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 |
1,209.3 |
1,205.7 |
-3.6 |
-0.3% |
1,159.2 |
High |
1,213.5 |
1,208.0 |
-5.5 |
-0.5% |
1,221.0 |
Low |
1,202.4 |
1,187.7 |
-14.7 |
-1.2% |
1,143.4 |
Close |
1,208.2 |
1,191.0 |
-17.2 |
-1.4% |
1,191.0 |
Range |
11.1 |
20.3 |
9.2 |
82.9% |
77.6 |
ATR |
21.9 |
21.8 |
-0.1 |
-0.5% |
0.0 |
Volume |
2,214 |
2,225 |
11 |
0.5% |
18,742 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.5 |
1,244.0 |
1,202.2 |
|
R3 |
1,236.2 |
1,223.7 |
1,196.6 |
|
R2 |
1,215.9 |
1,215.9 |
1,194.7 |
|
R1 |
1,203.4 |
1,203.4 |
1,192.9 |
1,199.5 |
PP |
1,195.6 |
1,195.6 |
1,195.6 |
1,193.6 |
S1 |
1,183.1 |
1,183.1 |
1,189.1 |
1,179.2 |
S2 |
1,175.3 |
1,175.3 |
1,187.3 |
|
S3 |
1,155.0 |
1,162.8 |
1,185.4 |
|
S4 |
1,134.7 |
1,142.5 |
1,179.8 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.9 |
1,382.1 |
1,233.7 |
|
R3 |
1,340.3 |
1,304.5 |
1,212.3 |
|
R2 |
1,262.7 |
1,262.7 |
1,205.2 |
|
R1 |
1,226.9 |
1,226.9 |
1,198.1 |
1,244.8 |
PP |
1,185.1 |
1,185.1 |
1,185.1 |
1,194.1 |
S1 |
1,149.3 |
1,149.3 |
1,183.9 |
1,167.2 |
S2 |
1,107.5 |
1,107.5 |
1,176.8 |
|
S3 |
1,029.9 |
1,071.7 |
1,169.7 |
|
S4 |
952.3 |
994.1 |
1,148.3 |
|
|
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 |
6.5% |
29.4 |
2.5% |
61% |
False |
False |
3,748 |
10 |
1,221.0 |
1,143.4 |
77.6 |
6.5% |
22.7 |
1.9% |
61% |
False |
False |
4,918 |
20 |
1,221.0 |
1,132.1 |
88.9 |
7.5% |
23.3 |
2.0% |
66% |
False |
False |
4,792 |
40 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
18.0 |
1.5% |
48% |
False |
False |
3,286 |
60 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
16.3 |
1.4% |
48% |
False |
False |
2,611 |
80 |
1,319.3 |
1,132.1 |
187.2 |
15.7% |
14.5 |
1.2% |
31% |
False |
False |
2,285 |
100 |
1,324.3 |
1,132.1 |
192.2 |
16.1% |
13.0 |
1.1% |
31% |
False |
False |
1,917 |
120 |
1,347.2 |
1,132.1 |
215.1 |
18.1% |
12.0 |
1.0% |
27% |
False |
False |
1,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.3 |
2.618 |
1,261.1 |
1.618 |
1,240.8 |
1.000 |
1,228.3 |
0.618 |
1,220.5 |
HIGH |
1,208.0 |
0.618 |
1,200.2 |
0.500 |
1,197.9 |
0.382 |
1,195.5 |
LOW |
1,187.7 |
0.618 |
1,175.2 |
1.000 |
1,167.4 |
1.618 |
1,154.9 |
2.618 |
1,134.6 |
4.250 |
1,101.4 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,197.9 |
1,201.5 |
PP |
1,195.6 |
1,198.0 |
S1 |
1,193.3 |
1,194.5 |
|