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 |
4,312.00 |
4,313.00 |
1.00 |
0.0% |
4,330.75 |
High |
4,328.50 |
4,326.75 |
-1.75 |
0.0% |
4,335.50 |
Low |
4,293.25 |
4,302.75 |
9.50 |
0.2% |
4,273.50 |
Close |
4,313.50 |
4,313.25 |
-0.25 |
0.0% |
4,313.25 |
Range |
35.25 |
24.00 |
-11.25 |
-31.9% |
62.00 |
ATR |
43.63 |
42.23 |
-1.40 |
-3.2% |
0.00 |
Volume |
248,733 |
199,234 |
-49,499 |
-19.9% |
1,189,645 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,386.25 |
4,373.75 |
4,326.50 |
|
R3 |
4,362.25 |
4,349.75 |
4,319.75 |
|
R2 |
4,338.25 |
4,338.25 |
4,317.75 |
|
R1 |
4,325.75 |
4,325.75 |
4,315.50 |
4,332.00 |
PP |
4,314.25 |
4,314.25 |
4,314.25 |
4,317.50 |
S1 |
4,301.75 |
4,301.75 |
4,311.00 |
4,308.00 |
S2 |
4,290.25 |
4,290.25 |
4,308.75 |
|
S3 |
4,266.25 |
4,277.75 |
4,306.75 |
|
S4 |
4,242.25 |
4,253.75 |
4,300.00 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,493.50 |
4,465.25 |
4,347.25 |
|
R3 |
4,431.50 |
4,403.25 |
4,330.25 |
|
R2 |
4,369.50 |
4,369.50 |
4,324.50 |
|
R1 |
4,341.25 |
4,341.25 |
4,319.00 |
4,324.50 |
PP |
4,307.50 |
4,307.50 |
4,307.50 |
4,299.00 |
S1 |
4,279.25 |
4,279.25 |
4,307.50 |
4,262.50 |
S2 |
4,245.50 |
4,245.50 |
4,302.00 |
|
S3 |
4,183.50 |
4,217.25 |
4,296.25 |
|
S4 |
4,121.50 |
4,155.25 |
4,279.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,335.50 |
4,273.50 |
62.00 |
1.4% |
36.75 |
0.9% |
64% |
False |
False |
237,929 |
10 |
4,348.00 |
4,237.50 |
110.50 |
2.6% |
36.50 |
0.8% |
69% |
False |
False |
207,278 |
20 |
4,348.00 |
4,136.00 |
212.00 |
4.9% |
36.50 |
0.8% |
84% |
False |
False |
210,640 |
40 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
54.75 |
1.3% |
95% |
False |
False |
308,595 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
56.50 |
1.3% |
95% |
False |
False |
324,455 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
49.75 |
1.2% |
95% |
False |
False |
245,741 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
48.75 |
1.1% |
95% |
False |
False |
196,699 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.4% |
45.75 |
1.1% |
95% |
False |
False |
163,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,428.75 |
2.618 |
4,389.50 |
1.618 |
4,365.50 |
1.000 |
4,350.75 |
0.618 |
4,341.50 |
HIGH |
4,326.75 |
0.618 |
4,317.50 |
0.500 |
4,314.75 |
0.382 |
4,312.00 |
LOW |
4,302.75 |
0.618 |
4,288.00 |
1.000 |
4,278.75 |
1.618 |
4,264.00 |
2.618 |
4,240.00 |
4.250 |
4,200.75 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,314.75 |
4,311.50 |
PP |
4,314.25 |
4,309.75 |
S1 |
4,313.75 |
4,308.00 |
|