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 |
1,198.4 |
1,210.0 |
11.6 |
1.0% |
1,203.1 |
High |
1,214.8 |
1,213.4 |
-1.4 |
-0.1% |
1,204.2 |
Low |
1,196.9 |
1,203.8 |
6.9 |
0.6% |
1,165.5 |
Close |
1,209.7 |
1,208.7 |
-1.0 |
-0.1% |
1,176.4 |
Range |
17.9 |
9.6 |
-8.3 |
-46.4% |
38.7 |
ATR |
22.7 |
21.8 |
-0.9 |
-4.1% |
0.0 |
Volume |
1,824 |
1,637 |
-187 |
-10.3% |
21,265 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.4 |
1,232.7 |
1,214.0 |
|
R3 |
1,227.8 |
1,223.1 |
1,211.3 |
|
R2 |
1,218.2 |
1,218.2 |
1,210.5 |
|
R1 |
1,213.5 |
1,213.5 |
1,209.6 |
1,211.1 |
PP |
1,208.6 |
1,208.6 |
1,208.6 |
1,207.4 |
S1 |
1,203.9 |
1,203.9 |
1,207.8 |
1,201.5 |
S2 |
1,199.0 |
1,199.0 |
1,206.9 |
|
S3 |
1,189.4 |
1,194.3 |
1,206.1 |
|
S4 |
1,179.8 |
1,184.7 |
1,203.4 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.1 |
1,276.0 |
1,197.7 |
|
R3 |
1,259.4 |
1,237.3 |
1,187.0 |
|
R2 |
1,220.7 |
1,220.7 |
1,183.5 |
|
R1 |
1,198.6 |
1,198.6 |
1,179.9 |
1,190.3 |
PP |
1,182.0 |
1,182.0 |
1,182.0 |
1,177.9 |
S1 |
1,159.9 |
1,159.9 |
1,172.9 |
1,151.6 |
S2 |
1,143.3 |
1,143.3 |
1,169.3 |
|
S3 |
1,104.6 |
1,121.2 |
1,165.8 |
|
S4 |
1,065.9 |
1,082.5 |
1,155.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,220.8 |
1,143.2 |
77.6 |
6.4% |
31.7 |
2.6% |
84% |
False |
False |
3,426 |
10 |
1,220.8 |
1,143.2 |
77.6 |
6.4% |
22.3 |
1.8% |
84% |
False |
False |
3,720 |
20 |
1,220.8 |
1,134.1 |
86.7 |
7.2% |
22.9 |
1.9% |
86% |
False |
False |
3,761 |
40 |
1,257.0 |
1,134.1 |
122.9 |
10.2% |
18.1 |
1.5% |
61% |
False |
False |
2,593 |
60 |
1,257.0 |
1,134.1 |
122.9 |
10.2% |
16.1 |
1.3% |
61% |
False |
False |
1,967 |
80 |
1,320.0 |
1,134.1 |
185.9 |
15.4% |
13.8 |
1.1% |
40% |
False |
False |
1,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,254.2 |
2.618 |
1,238.5 |
1.618 |
1,228.9 |
1.000 |
1,223.0 |
0.618 |
1,219.3 |
HIGH |
1,213.4 |
0.618 |
1,209.7 |
0.500 |
1,208.6 |
0.382 |
1,207.5 |
LOW |
1,203.8 |
0.618 |
1,197.9 |
1.000 |
1,194.2 |
1.618 |
1,188.3 |
2.618 |
1,178.7 |
4.250 |
1,163.0 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,208.7 |
1,207.3 |
PP |
1,208.6 |
1,205.8 |
S1 |
1,208.6 |
1,204.4 |
|