Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,799 |
17,824 |
25 |
0.1% |
17,729 |
High |
17,844 |
17,860 |
16 |
0.1% |
17,806 |
Low |
17,771 |
17,731 |
-40 |
-0.2% |
17,697 |
Close |
17,826 |
17,819 |
-7 |
0.0% |
17,744 |
Range |
73 |
129 |
56 |
76.7% |
109 |
ATR |
118 |
118 |
1 |
0.7% |
0 |
Volume |
699 |
1,470 |
771 |
110.3% |
1,603 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,190 |
18,134 |
17,890 |
|
R3 |
18,061 |
18,005 |
17,855 |
|
R2 |
17,932 |
17,932 |
17,843 |
|
R1 |
17,876 |
17,876 |
17,831 |
17,840 |
PP |
17,803 |
17,803 |
17,803 |
17,785 |
S1 |
17,747 |
17,747 |
17,807 |
17,711 |
S2 |
17,674 |
17,674 |
17,795 |
|
S3 |
17,545 |
17,618 |
17,784 |
|
S4 |
17,416 |
17,489 |
17,748 |
|
|
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 |
17,860 |
17,636 |
224 |
1.3% |
107 |
0.6% |
82% |
True |
False |
753 |
10 |
17,860 |
17,486 |
374 |
2.1% |
106 |
0.6% |
89% |
True |
False |
617 |
20 |
17,860 |
17,305 |
555 |
3.1% |
93 |
0.5% |
93% |
True |
False |
342 |
40 |
17,860 |
15,740 |
2,120 |
11.9% |
156 |
0.9% |
98% |
True |
False |
190 |
60 |
17,860 |
15,740 |
2,120 |
11.9% |
147 |
0.8% |
98% |
True |
False |
129 |
80 |
17,860 |
15,740 |
2,120 |
11.9% |
119 |
0.7% |
98% |
True |
False |
99 |
100 |
17,860 |
15,740 |
2,120 |
11.9% |
99 |
0.6% |
98% |
True |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,408 |
2.618 |
18,198 |
1.618 |
18,069 |
1.000 |
17,989 |
0.618 |
17,940 |
HIGH |
17,860 |
0.618 |
17,811 |
0.500 |
17,796 |
0.382 |
17,780 |
LOW |
17,731 |
0.618 |
17,651 |
1.000 |
17,602 |
1.618 |
17,522 |
2.618 |
17,393 |
4.250 |
17,183 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,811 |
17,805 |
PP |
17,803 |
17,790 |
S1 |
17,796 |
17,776 |
|