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 |
17,920 |
18,005 |
85 |
0.5% |
17,470 |
High |
18,020 |
18,015 |
-5 |
0.0% |
17,670 |
Low |
17,790 |
17,830 |
40 |
0.2% |
17,275 |
Close |
18,020 |
17,965 |
-55 |
-0.3% |
17,545 |
Range |
230 |
185 |
-45 |
-19.6% |
395 |
ATR |
277 |
271 |
-6 |
-2.2% |
0 |
Volume |
3,773 |
1,143 |
-2,630 |
-69.7% |
1,777 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,492 |
18,413 |
18,067 |
|
R3 |
18,307 |
18,228 |
18,016 |
|
R2 |
18,122 |
18,122 |
17,999 |
|
R1 |
18,043 |
18,043 |
17,982 |
17,990 |
PP |
17,937 |
17,937 |
17,937 |
17,910 |
S1 |
17,858 |
17,858 |
17,948 |
17,805 |
S2 |
17,752 |
17,752 |
17,931 |
|
S3 |
17,567 |
17,673 |
17,914 |
|
S4 |
17,382 |
17,488 |
17,863 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,682 |
18,508 |
17,762 |
|
R3 |
18,287 |
18,113 |
17,654 |
|
R2 |
17,892 |
17,892 |
17,618 |
|
R1 |
17,718 |
17,718 |
17,581 |
17,805 |
PP |
17,497 |
17,497 |
17,497 |
17,540 |
S1 |
17,323 |
17,323 |
17,509 |
17,410 |
S2 |
17,102 |
17,102 |
17,473 |
|
S3 |
16,707 |
16,928 |
17,437 |
|
S4 |
16,312 |
16,533 |
17,328 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,020 |
17,275 |
745 |
4.1% |
273 |
1.5% |
93% |
False |
False |
1,290 |
10 |
18,020 |
17,210 |
810 |
4.5% |
261 |
1.5% |
93% |
False |
False |
1,130 |
20 |
18,020 |
16,800 |
1,220 |
6.8% |
259 |
1.4% |
95% |
False |
False |
619 |
40 |
18,020 |
14,600 |
3,420 |
19.0% |
246 |
1.4% |
98% |
False |
False |
408 |
60 |
18,020 |
14,600 |
3,420 |
19.0% |
185 |
1.0% |
98% |
False |
False |
274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,801 |
2.618 |
18,499 |
1.618 |
18,314 |
1.000 |
18,200 |
0.618 |
18,129 |
HIGH |
18,015 |
0.618 |
17,944 |
0.500 |
17,923 |
0.382 |
17,901 |
LOW |
17,830 |
0.618 |
17,716 |
1.000 |
17,645 |
1.618 |
17,531 |
2.618 |
17,346 |
4.250 |
17,044 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,951 |
17,904 |
PP |
17,937 |
17,843 |
S1 |
17,923 |
17,783 |
|