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 |
17,855 |
18,085 |
230 |
1.3% |
17,490 |
High |
18,115 |
18,090 |
-25 |
-0.1% |
18,115 |
Low |
17,775 |
17,695 |
-80 |
-0.5% |
17,350 |
Close |
18,050 |
17,745 |
-305 |
-1.7% |
18,050 |
Range |
340 |
395 |
55 |
16.2% |
765 |
ATR |
327 |
332 |
5 |
1.5% |
0 |
Volume |
16,731 |
41,023 |
24,292 |
145.2% |
80,835 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,028 |
18,782 |
17,962 |
|
R3 |
18,633 |
18,387 |
17,854 |
|
R2 |
18,238 |
18,238 |
17,818 |
|
R1 |
17,992 |
17,992 |
17,781 |
17,918 |
PP |
17,843 |
17,843 |
17,843 |
17,806 |
S1 |
17,597 |
17,597 |
17,709 |
17,523 |
S2 |
17,448 |
17,448 |
17,673 |
|
S3 |
17,053 |
17,202 |
17,637 |
|
S4 |
16,658 |
16,807 |
17,528 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,133 |
19,857 |
18,471 |
|
R3 |
19,368 |
19,092 |
18,261 |
|
R2 |
18,603 |
18,603 |
18,190 |
|
R1 |
18,327 |
18,327 |
18,120 |
18,465 |
PP |
17,838 |
17,838 |
17,838 |
17,908 |
S1 |
17,562 |
17,562 |
17,980 |
17,700 |
S2 |
17,073 |
17,073 |
17,910 |
|
S3 |
16,308 |
16,797 |
17,840 |
|
S4 |
15,543 |
16,032 |
17,629 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,115 |
17,465 |
650 |
3.7% |
304 |
1.7% |
43% |
False |
False |
20,441 |
10 |
18,115 |
17,195 |
920 |
5.2% |
280 |
1.6% |
60% |
False |
False |
16,061 |
20 |
18,115 |
16,735 |
1,380 |
7.8% |
326 |
1.8% |
73% |
False |
False |
17,647 |
40 |
18,115 |
14,400 |
3,715 |
20.9% |
366 |
2.1% |
90% |
False |
False |
21,838 |
60 |
18,115 |
14,400 |
3,715 |
20.9% |
341 |
1.9% |
90% |
False |
False |
20,041 |
80 |
18,115 |
14,400 |
3,715 |
20.9% |
292 |
1.6% |
90% |
False |
False |
16,643 |
100 |
18,115 |
14,400 |
3,715 |
20.9% |
254 |
1.4% |
90% |
False |
False |
13,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,769 |
2.618 |
19,124 |
1.618 |
18,729 |
1.000 |
18,485 |
0.618 |
18,334 |
HIGH |
18,090 |
0.618 |
17,939 |
0.500 |
17,893 |
0.382 |
17,846 |
LOW |
17,695 |
0.618 |
17,451 |
1.000 |
17,300 |
1.618 |
17,056 |
2.618 |
16,661 |
4.250 |
16,016 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,893 |
17,905 |
PP |
17,843 |
17,852 |
S1 |
17,794 |
17,798 |
|