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 |
4,328.00 |
4,282.75 |
-45.25 |
-1.0% |
4,244.75 |
High |
4,330.00 |
4,309.75 |
-20.25 |
-0.5% |
4,342.25 |
Low |
4,268.50 |
4,280.00 |
11.50 |
0.3% |
4,244.75 |
Close |
4,281.25 |
4,300.25 |
19.00 |
0.4% |
4,333.00 |
Range |
61.50 |
29.75 |
-31.75 |
-51.6% |
97.50 |
ATR |
43.96 |
42.95 |
-1.02 |
-2.3% |
0.00 |
Volume |
2,651 |
1,565 |
-1,086 |
-41.0% |
3,206 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,386.00 |
4,372.75 |
4,316.50 |
|
R3 |
4,356.25 |
4,343.00 |
4,308.50 |
|
R2 |
4,326.50 |
4,326.50 |
4,305.75 |
|
R1 |
4,313.25 |
4,313.25 |
4,303.00 |
4,320.00 |
PP |
4,296.75 |
4,296.75 |
4,296.75 |
4,300.00 |
S1 |
4,283.50 |
4,283.50 |
4,297.50 |
4,290.00 |
S2 |
4,267.00 |
4,267.00 |
4,294.75 |
|
S3 |
4,237.25 |
4,253.75 |
4,292.00 |
|
S4 |
4,207.50 |
4,224.00 |
4,284.00 |
|
|
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 |
4,268.50 |
73.75 |
1.7% |
37.00 |
0.9% |
43% |
False |
False |
1,347 |
10 |
4,342.25 |
4,198.25 |
144.00 |
3.3% |
38.75 |
0.9% |
71% |
False |
False |
1,224 |
20 |
4,342.25 |
4,117.00 |
225.25 |
5.2% |
36.25 |
0.8% |
81% |
False |
False |
805 |
40 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
55.75 |
1.3% |
94% |
False |
False |
546 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
52.25 |
1.2% |
94% |
False |
False |
398 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
41.75 |
1.0% |
94% |
False |
False |
300 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
36.50 |
0.8% |
94% |
False |
False |
241 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
31.00 |
0.7% |
94% |
False |
False |
201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,436.25 |
2.618 |
4,387.75 |
1.618 |
4,358.00 |
1.000 |
4,339.50 |
0.618 |
4,328.25 |
HIGH |
4,309.75 |
0.618 |
4,298.50 |
0.500 |
4,295.00 |
0.382 |
4,291.25 |
LOW |
4,280.00 |
0.618 |
4,261.50 |
1.000 |
4,250.25 |
1.618 |
4,231.75 |
2.618 |
4,202.00 |
4.250 |
4,153.50 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,298.50 |
4,305.50 |
PP |
4,296.75 |
4,303.75 |
S1 |
4,295.00 |
4,302.00 |
|