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 |
3,254.0 |
3,208.0 |
-46.0 |
-1.4% |
3,220.0 |
High |
3,275.0 |
3,276.0 |
1.0 |
0.0% |
3,276.0 |
Low |
3,178.0 |
3,208.0 |
30.0 |
0.9% |
3,178.0 |
Close |
3,184.0 |
3,272.0 |
88.0 |
2.8% |
3,272.0 |
Range |
97.0 |
68.0 |
-29.0 |
-29.9% |
98.0 |
ATR |
50.8 |
53.8 |
2.9 |
5.8% |
0.0 |
Volume |
82,122 |
22,337 |
-59,785 |
-72.8% |
284,087 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,456.0 |
3,432.0 |
3,309.4 |
|
R3 |
3,388.0 |
3,364.0 |
3,290.7 |
|
R2 |
3,320.0 |
3,320.0 |
3,284.5 |
|
R1 |
3,296.0 |
3,296.0 |
3,278.2 |
3,308.0 |
PP |
3,252.0 |
3,252.0 |
3,252.0 |
3,258.0 |
S1 |
3,228.0 |
3,228.0 |
3,265.8 |
3,240.0 |
S2 |
3,184.0 |
3,184.0 |
3,259.5 |
|
S3 |
3,116.0 |
3,160.0 |
3,253.3 |
|
S4 |
3,048.0 |
3,092.0 |
3,234.6 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,536.0 |
3,502.0 |
3,325.9 |
|
R3 |
3,438.0 |
3,404.0 |
3,299.0 |
|
R2 |
3,340.0 |
3,340.0 |
3,290.0 |
|
R1 |
3,306.0 |
3,306.0 |
3,281.0 |
3,323.0 |
PP |
3,242.0 |
3,242.0 |
3,242.0 |
3,250.5 |
S1 |
3,208.0 |
3,208.0 |
3,263.0 |
3,225.0 |
S2 |
3,144.0 |
3,144.0 |
3,254.0 |
|
S3 |
3,046.0 |
3,110.0 |
3,245.1 |
|
S4 |
2,948.0 |
3,012.0 |
3,218.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,276.0 |
3,178.0 |
98.0 |
3.0% |
50.8 |
1.6% |
96% |
True |
False |
56,817 |
10 |
3,276.0 |
3,178.0 |
98.0 |
3.0% |
42.5 |
1.3% |
96% |
True |
False |
31,700 |
20 |
3,276.0 |
3,013.0 |
263.0 |
8.0% |
46.0 |
1.4% |
98% |
True |
False |
32,232 |
40 |
3,276.0 |
2,768.0 |
508.0 |
15.5% |
58.4 |
1.8% |
99% |
True |
False |
23,484 |
60 |
3,285.0 |
2,768.0 |
517.0 |
15.8% |
55.5 |
1.7% |
97% |
False |
False |
16,336 |
80 |
3,285.0 |
2,768.0 |
517.0 |
15.8% |
48.5 |
1.5% |
97% |
False |
False |
12,450 |
100 |
3,285.0 |
2,768.0 |
517.0 |
15.8% |
45.7 |
1.4% |
97% |
False |
False |
9,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,565.0 |
2.618 |
3,454.0 |
1.618 |
3,386.0 |
1.000 |
3,344.0 |
0.618 |
3,318.0 |
HIGH |
3,276.0 |
0.618 |
3,250.0 |
0.500 |
3,242.0 |
0.382 |
3,234.0 |
LOW |
3,208.0 |
0.618 |
3,166.0 |
1.000 |
3,140.0 |
1.618 |
3,098.0 |
2.618 |
3,030.0 |
4.250 |
2,919.0 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,262.0 |
3,257.0 |
PP |
3,252.0 |
3,242.0 |
S1 |
3,242.0 |
3,227.0 |
|