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 |
3,208.0 |
3,268.0 |
60.0 |
1.9% |
3,220.0 |
High |
3,276.0 |
3,270.0 |
-6.0 |
-0.2% |
3,276.0 |
Low |
3,208.0 |
3,222.0 |
14.0 |
0.4% |
3,178.0 |
Close |
3,272.0 |
3,246.0 |
-26.0 |
-0.8% |
3,272.0 |
Range |
68.0 |
48.0 |
-20.0 |
-29.4% |
98.0 |
ATR |
53.8 |
53.5 |
-0.3 |
-0.5% |
0.0 |
Volume |
22,337 |
76,798 |
54,461 |
243.8% |
284,087 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,390.0 |
3,366.0 |
3,272.4 |
|
R3 |
3,342.0 |
3,318.0 |
3,259.2 |
|
R2 |
3,294.0 |
3,294.0 |
3,254.8 |
|
R1 |
3,270.0 |
3,270.0 |
3,250.4 |
3,258.0 |
PP |
3,246.0 |
3,246.0 |
3,246.0 |
3,240.0 |
S1 |
3,222.0 |
3,222.0 |
3,241.6 |
3,210.0 |
S2 |
3,198.0 |
3,198.0 |
3,237.2 |
|
S3 |
3,150.0 |
3,174.0 |
3,232.8 |
|
S4 |
3,102.0 |
3,126.0 |
3,219.6 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,536.0 |
3,502.0 |
3,325.9 |
|
R3 |
3,438.0 |
3,404.0 |
3,299.0 |
|
R2 |
3,340.0 |
3,340.0 |
3,290.0 |
|
R1 |
3,306.0 |
3,306.0 |
3,281.0 |
3,323.0 |
PP |
3,242.0 |
3,242.0 |
3,242.0 |
3,250.5 |
S1 |
3,208.0 |
3,208.0 |
3,263.0 |
3,225.0 |
S2 |
3,144.0 |
3,144.0 |
3,254.0 |
|
S3 |
3,046.0 |
3,110.0 |
3,245.1 |
|
S4 |
2,948.0 |
3,012.0 |
3,218.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,276.0 |
3,178.0 |
98.0 |
3.0% |
55.0 |
1.7% |
69% |
False |
False |
64,260 |
10 |
3,276.0 |
3,178.0 |
98.0 |
3.0% |
42.8 |
1.3% |
69% |
False |
False |
38,177 |
20 |
3,276.0 |
3,013.0 |
263.0 |
8.1% |
46.4 |
1.4% |
89% |
False |
False |
36,065 |
40 |
3,276.0 |
2,768.0 |
508.0 |
15.7% |
57.8 |
1.8% |
94% |
False |
False |
25,398 |
60 |
3,285.0 |
2,768.0 |
517.0 |
15.9% |
56.1 |
1.7% |
92% |
False |
False |
17,610 |
80 |
3,285.0 |
2,768.0 |
517.0 |
15.9% |
48.9 |
1.5% |
92% |
False |
False |
13,410 |
100 |
3,285.0 |
2,768.0 |
517.0 |
15.9% |
46.2 |
1.4% |
92% |
False |
False |
10,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,474.0 |
2.618 |
3,395.7 |
1.618 |
3,347.7 |
1.000 |
3,318.0 |
0.618 |
3,299.7 |
HIGH |
3,270.0 |
0.618 |
3,251.7 |
0.500 |
3,246.0 |
0.382 |
3,240.3 |
LOW |
3,222.0 |
0.618 |
3,192.3 |
1.000 |
3,174.0 |
1.618 |
3,144.3 |
2.618 |
3,096.3 |
4.250 |
3,018.0 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,246.0 |
3,239.7 |
PP |
3,246.0 |
3,233.3 |
S1 |
3,246.0 |
3,227.0 |
|