Trading Metrics calculated at close of trading on 01-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,323.50 |
4,330.75 |
7.25 |
0.2% |
4,249.75 |
High |
4,348.00 |
4,335.50 |
-12.50 |
-0.3% |
4,348.00 |
Low |
4,312.50 |
4,273.50 |
-39.00 |
-0.9% |
4,248.00 |
Close |
4,338.25 |
4,286.50 |
-51.75 |
-1.2% |
4,338.25 |
Range |
35.50 |
62.00 |
26.50 |
74.6% |
100.00 |
ATR |
44.95 |
46.37 |
1.41 |
3.1% |
0.00 |
Volume |
134,101 |
324,373 |
190,272 |
141.9% |
597,384 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,484.50 |
4,447.50 |
4,320.50 |
|
R3 |
4,422.50 |
4,385.50 |
4,303.50 |
|
R2 |
4,360.50 |
4,360.50 |
4,297.75 |
|
R1 |
4,323.50 |
4,323.50 |
4,292.25 |
4,311.00 |
PP |
4,298.50 |
4,298.50 |
4,298.50 |
4,292.25 |
S1 |
4,261.50 |
4,261.50 |
4,280.75 |
4,249.00 |
S2 |
4,236.50 |
4,236.50 |
4,275.25 |
|
S3 |
4,174.50 |
4,199.50 |
4,269.50 |
|
S4 |
4,112.50 |
4,137.50 |
4,252.50 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.50 |
4,574.75 |
4,393.25 |
|
R3 |
4,511.50 |
4,474.75 |
4,365.75 |
|
R2 |
4,411.50 |
4,411.50 |
4,356.50 |
|
R1 |
4,374.75 |
4,374.75 |
4,347.50 |
4,393.00 |
PP |
4,311.50 |
4,311.50 |
4,311.50 |
4,320.50 |
S1 |
4,274.75 |
4,274.75 |
4,329.00 |
4,293.00 |
S2 |
4,211.50 |
4,211.50 |
4,320.00 |
|
S3 |
4,111.50 |
4,174.75 |
4,310.75 |
|
S4 |
4,011.50 |
4,074.75 |
4,283.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,348.00 |
4,248.00 |
100.00 |
2.3% |
39.25 |
0.9% |
39% |
False |
False |
184,351 |
10 |
4,348.00 |
4,191.50 |
156.50 |
3.7% |
40.75 |
0.9% |
61% |
False |
False |
210,217 |
20 |
4,348.00 |
4,119.75 |
228.25 |
5.3% |
38.00 |
0.9% |
73% |
False |
False |
216,298 |
40 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
59.50 |
1.4% |
91% |
False |
False |
331,580 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
57.00 |
1.3% |
91% |
False |
False |
312,721 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
50.25 |
1.2% |
91% |
False |
False |
234,962 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
48.75 |
1.1% |
91% |
False |
False |
188,058 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
45.50 |
1.1% |
91% |
False |
False |
156,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,599.00 |
2.618 |
4,497.75 |
1.618 |
4,435.75 |
1.000 |
4,397.50 |
0.618 |
4,373.75 |
HIGH |
4,335.50 |
0.618 |
4,311.75 |
0.500 |
4,304.50 |
0.382 |
4,297.25 |
LOW |
4,273.50 |
0.618 |
4,235.25 |
1.000 |
4,211.50 |
1.618 |
4,173.25 |
2.618 |
4,111.25 |
4.250 |
4,010.00 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,304.50 |
4,310.75 |
PP |
4,298.50 |
4,302.75 |
S1 |
4,292.50 |
4,294.50 |
|