| 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 |
6,710.0 |
6,727.5 |
17.5 |
0.3% |
6,672.0 |
| High |
6,756.5 |
6,731.5 |
-25.0 |
-0.4% |
6,758.0 |
| Low |
6,710.0 |
6,637.5 |
-72.5 |
-1.1% |
6,638.5 |
| Close |
6,741.5 |
6,683.5 |
-58.0 |
-0.9% |
6,741.5 |
| Range |
46.5 |
94.0 |
47.5 |
102.2% |
119.5 |
| ATR |
71.1 |
73.5 |
2.3 |
3.3% |
0.0 |
| Volume |
73,422 |
74,009 |
587 |
0.8% |
469,668 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,966.0 |
6,919.0 |
6,735.0 |
|
| R3 |
6,872.0 |
6,825.0 |
6,709.5 |
|
| R2 |
6,778.0 |
6,778.0 |
6,700.5 |
|
| R1 |
6,731.0 |
6,731.0 |
6,692.0 |
6,707.5 |
| PP |
6,684.0 |
6,684.0 |
6,684.0 |
6,672.5 |
| S1 |
6,637.0 |
6,637.0 |
6,675.0 |
6,613.5 |
| S2 |
6,590.0 |
6,590.0 |
6,666.5 |
|
| S3 |
6,496.0 |
6,543.0 |
6,657.5 |
|
| S4 |
6,402.0 |
6,449.0 |
6,632.0 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,071.0 |
7,026.0 |
6,807.0 |
|
| R3 |
6,951.5 |
6,906.5 |
6,774.5 |
|
| R2 |
6,832.0 |
6,832.0 |
6,763.5 |
|
| R1 |
6,787.0 |
6,787.0 |
6,752.5 |
6,809.5 |
| PP |
6,712.5 |
6,712.5 |
6,712.5 |
6,724.0 |
| S1 |
6,667.5 |
6,667.5 |
6,730.5 |
6,690.0 |
| S2 |
6,593.0 |
6,593.0 |
6,719.5 |
|
| S3 |
6,473.5 |
6,548.0 |
6,708.5 |
|
| S4 |
6,354.0 |
6,428.5 |
6,676.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,758.0 |
6,637.5 |
120.5 |
1.8% |
64.0 |
1.0% |
38% |
False |
True |
86,783 |
| 10 |
6,768.0 |
6,637.5 |
130.5 |
2.0% |
57.0 |
0.9% |
35% |
False |
True |
83,654 |
| 20 |
6,776.0 |
6,575.5 |
200.5 |
3.0% |
55.0 |
0.8% |
54% |
False |
False |
80,836 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
11.0% |
80.5 |
1.2% |
87% |
False |
False |
102,830 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
84.5 |
1.3% |
77% |
False |
False |
110,773 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
74.0 |
1.1% |
77% |
False |
False |
89,737 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
65.0 |
1.0% |
77% |
False |
False |
71,798 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
56.0 |
0.8% |
77% |
False |
False |
59,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,131.0 |
|
2.618 |
6,977.5 |
|
1.618 |
6,883.5 |
|
1.000 |
6,825.5 |
|
0.618 |
6,789.5 |
|
HIGH |
6,731.5 |
|
0.618 |
6,695.5 |
|
0.500 |
6,684.5 |
|
0.382 |
6,673.5 |
|
LOW |
6,637.5 |
|
0.618 |
6,579.5 |
|
1.000 |
6,543.5 |
|
1.618 |
6,485.5 |
|
2.618 |
6,391.5 |
|
4.250 |
6,238.0 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,684.5 |
6,697.0 |
| PP |
6,684.0 |
6,692.5 |
| S1 |
6,684.0 |
6,688.0 |
|