| 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 |
9,905.0 |
10,089.5 |
184.5 |
1.9% |
9,927.0 |
| High |
10,099.5 |
10,093.0 |
-6.5 |
-0.1% |
10,127.0 |
| Low |
9,905.0 |
9,952.0 |
47.0 |
0.5% |
9,836.5 |
| Close |
10,092.0 |
10,027.0 |
-65.0 |
-0.6% |
10,092.0 |
| Range |
194.5 |
141.0 |
-53.5 |
-27.5% |
290.5 |
| ATR |
162.0 |
160.5 |
-1.5 |
-0.9% |
0.0 |
| Volume |
87,158 |
147,790 |
60,632 |
69.6% |
551,299 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,447.0 |
10,378.0 |
10,104.6 |
|
| R3 |
10,306.0 |
10,237.0 |
10,065.8 |
|
| R2 |
10,165.0 |
10,165.0 |
10,052.9 |
|
| R1 |
10,096.0 |
10,096.0 |
10,039.9 |
10,060.0 |
| PP |
10,024.0 |
10,024.0 |
10,024.0 |
10,006.0 |
| S1 |
9,955.0 |
9,955.0 |
10,014.1 |
9,919.0 |
| S2 |
9,883.0 |
9,883.0 |
10,001.2 |
|
| S3 |
9,742.0 |
9,814.0 |
9,988.2 |
|
| S4 |
9,601.0 |
9,673.0 |
9,949.5 |
|
|
| 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% |
165.0 |
1.6% |
66% |
False |
False |
115,741 |
| 10 |
10,127.0 |
9,706.5 |
420.5 |
4.2% |
135.6 |
1.4% |
76% |
False |
False |
107,091 |
| 20 |
10,127.0 |
9,125.0 |
1,002.0 |
10.0% |
140.3 |
1.4% |
90% |
False |
False |
110,714 |
| 40 |
10,127.0 |
8,350.0 |
1,777.0 |
17.7% |
171.9 |
1.7% |
94% |
False |
False |
127,354 |
| 60 |
10,127.0 |
8,350.0 |
1,777.0 |
17.7% |
165.2 |
1.6% |
94% |
False |
False |
124,676 |
| 80 |
10,127.0 |
8,350.0 |
1,777.0 |
17.7% |
153.2 |
1.5% |
94% |
False |
False |
94,224 |
| 100 |
10,127.0 |
8,350.0 |
1,777.0 |
17.7% |
150.5 |
1.5% |
94% |
False |
False |
75,458 |
| 120 |
10,127.0 |
8,350.0 |
1,777.0 |
17.7% |
140.7 |
1.4% |
94% |
False |
False |
62,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,692.3 |
|
2.618 |
10,462.1 |
|
1.618 |
10,321.1 |
|
1.000 |
10,234.0 |
|
0.618 |
10,180.1 |
|
HIGH |
10,093.0 |
|
0.618 |
10,039.1 |
|
0.500 |
10,022.5 |
|
0.382 |
10,005.9 |
|
LOW |
9,952.0 |
|
0.618 |
9,864.9 |
|
1.000 |
9,811.0 |
|
1.618 |
9,723.9 |
|
2.618 |
9,582.9 |
|
4.250 |
9,352.8 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
10,025.5 |
10,011.9 |
| PP |
10,024.0 |
9,996.8 |
| S1 |
10,022.5 |
9,981.8 |
|