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 |
4,305.25 |
4,307.25 |
2.00 |
0.0% |
4,328.00 |
High |
4,323.50 |
4,320.50 |
-3.00 |
-0.1% |
4,330.00 |
Low |
4,288.75 |
4,297.75 |
9.00 |
0.2% |
4,268.50 |
Close |
4,308.50 |
4,308.25 |
-0.25 |
0.0% |
4,308.25 |
Range |
34.75 |
22.75 |
-12.00 |
-34.5% |
61.50 |
ATR |
41.63 |
40.29 |
-1.35 |
-3.2% |
0.00 |
Volume |
1,380 |
1,628 |
248 |
18.0% |
10,067 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,377.00 |
4,365.50 |
4,320.75 |
|
R3 |
4,354.25 |
4,342.75 |
4,314.50 |
|
R2 |
4,331.50 |
4,331.50 |
4,312.50 |
|
R1 |
4,320.00 |
4,320.00 |
4,310.25 |
4,325.75 |
PP |
4,308.75 |
4,308.75 |
4,308.75 |
4,311.75 |
S1 |
4,297.25 |
4,297.25 |
4,306.25 |
4,303.00 |
S2 |
4,286.00 |
4,286.00 |
4,304.00 |
|
S3 |
4,263.25 |
4,274.50 |
4,302.00 |
|
S4 |
4,240.50 |
4,251.75 |
4,295.75 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,486.75 |
4,459.00 |
4,342.00 |
|
R3 |
4,425.25 |
4,397.50 |
4,325.25 |
|
R2 |
4,363.75 |
4,363.75 |
4,319.50 |
|
R1 |
4,336.00 |
4,336.00 |
4,314.00 |
4,319.00 |
PP |
4,302.25 |
4,302.25 |
4,302.25 |
4,293.75 |
S1 |
4,274.50 |
4,274.50 |
4,302.50 |
4,257.50 |
S2 |
4,240.75 |
4,240.75 |
4,297.00 |
|
S3 |
4,179.25 |
4,213.00 |
4,291.25 |
|
S4 |
4,117.75 |
4,151.50 |
4,274.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,330.00 |
4,268.50 |
61.50 |
1.4% |
36.25 |
0.8% |
65% |
False |
False |
2,013 |
10 |
4,342.25 |
4,232.50 |
109.75 |
2.5% |
35.50 |
0.8% |
69% |
False |
False |
1,406 |
20 |
4,342.25 |
4,129.00 |
213.25 |
4.9% |
34.75 |
0.8% |
84% |
False |
False |
1,029 |
40 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
51.50 |
1.2% |
95% |
False |
False |
683 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
52.25 |
1.2% |
95% |
False |
False |
495 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
42.75 |
1.0% |
95% |
False |
False |
373 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
37.50 |
0.9% |
95% |
False |
False |
299 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
31.75 |
0.7% |
95% |
False |
False |
250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,417.25 |
2.618 |
4,380.00 |
1.618 |
4,357.25 |
1.000 |
4,343.25 |
0.618 |
4,334.50 |
HIGH |
4,320.50 |
0.618 |
4,311.75 |
0.500 |
4,309.00 |
0.382 |
4,306.50 |
LOW |
4,297.75 |
0.618 |
4,283.75 |
1.000 |
4,275.00 |
1.618 |
4,261.00 |
2.618 |
4,238.25 |
4.250 |
4,201.00 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,309.00 |
4,306.50 |
PP |
4,308.75 |
4,304.75 |
S1 |
4,308.50 |
4,303.00 |
|