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 |
4,307.25 |
4,307.75 |
0.50 |
0.0% |
4,328.00 |
High |
4,320.50 |
4,315.25 |
-5.25 |
-0.1% |
4,330.00 |
Low |
4,297.75 |
4,254.25 |
-43.50 |
-1.0% |
4,268.50 |
Close |
4,308.25 |
4,274.00 |
-34.25 |
-0.8% |
4,308.25 |
Range |
22.75 |
61.00 |
38.25 |
168.1% |
61.50 |
ATR |
40.29 |
41.76 |
1.48 |
3.7% |
0.00 |
Volume |
1,628 |
4,286 |
2,658 |
163.3% |
10,067 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,464.25 |
4,430.00 |
4,307.50 |
|
R3 |
4,403.25 |
4,369.00 |
4,290.75 |
|
R2 |
4,342.25 |
4,342.25 |
4,285.25 |
|
R1 |
4,308.00 |
4,308.00 |
4,279.50 |
4,294.50 |
PP |
4,281.25 |
4,281.25 |
4,281.25 |
4,274.50 |
S1 |
4,247.00 |
4,247.00 |
4,268.50 |
4,233.50 |
S2 |
4,220.25 |
4,220.25 |
4,262.75 |
|
S3 |
4,159.25 |
4,186.00 |
4,257.25 |
|
S4 |
4,098.25 |
4,125.00 |
4,240.50 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,486.75 |
4,459.00 |
4,342.00 |
|
R3 |
4,425.25 |
4,397.50 |
4,325.25 |
|
R2 |
4,363.75 |
4,363.75 |
4,319.50 |
|
R1 |
4,336.00 |
4,336.00 |
4,314.00 |
4,319.00 |
PP |
4,302.25 |
4,302.25 |
4,302.25 |
4,293.75 |
S1 |
4,274.50 |
4,274.50 |
4,302.50 |
4,257.50 |
S2 |
4,240.75 |
4,240.75 |
4,297.00 |
|
S3 |
4,179.25 |
4,213.00 |
4,291.25 |
|
S4 |
4,117.75 |
4,151.50 |
4,274.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,323.50 |
4,254.25 |
69.25 |
1.6% |
36.00 |
0.8% |
29% |
False |
True |
2,340 |
10 |
4,342.25 |
4,244.75 |
97.50 |
2.3% |
37.00 |
0.9% |
30% |
False |
False |
1,755 |
20 |
4,342.25 |
4,138.00 |
204.25 |
4.8% |
35.75 |
0.8% |
67% |
False |
False |
1,231 |
40 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
50.00 |
1.2% |
90% |
False |
False |
786 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
52.50 |
1.2% |
90% |
False |
False |
566 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
43.50 |
1.0% |
90% |
False |
False |
427 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
37.75 |
0.9% |
90% |
False |
False |
342 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
32.25 |
0.8% |
90% |
False |
False |
286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,574.50 |
2.618 |
4,475.00 |
1.618 |
4,414.00 |
1.000 |
4,376.25 |
0.618 |
4,353.00 |
HIGH |
4,315.25 |
0.618 |
4,292.00 |
0.500 |
4,284.75 |
0.382 |
4,277.50 |
LOW |
4,254.25 |
0.618 |
4,216.50 |
1.000 |
4,193.25 |
1.618 |
4,155.50 |
2.618 |
4,094.50 |
4.250 |
3,995.00 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,284.75 |
4,289.00 |
PP |
4,281.25 |
4,284.00 |
S1 |
4,277.50 |
4,279.00 |
|