.25 |
LOW |
4,285.00 |
0.618 |
4,266.50 |
1.000 |
4,255.25 |
1.618 |
4,236.75 |
2.618 |
4,207.00 |
4.250 |
4,158.50 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,303.50 |
4,310.75 |
PP |
4,301.75 |
4,309.00 |
S1 |
4,300.00 |
4,307.25 |
|