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 |
17,886 |
17,953 |
67 |
0.4% |
17,784 |
High |
17,980 |
17,963 |
-17 |
-0.1% |
17,980 |
Low |
17,882 |
17,793 |
-89 |
-0.5% |
17,701 |
Close |
17,953 |
17,851 |
-102 |
-0.6% |
17,953 |
Range |
98 |
170 |
72 |
73.5% |
279 |
ATR |
130 |
133 |
3 |
2.2% |
0 |
Volume |
100,804 |
134,648 |
33,844 |
33.6% |
571,269 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,379 |
18,285 |
17,945 |
|
R3 |
18,209 |
18,115 |
17,898 |
|
R2 |
18,039 |
18,039 |
17,882 |
|
R1 |
17,945 |
17,945 |
17,867 |
17,907 |
PP |
17,869 |
17,869 |
17,869 |
17,850 |
S1 |
17,775 |
17,775 |
17,836 |
17,737 |
S2 |
17,699 |
17,699 |
17,820 |
|
S3 |
17,529 |
17,605 |
17,804 |
|
S4 |
17,359 |
17,435 |
17,758 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,715 |
18,613 |
18,107 |
|
R3 |
18,436 |
18,334 |
18,030 |
|
R2 |
18,157 |
18,157 |
18,004 |
|
R1 |
18,055 |
18,055 |
17,979 |
18,106 |
PP |
17,878 |
17,878 |
17,878 |
17,904 |
S1 |
17,776 |
17,776 |
17,928 |
17,827 |
S2 |
17,599 |
17,599 |
17,902 |
|
S3 |
17,320 |
17,497 |
17,876 |
|
S4 |
17,041 |
17,218 |
17,800 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,980 |
17,755 |
225 |
1.3% |
121 |
0.7% |
43% |
False |
False |
113,258 |
10 |
17,980 |
17,701 |
279 |
1.6% |
104 |
0.6% |
54% |
False |
False |
100,175 |
20 |
17,980 |
17,472 |
508 |
2.8% |
108 |
0.6% |
75% |
False |
False |
100,822 |
40 |
17,980 |
15,769 |
2,211 |
12.4% |
173 |
1.0% |
94% |
False |
False |
155,717 |
60 |
17,980 |
15,769 |
2,211 |
12.4% |
186 |
1.0% |
94% |
False |
False |
167,058 |
80 |
17,980 |
15,769 |
2,211 |
12.4% |
166 |
0.9% |
94% |
False |
False |
127,892 |
100 |
17,980 |
15,769 |
2,211 |
12.4% |
158 |
0.9% |
94% |
False |
False |
102,325 |
120 |
17,980 |
15,769 |
2,211 |
12.4% |
145 |
0.8% |
94% |
False |
False |
85,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,686 |
2.618 |
18,408 |
1.618 |
18,238 |
1.000 |
18,133 |
0.618 |
18,068 |
HIGH |
17,963 |
0.618 |
17,898 |
0.500 |
17,878 |
0.382 |
17,858 |
LOW |
17,793 |
0.618 |
17,688 |
1.000 |
17,623 |
1.618 |
17,518 |
2.618 |
17,348 |
4.250 |
17,071 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,878 |
17,887 |
PP |
17,869 |
17,875 |
S1 |
17,860 |
17,863 |
|