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 |
6,680.0 |
6,663.5 |
-16.5 |
-0.2% |
6,624.0 |
High |
6,680.0 |
6,700.0 |
20.0 |
0.3% |
6,703.0 |
Low |
6,622.0 |
6,663.5 |
41.5 |
0.6% |
6,588.0 |
Close |
6,622.0 |
6,687.0 |
65.0 |
1.0% |
6,687.0 |
Range |
58.0 |
36.5 |
-21.5 |
-37.1% |
115.0 |
ATR |
55.0 |
56.6 |
1.6 |
3.0% |
0.0 |
Volume |
2,120 |
675 |
-1,445 |
-68.2% |
10,868 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,793.0 |
6,776.5 |
6,707.0 |
|
R3 |
6,756.5 |
6,740.0 |
6,697.0 |
|
R2 |
6,720.0 |
6,720.0 |
6,693.5 |
|
R1 |
6,703.5 |
6,703.5 |
6,690.5 |
6,712.0 |
PP |
6,683.5 |
6,683.5 |
6,683.5 |
6,687.5 |
S1 |
6,667.0 |
6,667.0 |
6,683.5 |
6,675.0 |
S2 |
6,647.0 |
6,647.0 |
6,680.5 |
|
S3 |
6,610.5 |
6,630.5 |
6,677.0 |
|
S4 |
6,574.0 |
6,594.0 |
6,667.0 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,004.5 |
6,960.5 |
6,750.0 |
|
R3 |
6,889.5 |
6,845.5 |
6,718.5 |
|
R2 |
6,774.5 |
6,774.5 |
6,708.0 |
|
R1 |
6,730.5 |
6,730.5 |
6,697.5 |
6,752.5 |
PP |
6,659.5 |
6,659.5 |
6,659.5 |
6,670.0 |
S1 |
6,615.5 |
6,615.5 |
6,676.5 |
6,637.5 |
S2 |
6,544.5 |
6,544.5 |
6,666.0 |
|
S3 |
6,429.5 |
6,500.5 |
6,655.5 |
|
S4 |
6,314.5 |
6,385.5 |
6,624.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,703.0 |
6,588.0 |
115.0 |
1.7% |
44.5 |
0.7% |
86% |
False |
False |
2,173 |
10 |
6,705.0 |
6,588.0 |
117.0 |
1.7% |
43.0 |
0.6% |
85% |
False |
False |
1,320 |
20 |
6,715.0 |
6,515.0 |
200.0 |
3.0% |
38.5 |
0.6% |
86% |
False |
False |
669 |
40 |
6,715.0 |
6,010.0 |
705.0 |
10.5% |
46.5 |
0.7% |
96% |
False |
False |
439 |
60 |
6,766.0 |
6,010.0 |
756.0 |
11.3% |
39.0 |
0.6% |
90% |
False |
False |
297 |
80 |
6,808.5 |
6,010.0 |
798.5 |
11.9% |
31.0 |
0.5% |
85% |
False |
False |
227 |
100 |
6,808.5 |
6,010.0 |
798.5 |
11.9% |
26.0 |
0.4% |
85% |
False |
False |
188 |
120 |
6,808.5 |
6,010.0 |
798.5 |
11.9% |
22.0 |
0.3% |
85% |
False |
False |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,855.0 |
2.618 |
6,795.5 |
1.618 |
6,759.0 |
1.000 |
6,736.5 |
0.618 |
6,722.5 |
HIGH |
6,700.0 |
0.618 |
6,686.0 |
0.500 |
6,682.0 |
0.382 |
6,677.5 |
LOW |
6,663.5 |
0.618 |
6,641.0 |
1.000 |
6,627.0 |
1.618 |
6,604.5 |
2.618 |
6,568.0 |
4.250 |
6,508.5 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,685.0 |
6,678.5 |
PP |
6,683.5 |
6,669.5 |
S1 |
6,682.0 |
6,661.0 |
|