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 |
10,089.5 |
9,957.0 |
-132.5 |
-1.3% |
9,927.0 |
High |
10,093.0 |
9,957.0 |
-136.0 |
-1.3% |
10,127.0 |
Low |
9,952.0 |
9,787.5 |
-164.5 |
-1.7% |
9,836.5 |
Close |
10,027.0 |
9,819.0 |
-208.0 |
-2.1% |
10,092.0 |
Range |
141.0 |
169.5 |
28.5 |
20.2% |
290.5 |
ATR |
160.5 |
166.1 |
5.6 |
3.5% |
0.0 |
Volume |
147,790 |
132,025 |
-15,765 |
-10.7% |
551,299 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,363.0 |
10,260.5 |
9,912.2 |
|
R3 |
10,193.5 |
10,091.0 |
9,865.6 |
|
R2 |
10,024.0 |
10,024.0 |
9,850.1 |
|
R1 |
9,921.5 |
9,921.5 |
9,834.5 |
9,888.0 |
PP |
9,854.5 |
9,854.5 |
9,854.5 |
9,837.8 |
S1 |
9,752.0 |
9,752.0 |
9,803.5 |
9,718.5 |
S2 |
9,685.0 |
9,685.0 |
9,787.9 |
|
S3 |
9,515.5 |
9,582.5 |
9,772.4 |
|
S4 |
9,346.0 |
9,413.0 |
9,725.8 |
|
|
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 |
9,787.5 |
339.5 |
3.5% |
172.6 |
1.8% |
9% |
False |
True |
126,502 |
10 |
10,127.0 |
9,785.0 |
342.0 |
3.5% |
139.9 |
1.4% |
10% |
False |
False |
109,488 |
20 |
10,127.0 |
9,125.0 |
1,002.0 |
10.2% |
142.2 |
1.4% |
69% |
False |
False |
113,350 |
40 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
171.3 |
1.7% |
83% |
False |
False |
126,428 |
60 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
166.3 |
1.7% |
83% |
False |
False |
126,325 |
80 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
154.0 |
1.6% |
83% |
False |
False |
95,872 |
100 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
150.5 |
1.5% |
83% |
False |
False |
76,768 |
120 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
141.9 |
1.4% |
83% |
False |
False |
64,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,677.4 |
2.618 |
10,400.8 |
1.618 |
10,231.3 |
1.000 |
10,126.5 |
0.618 |
10,061.8 |
HIGH |
9,957.0 |
0.618 |
9,892.3 |
0.500 |
9,872.3 |
0.382 |
9,852.2 |
LOW |
9,787.5 |
0.618 |
9,682.7 |
1.000 |
9,618.0 |
1.618 |
9,513.2 |
2.618 |
9,343.7 |
4.250 |
9,067.1 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,872.3 |
9,943.5 |
PP |
9,854.5 |
9,902.0 |
S1 |
9,836.8 |
9,860.5 |
|