Trading Metrics calculated at close of trading on 08-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,903.05 |
17,954.94 |
51.89 |
0.3% |
17,827.27 |
High |
17,991.19 |
17,960.56 |
-30.63 |
-0.2% |
17,991.19 |
Low |
17,903.05 |
17,804.28 |
-98.77 |
-0.6% |
17,726.55 |
Close |
17,958.79 |
17,852.48 |
-106.31 |
-0.6% |
17,958.79 |
Range |
88.14 |
156.28 |
68.14 |
77.3% |
264.64 |
ATR |
112.50 |
115.63 |
3.13 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,341.28 |
18,253.16 |
17,938.43 |
|
R3 |
18,185.00 |
18,096.88 |
17,895.46 |
|
R2 |
18,028.72 |
18,028.72 |
17,881.13 |
|
R1 |
17,940.60 |
17,940.60 |
17,866.81 |
17,906.52 |
PP |
17,872.44 |
17,872.44 |
17,872.44 |
17,855.40 |
S1 |
17,784.32 |
17,784.32 |
17,838.15 |
17,750.24 |
S2 |
17,716.16 |
17,716.16 |
17,823.83 |
|
S3 |
17,559.88 |
17,628.04 |
17,809.50 |
|
S4 |
17,403.60 |
17,471.76 |
17,766.53 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,686.10 |
18,587.08 |
18,104.34 |
|
R3 |
18,421.46 |
18,322.44 |
18,031.57 |
|
R2 |
18,156.82 |
18,156.82 |
18,007.31 |
|
R1 |
18,057.80 |
18,057.80 |
17,983.05 |
18,107.31 |
PP |
17,892.18 |
17,892.18 |
17,892.18 |
17,916.93 |
S1 |
17,793.16 |
17,793.16 |
17,934.53 |
17,842.67 |
S2 |
17,627.54 |
17,627.54 |
17,910.27 |
|
S3 |
17,362.90 |
17,528.52 |
17,886.01 |
|
S4 |
17,098.26 |
17,263.88 |
17,813.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,991.19 |
17,778.85 |
212.34 |
1.2% |
110.87 |
0.6% |
35% |
False |
False |
|
10 |
17,991.19 |
17,726.55 |
264.64 |
1.5% |
90.92 |
0.5% |
48% |
False |
False |
|
20 |
17,991.19 |
17,536.17 |
455.02 |
2.5% |
92.00 |
0.5% |
70% |
False |
False |
|
40 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
145.44 |
0.8% |
94% |
False |
False |
|
60 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
160.62 |
0.9% |
94% |
False |
False |
|
80 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
146.20 |
0.8% |
94% |
False |
False |
|
100 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
143.52 |
0.8% |
94% |
False |
False |
|
120 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
137.08 |
0.8% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,624.75 |
2.618 |
18,369.70 |
1.618 |
18,213.42 |
1.000 |
18,116.84 |
0.618 |
18,057.14 |
HIGH |
17,960.56 |
0.618 |
17,900.86 |
0.500 |
17,882.42 |
0.382 |
17,863.98 |
LOW |
17,804.28 |
0.618 |
17,707.70 |
1.000 |
17,648.00 |
1.618 |
17,551.42 |
2.618 |
17,395.14 |
4.250 |
17,140.09 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,882.42 |
17,897.74 |
PP |
17,872.44 |
17,882.65 |
S1 |
17,862.46 |
17,867.57 |
|