Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
9,957.0 |
9,885.0 |
-72.0 |
-0.7% |
9,927.0 |
High |
9,957.0 |
9,914.0 |
-43.0 |
-0.4% |
10,127.0 |
Low |
9,787.5 |
9,735.0 |
-52.5 |
-0.5% |
9,836.5 |
Close |
9,819.0 |
9,814.5 |
-4.5 |
0.0% |
10,092.0 |
Range |
169.5 |
179.0 |
9.5 |
5.6% |
290.5 |
ATR |
166.1 |
167.1 |
0.9 |
0.6% |
0.0 |
Volume |
132,025 |
140,545 |
8,520 |
6.5% |
551,299 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,358.2 |
10,265.3 |
9,913.0 |
|
R3 |
10,179.2 |
10,086.3 |
9,863.7 |
|
R2 |
10,000.2 |
10,000.2 |
9,847.3 |
|
R1 |
9,907.3 |
9,907.3 |
9,830.9 |
9,864.3 |
PP |
9,821.2 |
9,821.2 |
9,821.2 |
9,799.6 |
S1 |
9,728.3 |
9,728.3 |
9,798.1 |
9,685.3 |
S2 |
9,642.2 |
9,642.2 |
9,781.7 |
|
S3 |
9,463.2 |
9,549.3 |
9,765.3 |
|
S4 |
9,284.2 |
9,370.3 |
9,716.1 |
|
|
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 |
9,735.0 |
392.0 |
4.0% |
194.9 |
2.0% |
20% |
False |
True |
123,664 |
10 |
10,127.0 |
9,735.0 |
392.0 |
4.0% |
143.8 |
1.5% |
20% |
False |
True |
114,076 |
20 |
10,127.0 |
9,125.0 |
1,002.0 |
10.2% |
147.2 |
1.5% |
69% |
False |
False |
113,980 |
40 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
171.8 |
1.8% |
82% |
False |
False |
123,881 |
60 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
167.7 |
1.7% |
82% |
False |
False |
127,535 |
80 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
152.8 |
1.6% |
82% |
False |
False |
97,624 |
100 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
151.6 |
1.5% |
82% |
False |
False |
78,172 |
120 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
142.9 |
1.5% |
82% |
False |
False |
65,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,674.8 |
2.618 |
10,382.6 |
1.618 |
10,203.6 |
1.000 |
10,093.0 |
0.618 |
10,024.6 |
HIGH |
9,914.0 |
0.618 |
9,845.6 |
0.500 |
9,824.5 |
0.382 |
9,803.4 |
LOW |
9,735.0 |
0.618 |
9,624.4 |
1.000 |
9,556.0 |
1.618 |
9,445.4 |
2.618 |
9,266.4 |
4.250 |
8,974.3 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,824.5 |
9,914.0 |
PP |
9,821.2 |
9,880.8 |
S1 |
9,817.8 |
9,847.7 |
|