Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3,235.0 |
3,236.0 |
1.0 |
0.0% |
3,182.0 |
High |
3,256.0 |
3,251.0 |
-5.0 |
-0.2% |
3,246.0 |
Low |
3,217.0 |
3,228.0 |
11.0 |
0.3% |
3,182.0 |
Close |
3,232.0 |
3,244.0 |
12.0 |
0.4% |
3,240.0 |
Range |
39.0 |
23.0 |
-16.0 |
-41.0% |
64.0 |
ATR |
49.2 |
47.3 |
-1.9 |
-3.8% |
0.0 |
Volume |
47,791 |
92,253 |
44,462 |
93.0% |
32,922 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,310.0 |
3,300.0 |
3,256.7 |
|
R3 |
3,287.0 |
3,277.0 |
3,250.3 |
|
R2 |
3,264.0 |
3,264.0 |
3,248.2 |
|
R1 |
3,254.0 |
3,254.0 |
3,246.1 |
3,259.0 |
PP |
3,241.0 |
3,241.0 |
3,241.0 |
3,243.5 |
S1 |
3,231.0 |
3,231.0 |
3,241.9 |
3,236.0 |
S2 |
3,218.0 |
3,218.0 |
3,239.8 |
|
S3 |
3,195.0 |
3,208.0 |
3,237.7 |
|
S4 |
3,172.0 |
3,185.0 |
3,231.4 |
|
|
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% |
29.2 |
0.9% |
76% |
False |
False |
38,914 |
10 |
3,256.0 |
3,066.0 |
190.0 |
5.9% |
39.1 |
1.2% |
94% |
False |
False |
43,790 |
20 |
3,256.0 |
3,013.0 |
243.0 |
7.5% |
45.1 |
1.4% |
95% |
False |
False |
28,186 |
40 |
3,256.0 |
2,768.0 |
488.0 |
15.0% |
57.7 |
1.8% |
98% |
False |
False |
21,043 |
60 |
3,285.0 |
2,768.0 |
517.0 |
15.9% |
53.5 |
1.6% |
92% |
False |
False |
14,672 |
80 |
3,285.0 |
2,768.0 |
517.0 |
15.9% |
47.8 |
1.5% |
92% |
False |
False |
11,145 |
100 |
3,285.0 |
2,768.0 |
517.0 |
15.9% |
44.4 |
1.4% |
92% |
False |
False |
8,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,348.8 |
2.618 |
3,311.2 |
1.618 |
3,288.2 |
1.000 |
3,274.0 |
0.618 |
3,265.2 |
HIGH |
3,251.0 |
0.618 |
3,242.2 |
0.500 |
3,239.5 |
0.382 |
3,236.8 |
LOW |
3,228.0 |
0.618 |
3,213.8 |
1.000 |
3,205.0 |
1.618 |
3,190.8 |
2.618 |
3,167.8 |
4.250 |
3,130.3 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,242.5 |
3,239.7 |
PP |
3,241.0 |
3,235.3 |
S1 |
3,239.5 |
3,231.0 |
|