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 |
3,212.0 |
3,273.0 |
61.0 |
1.9% |
3,231.0 |
High |
3,282.0 |
3,278.0 |
-4.0 |
-0.1% |
3,282.0 |
Low |
3,212.0 |
3,225.0 |
13.0 |
0.4% |
3,182.0 |
Close |
3,276.0 |
3,250.0 |
-26.0 |
-0.8% |
3,276.0 |
Range |
70.0 |
53.0 |
-17.0 |
-24.3% |
100.0 |
ATR |
58.2 |
57.9 |
-0.4 |
-0.6% |
0.0 |
Volume |
699,572 |
1,513,298 |
813,726 |
116.3% |
5,337,459 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,410.0 |
3,383.0 |
3,279.2 |
|
R3 |
3,357.0 |
3,330.0 |
3,264.6 |
|
R2 |
3,304.0 |
3,304.0 |
3,259.7 |
|
R1 |
3,277.0 |
3,277.0 |
3,254.9 |
3,264.0 |
PP |
3,251.0 |
3,251.0 |
3,251.0 |
3,244.5 |
S1 |
3,224.0 |
3,224.0 |
3,245.1 |
3,211.0 |
S2 |
3,198.0 |
3,198.0 |
3,240.3 |
|
S3 |
3,145.0 |
3,171.0 |
3,235.4 |
|
S4 |
3,092.0 |
3,118.0 |
3,220.9 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,546.7 |
3,511.3 |
3,331.0 |
|
R3 |
3,446.7 |
3,411.3 |
3,303.5 |
|
R2 |
3,346.7 |
3,346.7 |
3,294.3 |
|
R1 |
3,311.3 |
3,311.3 |
3,285.2 |
3,329.0 |
PP |
3,246.7 |
3,246.7 |
3,246.7 |
3,255.5 |
S1 |
3,211.3 |
3,211.3 |
3,266.8 |
3,229.0 |
S2 |
3,146.7 |
3,146.7 |
3,257.7 |
|
S3 |
3,046.7 |
3,111.3 |
3,248.5 |
|
S4 |
2,946.7 |
3,011.3 |
3,221.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,282.0 |
3,182.0 |
100.0 |
3.1% |
57.4 |
1.8% |
68% |
False |
False |
1,170,371 |
10 |
3,282.0 |
3,182.0 |
100.0 |
3.1% |
47.3 |
1.5% |
68% |
False |
False |
1,000,402 |
20 |
3,282.0 |
3,016.0 |
266.0 |
8.2% |
50.2 |
1.5% |
88% |
False |
False |
1,006,517 |
40 |
3,282.0 |
2,771.0 |
511.0 |
15.7% |
63.7 |
2.0% |
94% |
False |
False |
1,198,971 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.1% |
60.8 |
1.9% |
92% |
False |
False |
1,197,194 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.1% |
55.4 |
1.7% |
92% |
False |
False |
932,904 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.1% |
53.2 |
1.6% |
92% |
False |
False |
747,668 |
120 |
3,302.0 |
2,771.0 |
531.0 |
16.3% |
50.2 |
1.5% |
90% |
False |
False |
623,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,503.3 |
2.618 |
3,416.8 |
1.618 |
3,363.8 |
1.000 |
3,331.0 |
0.618 |
3,310.8 |
HIGH |
3,278.0 |
0.618 |
3,257.8 |
0.500 |
3,251.5 |
0.382 |
3,245.2 |
LOW |
3,225.0 |
0.618 |
3,192.2 |
1.000 |
3,172.0 |
1.618 |
3,139.2 |
2.618 |
3,086.2 |
4.250 |
2,999.8 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,251.5 |
3,244.0 |
PP |
3,251.0 |
3,238.0 |
S1 |
3,250.5 |
3,232.0 |
|