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 |
4,313.00 |
4,314.25 |
1.25 |
0.0% |
4,330.75 |
High |
4,326.75 |
4,320.25 |
-6.50 |
-0.2% |
4,335.50 |
Low |
4,302.75 |
4,259.00 |
-43.75 |
-1.0% |
4,273.50 |
Close |
4,313.25 |
4,279.00 |
-34.25 |
-0.8% |
4,313.25 |
Range |
24.00 |
61.25 |
37.25 |
155.2% |
62.00 |
ATR |
42.23 |
43.59 |
1.36 |
3.2% |
0.00 |
Volume |
199,234 |
320,418 |
121,184 |
60.8% |
1,189,645 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,469.75 |
4,435.75 |
4,312.75 |
|
R3 |
4,408.50 |
4,374.50 |
4,295.75 |
|
R2 |
4,347.25 |
4,347.25 |
4,290.25 |
|
R1 |
4,313.25 |
4,313.25 |
4,284.50 |
4,299.50 |
PP |
4,286.00 |
4,286.00 |
4,286.00 |
4,279.25 |
S1 |
4,252.00 |
4,252.00 |
4,273.50 |
4,238.50 |
S2 |
4,224.75 |
4,224.75 |
4,267.75 |
|
S3 |
4,163.50 |
4,190.75 |
4,262.25 |
|
S4 |
4,102.25 |
4,129.50 |
4,245.25 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,493.50 |
4,465.25 |
4,347.25 |
|
R3 |
4,431.50 |
4,403.25 |
4,330.25 |
|
R2 |
4,369.50 |
4,369.50 |
4,324.50 |
|
R1 |
4,341.25 |
4,341.25 |
4,319.00 |
4,324.50 |
PP |
4,307.50 |
4,307.50 |
4,307.50 |
4,299.00 |
S1 |
4,279.25 |
4,279.25 |
4,307.50 |
4,262.50 |
S2 |
4,245.50 |
4,245.50 |
4,302.00 |
|
S3 |
4,183.50 |
4,217.25 |
4,296.25 |
|
S4 |
4,121.50 |
4,155.25 |
4,279.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,328.50 |
4,259.00 |
69.50 |
1.6% |
36.50 |
0.9% |
29% |
False |
True |
237,138 |
10 |
4,348.00 |
4,248.00 |
100.00 |
2.3% |
38.00 |
0.9% |
31% |
False |
False |
210,744 |
20 |
4,348.00 |
4,144.00 |
204.00 |
4.8% |
37.25 |
0.9% |
66% |
False |
False |
215,176 |
40 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
53.25 |
1.2% |
90% |
False |
False |
299,717 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
56.75 |
1.3% |
90% |
False |
False |
324,708 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
50.00 |
1.2% |
90% |
False |
False |
249,739 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
48.75 |
1.1% |
90% |
False |
False |
199,901 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
46.00 |
1.1% |
90% |
False |
False |
166,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,580.50 |
2.618 |
4,480.50 |
1.618 |
4,419.25 |
1.000 |
4,381.50 |
0.618 |
4,358.00 |
HIGH |
4,320.25 |
0.618 |
4,296.75 |
0.500 |
4,289.50 |
0.382 |
4,282.50 |
LOW |
4,259.00 |
0.618 |
4,221.25 |
1.000 |
4,197.75 |
1.618 |
4,160.00 |
2.618 |
4,098.75 |
4.250 |
3,998.75 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,289.50 |
4,293.75 |
PP |
4,286.00 |
4,288.75 |
S1 |
4,282.50 |
4,284.00 |
|