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 |
6,691.0 |
6,680.0 |
-11.0 |
-0.2% |
6,690.0 |
High |
6,692.5 |
6,680.0 |
-12.5 |
-0.2% |
6,705.0 |
Low |
6,661.0 |
6,622.0 |
-39.0 |
-0.6% |
6,618.0 |
Close |
6,670.0 |
6,622.0 |
-48.0 |
-0.7% |
6,676.5 |
Range |
31.5 |
58.0 |
26.5 |
84.1% |
87.0 |
ATR |
54.7 |
55.0 |
0.2 |
0.4% |
0.0 |
Volume |
344 |
2,120 |
1,776 |
516.3% |
2,340 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,815.5 |
6,776.5 |
6,654.0 |
|
R3 |
6,757.5 |
6,718.5 |
6,638.0 |
|
R2 |
6,699.5 |
6,699.5 |
6,632.5 |
|
R1 |
6,660.5 |
6,660.5 |
6,627.5 |
6,651.0 |
PP |
6,641.5 |
6,641.5 |
6,641.5 |
6,636.5 |
S1 |
6,602.5 |
6,602.5 |
6,616.5 |
6,593.0 |
S2 |
6,583.5 |
6,583.5 |
6,611.5 |
|
S3 |
6,525.5 |
6,544.5 |
6,606.0 |
|
S4 |
6,467.5 |
6,486.5 |
6,590.0 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,927.5 |
6,889.0 |
6,724.5 |
|
R3 |
6,840.5 |
6,802.0 |
6,700.5 |
|
R2 |
6,753.5 |
6,753.5 |
6,692.5 |
|
R1 |
6,715.0 |
6,715.0 |
6,684.5 |
6,691.0 |
PP |
6,666.5 |
6,666.5 |
6,666.5 |
6,654.5 |
S1 |
6,628.0 |
6,628.0 |
6,668.5 |
6,604.0 |
S2 |
6,579.5 |
6,579.5 |
6,660.5 |
|
S3 |
6,492.5 |
6,541.0 |
6,652.5 |
|
S4 |
6,405.5 |
6,454.0 |
6,628.5 |
|
|
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% |
50.5 |
0.8% |
30% |
False |
False |
2,066 |
10 |
6,715.0 |
6,588.0 |
127.0 |
1.9% |
46.5 |
0.7% |
27% |
False |
False |
1,253 |
20 |
6,715.0 |
6,487.5 |
227.5 |
3.4% |
39.0 |
0.6% |
59% |
False |
False |
636 |
40 |
6,715.0 |
6,010.0 |
705.0 |
10.6% |
47.5 |
0.7% |
87% |
False |
False |
423 |
60 |
6,766.0 |
6,010.0 |
756.0 |
11.4% |
38.5 |
0.6% |
81% |
False |
False |
286 |
80 |
6,808.5 |
6,010.0 |
798.5 |
12.1% |
31.0 |
0.5% |
77% |
False |
False |
219 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.1% |
26.0 |
0.4% |
77% |
False |
False |
181 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.1% |
21.5 |
0.3% |
77% |
False |
False |
156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,926.5 |
2.618 |
6,832.0 |
1.618 |
6,774.0 |
1.000 |
6,738.0 |
0.618 |
6,716.0 |
HIGH |
6,680.0 |
0.618 |
6,658.0 |
0.500 |
6,651.0 |
0.382 |
6,644.0 |
LOW |
6,622.0 |
0.618 |
6,586.0 |
1.000 |
6,564.0 |
1.618 |
6,528.0 |
2.618 |
6,470.0 |
4.250 |
6,375.5 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,651.0 |
6,662.5 |
PP |
6,641.5 |
6,649.0 |
S1 |
6,631.5 |
6,635.5 |
|