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 |
5,365.0 |
5,345.0 |
-20.0 |
-0.4% |
5,299.0 |
High |
5,400.0 |
5,413.0 |
13.0 |
0.2% |
5,400.0 |
Low |
5,310.0 |
5,340.0 |
30.0 |
0.6% |
5,209.0 |
Close |
5,333.0 |
5,390.0 |
57.0 |
1.1% |
5,333.0 |
Range |
90.0 |
73.0 |
-17.0 |
-18.9% |
191.0 |
ATR |
65.4 |
66.4 |
1.0 |
1.6% |
0.0 |
Volume |
22,558 |
27,729 |
5,171 |
22.9% |
142,499 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,600.0 |
5,568.0 |
5,430.2 |
|
R3 |
5,527.0 |
5,495.0 |
5,410.1 |
|
R2 |
5,454.0 |
5,454.0 |
5,403.4 |
|
R1 |
5,422.0 |
5,422.0 |
5,396.7 |
5,438.0 |
PP |
5,381.0 |
5,381.0 |
5,381.0 |
5,389.0 |
S1 |
5,349.0 |
5,349.0 |
5,383.3 |
5,365.0 |
S2 |
5,308.0 |
5,308.0 |
5,376.6 |
|
S3 |
5,235.0 |
5,276.0 |
5,369.9 |
|
S4 |
5,162.0 |
5,203.0 |
5,349.9 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,887.0 |
5,801.0 |
5,438.1 |
|
R3 |
5,696.0 |
5,610.0 |
5,385.5 |
|
R2 |
5,505.0 |
5,505.0 |
5,368.0 |
|
R1 |
5,419.0 |
5,419.0 |
5,350.5 |
5,462.0 |
PP |
5,314.0 |
5,314.0 |
5,314.0 |
5,335.5 |
S1 |
5,228.0 |
5,228.0 |
5,315.5 |
5,271.0 |
S2 |
5,123.0 |
5,123.0 |
5,298.0 |
|
S3 |
4,932.0 |
5,037.0 |
5,280.5 |
|
S4 |
4,741.0 |
4,846.0 |
5,228.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,413.0 |
5,213.0 |
200.0 |
3.7% |
74.6 |
1.4% |
89% |
True |
False |
26,559 |
10 |
5,422.0 |
5,209.0 |
213.0 |
4.0% |
71.0 |
1.3% |
85% |
False |
False |
25,864 |
20 |
5,555.0 |
5,209.0 |
346.0 |
6.4% |
60.3 |
1.1% |
52% |
False |
False |
24,193 |
40 |
5,559.0 |
5,100.0 |
459.0 |
8.5% |
54.0 |
1.0% |
63% |
False |
False |
24,964 |
60 |
5,559.0 |
5,090.0 |
469.0 |
8.7% |
56.7 |
1.1% |
64% |
False |
False |
28,539 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
48.8 |
0.9% |
52% |
False |
False |
22,313 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
42.7 |
0.8% |
52% |
False |
False |
17,866 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
36.6 |
0.7% |
52% |
False |
False |
14,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,723.3 |
2.618 |
5,604.1 |
1.618 |
5,531.1 |
1.000 |
5,486.0 |
0.618 |
5,458.1 |
HIGH |
5,413.0 |
0.618 |
5,385.1 |
0.500 |
5,376.5 |
0.382 |
5,367.9 |
LOW |
5,340.0 |
0.618 |
5,294.9 |
1.000 |
5,267.0 |
1.618 |
5,221.9 |
2.618 |
5,148.9 |
4.250 |
5,029.8 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,385.5 |
5,380.5 |
PP |
5,381.0 |
5,371.0 |
S1 |
5,376.5 |
5,361.5 |
|