Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
10,016.5 |
9,905.0 |
-111.5 |
-1.1% |
9,927.0 |
High |
10,127.0 |
10,099.5 |
-27.5 |
-0.3% |
10,127.0 |
Low |
9,836.5 |
9,905.0 |
68.5 |
0.7% |
9,836.5 |
Close |
9,854.0 |
10,092.0 |
238.0 |
2.4% |
10,092.0 |
Range |
290.5 |
194.5 |
-96.0 |
-33.0% |
290.5 |
ATR |
155.6 |
162.0 |
6.4 |
4.1% |
0.0 |
Volume |
110,802 |
87,158 |
-23,644 |
-21.3% |
551,299 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,615.7 |
10,548.3 |
10,199.0 |
|
R3 |
10,421.2 |
10,353.8 |
10,145.5 |
|
R2 |
10,226.7 |
10,226.7 |
10,127.7 |
|
R1 |
10,159.3 |
10,159.3 |
10,109.8 |
10,193.0 |
PP |
10,032.2 |
10,032.2 |
10,032.2 |
10,049.0 |
S1 |
9,964.8 |
9,964.8 |
10,074.2 |
9,998.5 |
S2 |
9,837.7 |
9,837.7 |
10,056.3 |
|
S3 |
9,643.2 |
9,770.3 |
10,038.5 |
|
S4 |
9,448.7 |
9,575.8 |
9,985.0 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,890.0 |
10,781.5 |
10,251.8 |
|
R3 |
10,599.5 |
10,491.0 |
10,171.9 |
|
R2 |
10,309.0 |
10,309.0 |
10,145.3 |
|
R1 |
10,200.5 |
10,200.5 |
10,118.6 |
10,254.8 |
PP |
10,018.5 |
10,018.5 |
10,018.5 |
10,045.6 |
S1 |
9,910.0 |
9,910.0 |
10,065.4 |
9,964.3 |
S2 |
9,728.0 |
9,728.0 |
10,038.7 |
|
S3 |
9,437.5 |
9,619.5 |
10,012.1 |
|
S4 |
9,147.0 |
9,329.0 |
9,932.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,127.0 |
9,836.5 |
290.5 |
2.9% |
154.1 |
1.5% |
88% |
False |
False |
110,259 |
10 |
10,127.0 |
9,507.0 |
620.0 |
6.1% |
144.6 |
1.4% |
94% |
False |
False |
102,911 |
20 |
10,127.0 |
9,125.0 |
1,002.0 |
9.9% |
143.6 |
1.4% |
97% |
False |
False |
108,279 |
40 |
10,127.0 |
8,350.0 |
1,777.0 |
17.6% |
173.3 |
1.7% |
98% |
False |
False |
127,444 |
60 |
10,127.0 |
8,350.0 |
1,777.0 |
17.6% |
164.5 |
1.6% |
98% |
False |
False |
122,357 |
80 |
10,127.0 |
8,350.0 |
1,777.0 |
17.6% |
152.7 |
1.5% |
98% |
False |
False |
92,396 |
100 |
10,127.0 |
8,350.0 |
1,777.0 |
17.6% |
150.4 |
1.5% |
98% |
False |
False |
73,981 |
120 |
10,127.0 |
8,350.0 |
1,777.0 |
17.6% |
140.2 |
1.4% |
98% |
False |
False |
61,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,926.1 |
2.618 |
10,608.7 |
1.618 |
10,414.2 |
1.000 |
10,294.0 |
0.618 |
10,219.7 |
HIGH |
10,099.5 |
0.618 |
10,025.2 |
0.500 |
10,002.3 |
0.382 |
9,979.3 |
LOW |
9,905.0 |
0.618 |
9,784.8 |
1.000 |
9,710.5 |
1.618 |
9,590.3 |
2.618 |
9,395.8 |
4.250 |
9,078.4 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
10,062.1 |
10,055.3 |
PP |
10,032.2 |
10,018.5 |
S1 |
10,002.3 |
9,981.8 |
|