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 |
1,205.9 |
1,191.2 |
-14.7 |
-1.2% |
1,159.4 |
High |
1,208.5 |
1,209.3 |
0.8 |
0.1% |
1,221.0 |
Low |
1,186.4 |
1,187.3 |
0.9 |
0.1% |
1,141.7 |
Close |
1,190.4 |
1,194.9 |
4.5 |
0.4% |
1,190.4 |
Range |
22.1 |
22.0 |
-0.1 |
-0.5% |
79.3 |
ATR |
23.2 |
23.1 |
-0.1 |
-0.4% |
0.0 |
Volume |
157,202 |
107,505 |
-49,697 |
-31.6% |
931,686 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.2 |
1,251.0 |
1,207.0 |
|
R3 |
1,241.2 |
1,229.0 |
1,201.0 |
|
R2 |
1,219.2 |
1,219.2 |
1,198.9 |
|
R1 |
1,207.0 |
1,207.0 |
1,196.9 |
1,213.1 |
PP |
1,197.2 |
1,197.2 |
1,197.2 |
1,200.2 |
S1 |
1,185.0 |
1,185.0 |
1,192.9 |
1,191.1 |
S2 |
1,175.2 |
1,175.2 |
1,190.9 |
|
S3 |
1,153.2 |
1,163.0 |
1,188.9 |
|
S4 |
1,131.2 |
1,141.0 |
1,182.8 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.3 |
1,385.6 |
1,234.0 |
|
R3 |
1,343.0 |
1,306.3 |
1,212.2 |
|
R2 |
1,263.7 |
1,263.7 |
1,204.9 |
|
R1 |
1,227.0 |
1,227.0 |
1,197.7 |
1,245.4 |
PP |
1,184.4 |
1,184.4 |
1,184.4 |
1,193.5 |
S1 |
1,147.7 |
1,147.7 |
1,183.1 |
1,166.1 |
S2 |
1,105.1 |
1,105.1 |
1,175.9 |
|
S3 |
1,025.8 |
1,068.4 |
1,168.6 |
|
S4 |
946.5 |
989.1 |
1,146.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,215.0 |
1,186.4 |
28.6 |
2.4% |
19.8 |
1.7% |
30% |
False |
False |
139,376 |
10 |
1,221.0 |
1,141.7 |
79.3 |
6.6% |
24.6 |
2.1% |
67% |
False |
False |
161,462 |
20 |
1,221.0 |
1,141.7 |
79.3 |
6.6% |
23.8 |
2.0% |
67% |
False |
False |
96,095 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
20.0 |
1.7% |
51% |
False |
False |
52,164 |
60 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
18.0 |
1.5% |
51% |
False |
False |
35,476 |
80 |
1,315.9 |
1,132.0 |
183.9 |
15.4% |
16.6 |
1.4% |
34% |
False |
False |
27,053 |
100 |
1,323.0 |
1,132.0 |
191.0 |
16.0% |
15.5 |
1.3% |
33% |
False |
False |
21,898 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
15.1 |
1.3% |
29% |
False |
False |
18,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,302.8 |
2.618 |
1,266.9 |
1.618 |
1,244.9 |
1.000 |
1,231.3 |
0.618 |
1,222.9 |
HIGH |
1,209.3 |
0.618 |
1,200.9 |
0.500 |
1,198.3 |
0.382 |
1,195.7 |
LOW |
1,187.3 |
0.618 |
1,173.7 |
1.000 |
1,165.3 |
1.618 |
1,151.7 |
2.618 |
1,129.7 |
4.250 |
1,093.8 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,198.3 |
1,200.0 |
PP |
1,197.2 |
1,198.3 |
S1 |
1,196.0 |
1,196.6 |
|