Trading Metrics calculated at close of trading on 01-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3,242.0 |
3,220.0 |
-22.0 |
-0.7% |
3,182.0 |
High |
3,246.0 |
3,233.0 |
-13.0 |
-0.4% |
3,246.0 |
Low |
3,217.0 |
3,206.0 |
-11.0 |
-0.3% |
3,182.0 |
Close |
3,240.0 |
3,224.0 |
-16.0 |
-0.5% |
3,240.0 |
Range |
29.0 |
27.0 |
-2.0 |
-6.9% |
64.0 |
ATR |
51.2 |
49.9 |
-1.2 |
-2.4% |
0.0 |
Volume |
14,243 |
39,584 |
25,341 |
177.9% |
32,922 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,302.0 |
3,290.0 |
3,238.9 |
|
R3 |
3,275.0 |
3,263.0 |
3,231.4 |
|
R2 |
3,248.0 |
3,248.0 |
3,229.0 |
|
R1 |
3,236.0 |
3,236.0 |
3,226.5 |
3,242.0 |
PP |
3,221.0 |
3,221.0 |
3,221.0 |
3,224.0 |
S1 |
3,209.0 |
3,209.0 |
3,221.5 |
3,215.0 |
S2 |
3,194.0 |
3,194.0 |
3,219.1 |
|
S3 |
3,167.0 |
3,182.0 |
3,216.6 |
|
S4 |
3,140.0 |
3,155.0 |
3,209.2 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,414.7 |
3,391.3 |
3,275.2 |
|
R3 |
3,350.7 |
3,327.3 |
3,257.6 |
|
R2 |
3,286.7 |
3,286.7 |
3,251.7 |
|
R1 |
3,263.3 |
3,263.3 |
3,245.9 |
3,275.0 |
PP |
3,222.7 |
3,222.7 |
3,222.7 |
3,228.5 |
S1 |
3,199.3 |
3,199.3 |
3,234.1 |
3,211.0 |
S2 |
3,158.7 |
3,158.7 |
3,228.3 |
|
S3 |
3,094.7 |
3,135.3 |
3,222.4 |
|
S4 |
3,030.7 |
3,071.3 |
3,204.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,246.0 |
3,200.0 |
46.0 |
1.4% |
30.6 |
0.9% |
52% |
False |
False |
12,095 |
10 |
3,246.0 |
3,066.0 |
180.0 |
5.6% |
40.7 |
1.3% |
88% |
False |
False |
30,352 |
20 |
3,246.0 |
3,013.0 |
233.0 |
7.2% |
47.4 |
1.5% |
91% |
False |
False |
22,174 |
40 |
3,246.0 |
2,768.0 |
478.0 |
14.8% |
59.3 |
1.8% |
95% |
False |
False |
17,554 |
60 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
53.3 |
1.7% |
88% |
False |
False |
12,357 |
80 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
47.6 |
1.5% |
88% |
False |
False |
9,416 |
100 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
44.2 |
1.4% |
88% |
False |
False |
7,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,347.8 |
2.618 |
3,303.7 |
1.618 |
3,276.7 |
1.000 |
3,260.0 |
0.618 |
3,249.7 |
HIGH |
3,233.0 |
0.618 |
3,222.7 |
0.500 |
3,219.5 |
0.382 |
3,216.3 |
LOW |
3,206.0 |
0.618 |
3,189.3 |
1.000 |
3,179.0 |
1.618 |
3,162.3 |
2.618 |
3,135.3 |
4.250 |
3,091.3 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,222.5 |
3,226.0 |
PP |
3,221.0 |
3,225.3 |
S1 |
3,219.5 |
3,224.7 |
|