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 |
17,693 |
17,799 |
106 |
0.6% |
17,729 |
High |
17,813 |
17,844 |
31 |
0.2% |
17,806 |
Low |
17,691 |
17,771 |
80 |
0.5% |
17,697 |
Close |
17,794 |
17,826 |
32 |
0.2% |
17,744 |
Range |
122 |
73 |
-49 |
-40.2% |
109 |
ATR |
121 |
118 |
-3 |
-2.8% |
0 |
Volume |
408 |
699 |
291 |
71.3% |
1,603 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,033 |
18,002 |
17,866 |
|
R3 |
17,960 |
17,929 |
17,846 |
|
R2 |
17,887 |
17,887 |
17,840 |
|
R1 |
17,856 |
17,856 |
17,833 |
17,872 |
PP |
17,814 |
17,814 |
17,814 |
17,821 |
S1 |
17,783 |
17,783 |
17,819 |
17,799 |
S2 |
17,741 |
17,741 |
17,813 |
|
S3 |
17,668 |
17,710 |
17,806 |
|
S4 |
17,595 |
17,637 |
17,786 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,076 |
18,019 |
17,804 |
|
R3 |
17,967 |
17,910 |
17,774 |
|
R2 |
17,858 |
17,858 |
17,764 |
|
R1 |
17,801 |
17,801 |
17,754 |
17,830 |
PP |
17,749 |
17,749 |
17,749 |
17,763 |
S1 |
17,692 |
17,692 |
17,734 |
17,721 |
S2 |
17,640 |
17,640 |
17,724 |
|
S3 |
17,531 |
17,583 |
17,714 |
|
S4 |
17,422 |
17,474 |
17,684 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,844 |
17,636 |
208 |
1.2% |
94 |
0.5% |
91% |
True |
False |
508 |
10 |
17,844 |
17,486 |
358 |
2.0% |
102 |
0.6% |
95% |
True |
False |
497 |
20 |
17,844 |
17,275 |
569 |
3.2% |
91 |
0.5% |
97% |
True |
False |
276 |
40 |
17,844 |
15,740 |
2,104 |
11.8% |
161 |
0.9% |
99% |
True |
False |
153 |
60 |
17,844 |
15,740 |
2,104 |
11.8% |
147 |
0.8% |
99% |
True |
False |
106 |
80 |
17,844 |
15,740 |
2,104 |
11.8% |
117 |
0.7% |
99% |
True |
False |
80 |
100 |
17,844 |
15,740 |
2,104 |
11.8% |
98 |
0.6% |
99% |
True |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,154 |
2.618 |
18,035 |
1.618 |
17,962 |
1.000 |
17,917 |
0.618 |
17,889 |
HIGH |
17,844 |
0.618 |
17,816 |
0.500 |
17,808 |
0.382 |
17,799 |
LOW |
17,771 |
0.618 |
17,726 |
1.000 |
17,698 |
1.618 |
17,653 |
2.618 |
17,580 |
4.250 |
17,461 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,820 |
17,797 |
PP |
17,814 |
17,769 |
S1 |
17,808 |
17,740 |
|