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 |
1,174.3 |
1,183.3 |
9.0 |
0.8% |
1,171.6 |
High |
1,185.1 |
1,189.0 |
3.9 |
0.3% |
1,185.1 |
Low |
1,172.0 |
1,163.3 |
-8.7 |
-0.7% |
1,151.9 |
Close |
1,182.3 |
1,166.2 |
-16.1 |
-1.4% |
1,182.3 |
Range |
13.1 |
25.7 |
12.6 |
96.2% |
33.2 |
ATR |
17.0 |
17.7 |
0.6 |
3.6% |
0.0 |
Volume |
93,990 |
106,121 |
12,131 |
12.9% |
469,093 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.0 |
1,233.8 |
1,180.3 |
|
R3 |
1,224.3 |
1,208.0 |
1,173.3 |
|
R2 |
1,198.5 |
1,198.5 |
1,171.0 |
|
R1 |
1,182.3 |
1,182.3 |
1,168.5 |
1,177.5 |
PP |
1,172.8 |
1,172.8 |
1,172.8 |
1,170.5 |
S1 |
1,156.8 |
1,156.8 |
1,163.8 |
1,152.0 |
S2 |
1,147.3 |
1,147.3 |
1,161.5 |
|
S3 |
1,121.5 |
1,131.0 |
1,159.3 |
|
S4 |
1,095.8 |
1,105.3 |
1,152.0 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.8 |
1,260.8 |
1,200.5 |
|
R3 |
1,239.5 |
1,227.5 |
1,191.5 |
|
R2 |
1,206.3 |
1,206.3 |
1,188.5 |
|
R1 |
1,194.3 |
1,194.3 |
1,185.3 |
1,200.3 |
PP |
1,173.0 |
1,173.0 |
1,173.0 |
1,176.0 |
S1 |
1,161.0 |
1,161.0 |
1,179.3 |
1,167.0 |
S2 |
1,140.0 |
1,140.0 |
1,176.3 |
|
S3 |
1,106.8 |
1,128.0 |
1,173.3 |
|
S4 |
1,073.5 |
1,094.8 |
1,164.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,189.0 |
1,152.9 |
36.1 |
3.1% |
17.8 |
1.5% |
37% |
True |
False |
93,853 |
10 |
1,194.0 |
1,151.9 |
42.1 |
3.6% |
17.0 |
1.5% |
34% |
False |
False |
80,080 |
20 |
1,194.0 |
1,148.2 |
45.8 |
3.9% |
16.0 |
1.4% |
39% |
False |
False |
85,684 |
40 |
1,194.0 |
1,038.6 |
155.4 |
13.3% |
19.3 |
1.7% |
82% |
False |
False |
118,497 |
60 |
1,194.0 |
1,038.6 |
155.4 |
13.3% |
19.8 |
1.7% |
82% |
False |
False |
136,674 |
80 |
1,194.0 |
1,038.6 |
155.4 |
13.3% |
18.0 |
1.5% |
82% |
False |
False |
106,785 |
100 |
1,194.0 |
1,038.6 |
155.4 |
13.3% |
17.0 |
1.5% |
82% |
False |
False |
85,437 |
120 |
1,205.4 |
1,038.6 |
166.8 |
14.3% |
16.0 |
1.4% |
76% |
False |
False |
71,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,298.3 |
2.618 |
1,256.3 |
1.618 |
1,230.5 |
1.000 |
1,214.8 |
0.618 |
1,205.0 |
HIGH |
1,189.0 |
0.618 |
1,179.3 |
0.500 |
1,176.3 |
0.382 |
1,173.0 |
LOW |
1,163.3 |
0.618 |
1,147.5 |
1.000 |
1,137.5 |
1.618 |
1,121.8 |
2.618 |
1,096.0 |
4.250 |
1,054.0 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,176.3 |
1,176.3 |
PP |
1,172.8 |
1,172.8 |
S1 |
1,169.5 |
1,169.5 |
|