Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,954.94 |
17,847.37 |
-107.57 |
-0.6% |
17,827.27 |
High |
17,960.56 |
17,847.37 |
-113.19 |
-0.6% |
17,991.19 |
Low |
17,804.28 |
17,629.57 |
-174.71 |
-1.0% |
17,726.55 |
Close |
17,852.48 |
17,801.20 |
-51.28 |
-0.3% |
17,958.79 |
Range |
156.28 |
217.80 |
61.52 |
39.4% |
264.64 |
ATR |
115.63 |
123.29 |
7.66 |
6.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,412.78 |
18,324.79 |
17,920.99 |
|
R3 |
18,194.98 |
18,106.99 |
17,861.10 |
|
R2 |
17,977.18 |
17,977.18 |
17,841.13 |
|
R1 |
17,889.19 |
17,889.19 |
17,821.17 |
17,824.29 |
PP |
17,759.38 |
17,759.38 |
17,759.38 |
17,726.93 |
S1 |
17,671.39 |
17,671.39 |
17,781.24 |
17,606.49 |
S2 |
17,541.58 |
17,541.58 |
17,761.27 |
|
S3 |
17,323.78 |
17,453.59 |
17,741.31 |
|
S4 |
17,105.98 |
17,235.79 |
17,681.41 |
|
|
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 |
17,629.57 |
361.62 |
2.0% |
130.79 |
0.7% |
47% |
False |
True |
|
10 |
17,991.19 |
17,629.57 |
361.62 |
2.0% |
106.49 |
0.6% |
47% |
False |
True |
|
20 |
17,991.19 |
17,536.17 |
455.02 |
2.6% |
99.17 |
0.6% |
58% |
False |
False |
|
40 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
143.58 |
0.8% |
91% |
False |
False |
|
60 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
162.57 |
0.9% |
91% |
False |
False |
|
80 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
146.43 |
0.8% |
91% |
False |
False |
|
100 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
144.33 |
0.8% |
91% |
False |
False |
|
120 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
138.36 |
0.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,773.02 |
2.618 |
18,417.57 |
1.618 |
18,199.77 |
1.000 |
18,065.17 |
0.618 |
17,981.97 |
HIGH |
17,847.37 |
0.618 |
17,764.17 |
0.500 |
17,738.47 |
0.382 |
17,712.77 |
LOW |
17,629.57 |
0.618 |
17,494.97 |
1.000 |
17,411.77 |
1.618 |
17,277.17 |
2.618 |
17,059.37 |
4.250 |
16,703.92 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,780.29 |
17,810.38 |
PP |
17,759.38 |
17,807.32 |
S1 |
17,738.47 |
17,804.26 |
|