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 |
1,196.7 |
1,209.3 |
12.6 |
1.1% |
1,202.5 |
High |
1,215.3 |
1,213.5 |
-1.8 |
-0.1% |
1,204.5 |
Low |
1,194.7 |
1,202.4 |
7.7 |
0.6% |
1,164.5 |
Close |
1,209.2 |
1,208.2 |
-1.0 |
-0.1% |
1,176.0 |
Range |
20.6 |
11.1 |
-9.5 |
-46.1% |
40.0 |
ATR |
22.7 |
21.9 |
-0.8 |
-3.7% |
0.0 |
Volume |
3,378 |
2,214 |
-1,164 |
-34.5% |
28,019 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,241.3 |
1,235.9 |
1,214.3 |
|
R3 |
1,230.2 |
1,224.8 |
1,211.3 |
|
R2 |
1,219.1 |
1,219.1 |
1,210.2 |
|
R1 |
1,213.7 |
1,213.7 |
1,209.2 |
1,210.9 |
PP |
1,208.0 |
1,208.0 |
1,208.0 |
1,206.6 |
S1 |
1,202.6 |
1,202.6 |
1,207.2 |
1,199.8 |
S2 |
1,196.9 |
1,196.9 |
1,206.2 |
|
S3 |
1,185.8 |
1,191.5 |
1,205.1 |
|
S4 |
1,174.7 |
1,180.4 |
1,202.1 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.7 |
1,278.8 |
1,198.0 |
|
R3 |
1,261.7 |
1,238.8 |
1,187.0 |
|
R2 |
1,221.7 |
1,221.7 |
1,183.3 |
|
R1 |
1,198.8 |
1,198.8 |
1,179.7 |
1,190.3 |
PP |
1,181.7 |
1,181.7 |
1,181.7 |
1,177.4 |
S1 |
1,158.8 |
1,158.8 |
1,172.3 |
1,150.3 |
S2 |
1,141.7 |
1,141.7 |
1,168.7 |
|
S3 |
1,101.7 |
1,118.8 |
1,165.0 |
|
S4 |
1,061.7 |
1,078.8 |
1,154.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,221.0 |
1,143.4 |
77.6 |
6.4% |
32.1 |
2.7% |
84% |
False |
False |
4,549 |
10 |
1,221.0 |
1,143.4 |
77.6 |
6.4% |
22.6 |
1.9% |
84% |
False |
False |
4,998 |
20 |
1,221.0 |
1,132.1 |
88.9 |
7.4% |
22.6 |
1.9% |
86% |
False |
False |
4,856 |
40 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
17.8 |
1.5% |
62% |
False |
False |
3,300 |
60 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
16.1 |
1.3% |
62% |
False |
False |
2,605 |
80 |
1,319.3 |
1,132.1 |
187.2 |
15.5% |
14.2 |
1.2% |
41% |
False |
False |
2,269 |
100 |
1,324.3 |
1,132.1 |
192.2 |
15.9% |
12.8 |
1.1% |
40% |
False |
False |
1,896 |
120 |
1,347.2 |
1,132.1 |
215.1 |
17.8% |
11.8 |
1.0% |
35% |
False |
False |
1,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,260.7 |
2.618 |
1,242.6 |
1.618 |
1,231.5 |
1.000 |
1,224.6 |
0.618 |
1,220.4 |
HIGH |
1,213.5 |
0.618 |
1,209.3 |
0.500 |
1,208.0 |
0.382 |
1,206.6 |
LOW |
1,202.4 |
0.618 |
1,195.5 |
1.000 |
1,191.3 |
1.618 |
1,184.4 |
2.618 |
1,173.3 |
4.250 |
1,155.2 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,208.1 |
1,206.9 |
PP |
1,208.0 |
1,205.5 |
S1 |
1,208.0 |
1,204.2 |
|