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 |
1,209.3 |
1,205.9 |
-3.4 |
-0.3% |
1,159.4 |
High |
1,213.5 |
1,208.5 |
-5.0 |
-0.4% |
1,221.0 |
Low |
1,201.1 |
1,186.4 |
-14.7 |
-1.2% |
1,141.7 |
Close |
1,207.7 |
1,190.4 |
-17.3 |
-1.4% |
1,190.4 |
Range |
12.4 |
22.1 |
9.7 |
78.2% |
79.3 |
ATR |
23.3 |
23.2 |
-0.1 |
-0.4% |
0.0 |
Volume |
117,722 |
157,202 |
39,480 |
33.5% |
931,686 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.4 |
1,248.0 |
1,202.6 |
|
R3 |
1,239.3 |
1,225.9 |
1,196.5 |
|
R2 |
1,217.2 |
1,217.2 |
1,194.5 |
|
R1 |
1,203.8 |
1,203.8 |
1,192.4 |
1,199.5 |
PP |
1,195.1 |
1,195.1 |
1,195.1 |
1,192.9 |
S1 |
1,181.7 |
1,181.7 |
1,188.4 |
1,177.4 |
S2 |
1,173.0 |
1,173.0 |
1,186.3 |
|
S3 |
1,150.9 |
1,159.6 |
1,184.3 |
|
S4 |
1,128.8 |
1,137.5 |
1,178.2 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.3 |
1,385.6 |
1,234.0 |
|
R3 |
1,343.0 |
1,306.3 |
1,212.2 |
|
R2 |
1,263.7 |
1,263.7 |
1,204.9 |
|
R1 |
1,227.0 |
1,227.0 |
1,197.7 |
1,245.4 |
PP |
1,184.4 |
1,184.4 |
1,184.4 |
1,193.5 |
S1 |
1,147.7 |
1,147.7 |
1,183.1 |
1,166.1 |
S2 |
1,105.1 |
1,105.1 |
1,175.9 |
|
S3 |
1,025.8 |
1,068.4 |
1,168.6 |
|
S4 |
946.5 |
989.1 |
1,146.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,221.0 |
1,141.7 |
79.3 |
6.7% |
31.3 |
2.6% |
61% |
False |
False |
186,337 |
10 |
1,221.0 |
1,141.7 |
79.3 |
6.7% |
24.5 |
2.1% |
61% |
False |
False |
153,998 |
20 |
1,221.0 |
1,132.0 |
89.0 |
7.5% |
25.0 |
2.1% |
66% |
False |
False |
91,753 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
19.7 |
1.7% |
47% |
False |
False |
49,512 |
60 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
17.9 |
1.5% |
47% |
False |
False |
33,760 |
80 |
1,319.4 |
1,132.0 |
187.4 |
15.7% |
16.4 |
1.4% |
31% |
False |
False |
25,725 |
100 |
1,325.1 |
1,132.0 |
193.1 |
16.2% |
15.5 |
1.3% |
30% |
False |
False |
20,826 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.1% |
15.0 |
1.3% |
27% |
False |
False |
17,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,302.4 |
2.618 |
1,266.4 |
1.618 |
1,244.3 |
1.000 |
1,230.6 |
0.618 |
1,222.2 |
HIGH |
1,208.5 |
0.618 |
1,200.1 |
0.500 |
1,197.5 |
0.382 |
1,194.8 |
LOW |
1,186.4 |
0.618 |
1,172.7 |
1.000 |
1,164.3 |
1.618 |
1,150.6 |
2.618 |
1,128.5 |
4.250 |
1,092.5 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,197.5 |
1,200.7 |
PP |
1,195.1 |
1,197.3 |
S1 |
1,192.8 |
1,193.8 |
|