Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3,268.0 |
3,222.0 |
-46.0 |
-1.4% |
3,220.0 |
High |
3,270.0 |
3,222.0 |
-48.0 |
-1.5% |
3,276.0 |
Low |
3,222.0 |
3,154.0 |
-68.0 |
-2.1% |
3,178.0 |
Close |
3,246.0 |
3,164.0 |
-82.0 |
-2.5% |
3,272.0 |
Range |
48.0 |
68.0 |
20.0 |
41.7% |
98.0 |
ATR |
53.5 |
56.3 |
2.7 |
5.1% |
0.0 |
Volume |
76,798 |
291,799 |
215,001 |
280.0% |
284,087 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,384.0 |
3,342.0 |
3,201.4 |
|
R3 |
3,316.0 |
3,274.0 |
3,182.7 |
|
R2 |
3,248.0 |
3,248.0 |
3,176.5 |
|
R1 |
3,206.0 |
3,206.0 |
3,170.2 |
3,193.0 |
PP |
3,180.0 |
3,180.0 |
3,180.0 |
3,173.5 |
S1 |
3,138.0 |
3,138.0 |
3,157.8 |
3,125.0 |
S2 |
3,112.0 |
3,112.0 |
3,151.5 |
|
S3 |
3,044.0 |
3,070.0 |
3,145.3 |
|
S4 |
2,976.0 |
3,002.0 |
3,126.6 |
|
|
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 |
3,154.0 |
122.0 |
3.9% |
60.8 |
1.9% |
8% |
False |
True |
113,061 |
10 |
3,276.0 |
3,154.0 |
122.0 |
3.9% |
45.5 |
1.4% |
8% |
False |
True |
66,835 |
20 |
3,276.0 |
3,013.0 |
263.0 |
8.3% |
48.6 |
1.5% |
57% |
False |
False |
49,400 |
40 |
3,276.0 |
2,768.0 |
508.0 |
16.1% |
57.9 |
1.8% |
78% |
False |
False |
32,648 |
60 |
3,285.0 |
2,768.0 |
517.0 |
16.3% |
56.8 |
1.8% |
77% |
False |
False |
22,469 |
80 |
3,285.0 |
2,768.0 |
517.0 |
16.3% |
49.6 |
1.6% |
77% |
False |
False |
17,043 |
100 |
3,285.0 |
2,768.0 |
517.0 |
16.3% |
46.4 |
1.5% |
77% |
False |
False |
13,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,511.0 |
2.618 |
3,400.0 |
1.618 |
3,332.0 |
1.000 |
3,290.0 |
0.618 |
3,264.0 |
HIGH |
3,222.0 |
0.618 |
3,196.0 |
0.500 |
3,188.0 |
0.382 |
3,180.0 |
LOW |
3,154.0 |
0.618 |
3,112.0 |
1.000 |
3,086.0 |
1.618 |
3,044.0 |
2.618 |
2,976.0 |
4.250 |
2,865.0 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,188.0 |
3,215.0 |
PP |
3,180.0 |
3,198.0 |
S1 |
3,172.0 |
3,181.0 |
|