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 |
5,345.0 |
5,343.0 |
-2.0 |
0.0% |
5,299.0 |
High |
5,413.0 |
5,358.0 |
-55.0 |
-1.0% |
5,400.0 |
Low |
5,340.0 |
5,282.0 |
-58.0 |
-1.1% |
5,209.0 |
Close |
5,390.0 |
5,284.0 |
-106.0 |
-2.0% |
5,333.0 |
Range |
73.0 |
76.0 |
3.0 |
4.1% |
191.0 |
ATR |
66.4 |
69.4 |
3.0 |
4.5% |
0.0 |
Volume |
27,729 |
31,277 |
3,548 |
12.8% |
142,499 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,536.0 |
5,486.0 |
5,325.8 |
|
R3 |
5,460.0 |
5,410.0 |
5,304.9 |
|
R2 |
5,384.0 |
5,384.0 |
5,297.9 |
|
R1 |
5,334.0 |
5,334.0 |
5,291.0 |
5,321.0 |
PP |
5,308.0 |
5,308.0 |
5,308.0 |
5,301.5 |
S1 |
5,258.0 |
5,258.0 |
5,277.0 |
5,245.0 |
S2 |
5,232.0 |
5,232.0 |
5,270.1 |
|
S3 |
5,156.0 |
5,182.0 |
5,263.1 |
|
S4 |
5,080.0 |
5,106.0 |
5,242.2 |
|
|
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 |
5,257.0 |
156.0 |
3.0% |
73.4 |
1.4% |
17% |
False |
False |
26,794 |
10 |
5,422.0 |
5,209.0 |
213.0 |
4.0% |
72.9 |
1.4% |
35% |
False |
False |
26,020 |
20 |
5,535.0 |
5,209.0 |
326.0 |
6.2% |
62.5 |
1.2% |
23% |
False |
False |
24,756 |
40 |
5,559.0 |
5,141.0 |
418.0 |
7.9% |
53.3 |
1.0% |
34% |
False |
False |
24,939 |
60 |
5,559.0 |
5,090.0 |
469.0 |
8.9% |
57.1 |
1.1% |
41% |
False |
False |
27,175 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.9% |
49.6 |
0.9% |
34% |
False |
False |
22,702 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.9% |
43.4 |
0.8% |
34% |
False |
False |
18,179 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.9% |
37.2 |
0.7% |
34% |
False |
False |
15,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,681.0 |
2.618 |
5,557.0 |
1.618 |
5,481.0 |
1.000 |
5,434.0 |
0.618 |
5,405.0 |
HIGH |
5,358.0 |
0.618 |
5,329.0 |
0.500 |
5,320.0 |
0.382 |
5,311.0 |
LOW |
5,282.0 |
0.618 |
5,235.0 |
1.000 |
5,206.0 |
1.618 |
5,159.0 |
2.618 |
5,083.0 |
4.250 |
4,959.0 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,320.0 |
5,347.5 |
PP |
5,308.0 |
5,326.3 |
S1 |
5,296.0 |
5,305.2 |
|