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 |
4,308.00 |
4,312.00 |
4.00 |
0.1% |
4,249.75 |
High |
4,320.00 |
4,328.50 |
8.50 |
0.2% |
4,348.00 |
Low |
4,287.50 |
4,293.25 |
5.75 |
0.1% |
4,248.00 |
Close |
4,310.50 |
4,313.50 |
3.00 |
0.1% |
4,338.25 |
Range |
32.50 |
35.25 |
2.75 |
8.5% |
100.00 |
ATR |
44.27 |
43.63 |
-0.64 |
-1.5% |
0.00 |
Volume |
190,809 |
248,733 |
57,924 |
30.4% |
597,384 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,417.50 |
4,400.75 |
4,333.00 |
|
R3 |
4,382.25 |
4,365.50 |
4,323.25 |
|
R2 |
4,347.00 |
4,347.00 |
4,320.00 |
|
R1 |
4,330.25 |
4,330.25 |
4,316.75 |
4,338.50 |
PP |
4,311.75 |
4,311.75 |
4,311.75 |
4,316.00 |
S1 |
4,295.00 |
4,295.00 |
4,310.25 |
4,303.50 |
S2 |
4,276.50 |
4,276.50 |
4,307.00 |
|
S3 |
4,241.25 |
4,259.75 |
4,303.75 |
|
S4 |
4,206.00 |
4,224.50 |
4,294.00 |
|
|
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% |
39.00 |
0.9% |
54% |
False |
False |
224,902 |
10 |
4,348.00 |
4,201.75 |
146.25 |
3.4% |
38.75 |
0.9% |
76% |
False |
False |
208,801 |
20 |
4,348.00 |
4,130.25 |
217.75 |
5.0% |
37.00 |
0.9% |
84% |
False |
False |
212,343 |
40 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
56.50 |
1.3% |
95% |
False |
False |
318,506 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
56.50 |
1.3% |
95% |
False |
False |
322,953 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
50.00 |
1.2% |
95% |
False |
False |
243,261 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
48.75 |
1.1% |
95% |
False |
False |
194,710 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
45.75 |
1.1% |
95% |
False |
False |
162,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,478.25 |
2.618 |
4,420.75 |
1.618 |
4,385.50 |
1.000 |
4,363.75 |
0.618 |
4,350.25 |
HIGH |
4,328.50 |
0.618 |
4,315.00 |
0.500 |
4,311.00 |
0.382 |
4,306.75 |
LOW |
4,293.25 |
0.618 |
4,271.50 |
1.000 |
4,258.00 |
1.618 |
4,236.25 |
2.618 |
4,201.00 |
4.250 |
4,143.50 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,312.50 |
4,311.25 |
PP |
4,311.75 |
4,309.00 |
S1 |
4,311.00 |
4,306.75 |
|