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 |
3,273.0 |
3,225.0 |
-48.0 |
-1.5% |
3,231.0 |
High |
3,278.0 |
3,226.0 |
-52.0 |
-1.6% |
3,282.0 |
Low |
3,225.0 |
3,158.0 |
-67.0 |
-2.1% |
3,182.0 |
Close |
3,250.0 |
3,169.0 |
-81.0 |
-2.5% |
3,276.0 |
Range |
53.0 |
68.0 |
15.0 |
28.3% |
100.0 |
ATR |
57.9 |
60.3 |
2.4 |
4.2% |
0.0 |
Volume |
1,513,298 |
1,475,515 |
-37,783 |
-2.5% |
5,337,459 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,388.3 |
3,346.7 |
3,206.4 |
|
R3 |
3,320.3 |
3,278.7 |
3,187.7 |
|
R2 |
3,252.3 |
3,252.3 |
3,181.5 |
|
R1 |
3,210.7 |
3,210.7 |
3,175.2 |
3,197.5 |
PP |
3,184.3 |
3,184.3 |
3,184.3 |
3,177.8 |
S1 |
3,142.7 |
3,142.7 |
3,162.8 |
3,129.5 |
S2 |
3,116.3 |
3,116.3 |
3,156.5 |
|
S3 |
3,048.3 |
3,074.7 |
3,150.3 |
|
S4 |
2,980.3 |
3,006.7 |
3,131.6 |
|
|
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 |
3,158.0 |
124.0 |
3.9% |
62.8 |
2.0% |
9% |
False |
True |
1,308,175 |
10 |
3,282.0 |
3,158.0 |
124.0 |
3.9% |
48.9 |
1.5% |
9% |
False |
True |
1,042,368 |
20 |
3,282.0 |
3,016.0 |
266.0 |
8.4% |
51.2 |
1.6% |
58% |
False |
False |
1,047,412 |
40 |
3,282.0 |
2,771.0 |
511.0 |
16.1% |
63.5 |
2.0% |
78% |
False |
False |
1,192,771 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.5% |
61.6 |
1.9% |
76% |
False |
False |
1,202,474 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.5% |
55.2 |
1.7% |
76% |
False |
False |
951,338 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.5% |
53.5 |
1.7% |
76% |
False |
False |
762,417 |
120 |
3,300.0 |
2,771.0 |
529.0 |
16.7% |
50.6 |
1.6% |
75% |
False |
False |
635,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,515.0 |
2.618 |
3,404.0 |
1.618 |
3,336.0 |
1.000 |
3,294.0 |
0.618 |
3,268.0 |
HIGH |
3,226.0 |
0.618 |
3,200.0 |
0.500 |
3,192.0 |
0.382 |
3,184.0 |
LOW |
3,158.0 |
0.618 |
3,116.0 |
1.000 |
3,090.0 |
1.618 |
3,048.0 |
2.618 |
2,980.0 |
4.250 |
2,869.0 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,192.0 |
3,220.0 |
PP |
3,184.3 |
3,203.0 |
S1 |
3,176.7 |
3,186.0 |
|