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 |
4,307.75 |
4,278.00 |
-29.75 |
-0.7% |
4,328.00 |
High |
4,315.25 |
4,293.25 |
-22.00 |
-0.5% |
4,330.00 |
Low |
4,254.25 |
4,211.75 |
-42.50 |
-1.0% |
4,268.50 |
Close |
4,274.00 |
4,285.75 |
11.75 |
0.3% |
4,308.25 |
Range |
61.00 |
81.50 |
20.50 |
33.6% |
61.50 |
ATR |
41.76 |
44.60 |
2.84 |
6.8% |
0.00 |
Volume |
4,286 |
11,592 |
7,306 |
170.5% |
10,067 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,508.00 |
4,478.50 |
4,330.50 |
|
R3 |
4,426.50 |
4,397.00 |
4,308.25 |
|
R2 |
4,345.00 |
4,345.00 |
4,300.75 |
|
R1 |
4,315.50 |
4,315.50 |
4,293.25 |
4,330.25 |
PP |
4,263.50 |
4,263.50 |
4,263.50 |
4,271.00 |
S1 |
4,234.00 |
4,234.00 |
4,278.25 |
4,248.75 |
S2 |
4,182.00 |
4,182.00 |
4,270.75 |
|
S3 |
4,100.50 |
4,152.50 |
4,263.25 |
|
S4 |
4,019.00 |
4,071.00 |
4,241.00 |
|
|
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 |
4,211.75 |
111.75 |
2.6% |
46.50 |
1.1% |
66% |
False |
True |
4,345 |
10 |
4,342.25 |
4,211.75 |
130.50 |
3.0% |
41.75 |
1.0% |
57% |
False |
True |
2,846 |
20 |
4,342.25 |
4,155.25 |
187.00 |
4.4% |
38.25 |
0.9% |
70% |
False |
False |
1,794 |
40 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
49.75 |
1.2% |
91% |
False |
False |
1,070 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
53.00 |
1.2% |
91% |
False |
False |
759 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
44.50 |
1.0% |
91% |
False |
False |
572 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
38.50 |
0.9% |
91% |
False |
False |
458 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
32.75 |
0.8% |
91% |
False |
False |
382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,639.50 |
2.618 |
4,506.50 |
1.618 |
4,425.00 |
1.000 |
4,374.75 |
0.618 |
4,343.50 |
HIGH |
4,293.25 |
0.618 |
4,262.00 |
0.500 |
4,252.50 |
0.382 |
4,243.00 |
LOW |
4,211.75 |
0.618 |
4,161.50 |
1.000 |
4,130.25 |
1.618 |
4,080.00 |
2.618 |
3,998.50 |
4.250 |
3,865.50 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,274.75 |
4,279.25 |
PP |
4,263.50 |
4,272.75 |
S1 |
4,252.50 |
4,266.00 |
|