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 |
4,316.50 |
4,328.00 |
11.50 |
0.3% |
4,244.75 |
High |
4,342.25 |
4,330.00 |
-12.25 |
-0.3% |
4,342.25 |
Low |
4,307.50 |
4,268.50 |
-39.00 |
-0.9% |
4,244.75 |
Close |
4,333.00 |
4,281.25 |
-51.75 |
-1.2% |
4,333.00 |
Range |
34.75 |
61.50 |
26.75 |
77.0% |
97.50 |
ATR |
42.38 |
43.96 |
1.58 |
3.7% |
0.00 |
Volume |
1,109 |
2,651 |
1,542 |
139.0% |
3,206 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,477.75 |
4,441.00 |
4,315.00 |
|
R3 |
4,416.25 |
4,379.50 |
4,298.25 |
|
R2 |
4,354.75 |
4,354.75 |
4,292.50 |
|
R1 |
4,318.00 |
4,318.00 |
4,287.00 |
4,305.50 |
PP |
4,293.25 |
4,293.25 |
4,293.25 |
4,287.00 |
S1 |
4,256.50 |
4,256.50 |
4,275.50 |
4,244.00 |
S2 |
4,231.75 |
4,231.75 |
4,270.00 |
|
S3 |
4,170.25 |
4,195.00 |
4,264.25 |
|
S4 |
4,108.75 |
4,133.50 |
4,247.50 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,599.25 |
4,563.50 |
4,386.50 |
|
R3 |
4,501.75 |
4,466.00 |
4,359.75 |
|
R2 |
4,404.25 |
4,404.25 |
4,351.00 |
|
R1 |
4,368.50 |
4,368.50 |
4,342.00 |
4,386.50 |
PP |
4,306.75 |
4,306.75 |
4,306.75 |
4,315.50 |
S1 |
4,271.00 |
4,271.00 |
4,324.00 |
4,289.00 |
S2 |
4,209.25 |
4,209.25 |
4,315.00 |
|
S3 |
4,111.75 |
4,173.50 |
4,306.25 |
|
S4 |
4,014.25 |
4,076.00 |
4,279.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,342.25 |
4,244.75 |
97.50 |
2.3% |
38.25 |
0.9% |
37% |
False |
False |
1,171 |
10 |
4,342.25 |
4,185.75 |
156.50 |
3.7% |
39.00 |
0.9% |
61% |
False |
False |
1,118 |
20 |
4,342.25 |
4,117.00 |
225.25 |
5.3% |
36.25 |
0.8% |
73% |
False |
False |
739 |
40 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
56.00 |
1.3% |
91% |
False |
False |
510 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
51.75 |
1.2% |
91% |
False |
False |
372 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
42.00 |
1.0% |
91% |
False |
False |
281 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
36.25 |
0.8% |
91% |
False |
False |
225 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
30.75 |
0.7% |
91% |
False |
False |
188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,591.50 |
2.618 |
4,491.00 |
1.618 |
4,429.50 |
1.000 |
4,391.50 |
0.618 |
4,368.00 |
HIGH |
4,330.00 |
0.618 |
4,306.50 |
0.500 |
4,299.25 |
0.382 |
4,292.00 |
LOW |
4,268.50 |
0.618 |
4,230.50 |
1.000 |
4,207.00 |
1.618 |
4,169.00 |
2.618 |
4,107.50 |
4.250 |
4,007.00 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,299.25 |
4,305.50 |
PP |
4,293.25 |
4,297.25 |
S1 |
4,287.25 |
4,289.25 |
|