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 |
3,220.0 |
3,235.0 |
15.0 |
0.5% |
3,182.0 |
High |
3,233.0 |
3,256.0 |
23.0 |
0.7% |
3,246.0 |
Low |
3,206.0 |
3,217.0 |
11.0 |
0.3% |
3,182.0 |
Close |
3,224.0 |
3,232.0 |
8.0 |
0.2% |
3,240.0 |
Range |
27.0 |
39.0 |
12.0 |
44.4% |
64.0 |
ATR |
49.9 |
49.2 |
-0.8 |
-1.6% |
0.0 |
Volume |
39,584 |
47,791 |
8,207 |
20.7% |
32,922 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,352.0 |
3,331.0 |
3,253.5 |
|
R3 |
3,313.0 |
3,292.0 |
3,242.7 |
|
R2 |
3,274.0 |
3,274.0 |
3,239.2 |
|
R1 |
3,253.0 |
3,253.0 |
3,235.6 |
3,244.0 |
PP |
3,235.0 |
3,235.0 |
3,235.0 |
3,230.5 |
S1 |
3,214.0 |
3,214.0 |
3,228.4 |
3,205.0 |
S2 |
3,196.0 |
3,196.0 |
3,224.9 |
|
S3 |
3,157.0 |
3,175.0 |
3,221.3 |
|
S4 |
3,118.0 |
3,136.0 |
3,210.6 |
|
|
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 |
3,256.0 |
3,206.0 |
50.0 |
1.5% |
30.2 |
0.9% |
52% |
True |
False |
20,609 |
10 |
3,256.0 |
3,066.0 |
190.0 |
5.9% |
39.6 |
1.2% |
87% |
True |
False |
35,083 |
20 |
3,256.0 |
3,013.0 |
243.0 |
7.5% |
46.1 |
1.4% |
90% |
True |
False |
24,045 |
40 |
3,256.0 |
2,768.0 |
488.0 |
15.1% |
58.5 |
1.8% |
95% |
True |
False |
18,741 |
60 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
53.6 |
1.7% |
90% |
False |
False |
13,143 |
80 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
47.8 |
1.5% |
90% |
False |
False |
10,013 |
100 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
44.4 |
1.4% |
90% |
False |
False |
8,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,421.8 |
2.618 |
3,358.1 |
1.618 |
3,319.1 |
1.000 |
3,295.0 |
0.618 |
3,280.1 |
HIGH |
3,256.0 |
0.618 |
3,241.1 |
0.500 |
3,236.5 |
0.382 |
3,231.9 |
LOW |
3,217.0 |
0.618 |
3,192.9 |
1.000 |
3,178.0 |
1.618 |
3,153.9 |
2.618 |
3,114.9 |
4.250 |
3,051.3 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,236.5 |
3,231.7 |
PP |
3,235.0 |
3,231.3 |
S1 |
3,233.5 |
3,231.0 |
|