Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,847.37 |
17,797.99 |
-49.38 |
-0.3% |
17,827.27 |
High |
17,847.37 |
17,797.99 |
-49.38 |
-0.3% |
17,991.19 |
Low |
17,629.57 |
17,508.10 |
-121.47 |
-0.7% |
17,726.55 |
Close |
17,801.20 |
17,533.15 |
-268.05 |
-1.5% |
17,958.79 |
Range |
217.80 |
289.89 |
72.09 |
33.1% |
264.64 |
ATR |
123.29 |
135.42 |
12.13 |
9.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,482.75 |
18,297.84 |
17,692.59 |
|
R3 |
18,192.86 |
18,007.95 |
17,612.87 |
|
R2 |
17,902.97 |
17,902.97 |
17,586.30 |
|
R1 |
17,718.06 |
17,718.06 |
17,559.72 |
17,665.57 |
PP |
17,613.08 |
17,613.08 |
17,613.08 |
17,586.84 |
S1 |
17,428.17 |
17,428.17 |
17,506.58 |
17,375.68 |
S2 |
17,323.19 |
17,323.19 |
17,480.00 |
|
S3 |
17,033.30 |
17,138.28 |
17,453.43 |
|
S4 |
16,743.41 |
16,848.39 |
17,373.71 |
|
|
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 |
17,508.10 |
483.09 |
2.8% |
175.05 |
1.0% |
5% |
False |
True |
|
10 |
17,991.19 |
17,508.10 |
483.09 |
2.8% |
129.10 |
0.7% |
5% |
False |
True |
|
20 |
17,991.19 |
17,508.10 |
483.09 |
2.8% |
111.00 |
0.6% |
5% |
False |
True |
|
40 |
17,991.19 |
15,855.12 |
2,136.07 |
12.2% |
146.08 |
0.8% |
79% |
False |
False |
|
60 |
17,991.19 |
15,855.12 |
2,136.07 |
12.2% |
164.38 |
0.9% |
79% |
False |
False |
|
80 |
17,991.19 |
15,855.12 |
2,136.07 |
12.2% |
147.85 |
0.8% |
79% |
False |
False |
|
100 |
17,991.19 |
15,855.12 |
2,136.07 |
12.2% |
146.03 |
0.8% |
79% |
False |
False |
|
120 |
17,991.19 |
15,855.12 |
2,136.07 |
12.2% |
140.30 |
0.8% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,030.02 |
2.618 |
18,556.92 |
1.618 |
18,267.03 |
1.000 |
18,087.88 |
0.618 |
17,977.14 |
HIGH |
17,797.99 |
0.618 |
17,687.25 |
0.500 |
17,653.05 |
0.382 |
17,618.84 |
LOW |
17,508.10 |
0.618 |
17,328.95 |
1.000 |
17,218.21 |
1.618 |
17,039.06 |
2.618 |
16,749.17 |
4.250 |
16,276.07 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,653.05 |
17,734.33 |
PP |
17,613.08 |
17,667.27 |
S1 |
17,573.12 |
17,600.21 |
|