Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,287.00 |
4,308.00 |
21.00 |
0.5% |
4,249.75 |
High |
4,314.75 |
4,320.00 |
5.25 |
0.1% |
4,348.00 |
Low |
4,285.00 |
4,287.50 |
2.50 |
0.1% |
4,248.00 |
Close |
4,305.50 |
4,310.50 |
5.00 |
0.1% |
4,338.25 |
Range |
29.75 |
32.50 |
2.75 |
9.2% |
100.00 |
ATR |
45.18 |
44.27 |
-0.91 |
-2.0% |
0.00 |
Volume |
226,496 |
190,809 |
-35,687 |
-15.8% |
597,384 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,403.50 |
4,389.50 |
4,328.50 |
|
R3 |
4,371.00 |
4,357.00 |
4,319.50 |
|
R2 |
4,338.50 |
4,338.50 |
4,316.50 |
|
R1 |
4,324.50 |
4,324.50 |
4,313.50 |
4,331.50 |
PP |
4,306.00 |
4,306.00 |
4,306.00 |
4,309.50 |
S1 |
4,292.00 |
4,292.00 |
4,307.50 |
4,299.00 |
S2 |
4,273.50 |
4,273.50 |
4,304.50 |
|
S3 |
4,241.00 |
4,259.50 |
4,301.50 |
|
S4 |
4,208.50 |
4,227.00 |
4,292.50 |
|
|
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 |
4,273.50 |
74.50 |
1.7% |
38.50 |
0.9% |
50% |
False |
False |
202,305 |
10 |
4,348.00 |
4,201.75 |
146.25 |
3.4% |
39.00 |
0.9% |
74% |
False |
False |
207,503 |
20 |
4,348.00 |
4,130.25 |
217.75 |
5.1% |
37.50 |
0.9% |
83% |
False |
False |
213,414 |
40 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
58.50 |
1.4% |
94% |
False |
False |
323,962 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
56.75 |
1.3% |
94% |
False |
False |
319,263 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
50.00 |
1.2% |
94% |
False |
False |
240,158 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
49.00 |
1.1% |
94% |
False |
False |
192,224 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
45.75 |
1.1% |
94% |
False |
False |
160,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,458.00 |
2.618 |
4,405.00 |
1.618 |
4,372.50 |
1.000 |
4,352.50 |
0.618 |
4,340.00 |
HIGH |
4,320.00 |
0.618 |
4,307.50 |
0.500 |
4,303.75 |
0.382 |
4,300.00 |
LOW |
4,287.50 |
0.618 |
4,267.50 |
1.000 |
4,255.00 |
1.618 |
4,235.00 |
2.618 |
4,202.50 |
4.250 |
4,149.50 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,308.25 |
4,308.50 |
PP |
4,306.00 |
4,306.50 |
S1 |
4,303.75 |
4,304.50 |
|