| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
17,824 |
17,823 |
-1 |
0.0% |
17,721 |
| High |
17,860 |
17,908 |
48 |
0.3% |
17,908 |
| Low |
17,731 |
17,813 |
82 |
0.5% |
17,636 |
| Close |
17,819 |
17,883 |
64 |
0.4% |
17,883 |
| Range |
129 |
95 |
-34 |
-26.4% |
272 |
| ATR |
118 |
117 |
-2 |
-1.4% |
0 |
| Volume |
1,470 |
836 |
-634 |
-43.1% |
4,428 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,153 |
18,113 |
17,935 |
|
| R3 |
18,058 |
18,018 |
17,909 |
|
| R2 |
17,963 |
17,963 |
17,901 |
|
| R1 |
17,923 |
17,923 |
17,892 |
17,943 |
| PP |
17,868 |
17,868 |
17,868 |
17,878 |
| S1 |
17,828 |
17,828 |
17,874 |
17,848 |
| S2 |
17,773 |
17,773 |
17,866 |
|
| S3 |
17,678 |
17,733 |
17,857 |
|
| S4 |
17,583 |
17,638 |
17,831 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,625 |
18,526 |
18,033 |
|
| R3 |
18,353 |
18,254 |
17,958 |
|
| R2 |
18,081 |
18,081 |
17,933 |
|
| R1 |
17,982 |
17,982 |
17,908 |
18,032 |
| PP |
17,809 |
17,809 |
17,809 |
17,834 |
| S1 |
17,710 |
17,710 |
17,858 |
17,760 |
| S2 |
17,537 |
17,537 |
17,833 |
|
| S3 |
17,265 |
17,438 |
17,808 |
|
| S4 |
16,993 |
17,166 |
17,734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,908 |
17,636 |
272 |
1.5% |
105 |
0.6% |
91% |
True |
False |
885 |
| 10 |
17,908 |
17,614 |
294 |
1.6% |
101 |
0.6% |
91% |
True |
False |
663 |
| 20 |
17,908 |
17,370 |
538 |
3.0% |
92 |
0.5% |
95% |
True |
False |
379 |
| 40 |
17,908 |
15,740 |
2,168 |
12.1% |
149 |
0.8% |
99% |
True |
False |
210 |
| 60 |
17,908 |
15,740 |
2,168 |
12.1% |
148 |
0.8% |
99% |
True |
False |
143 |
| 80 |
17,908 |
15,740 |
2,168 |
12.1% |
120 |
0.7% |
99% |
True |
False |
109 |
| 100 |
17,908 |
15,740 |
2,168 |
12.1% |
100 |
0.6% |
99% |
True |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,312 |
|
2.618 |
18,157 |
|
1.618 |
18,062 |
|
1.000 |
18,003 |
|
0.618 |
17,967 |
|
HIGH |
17,908 |
|
0.618 |
17,872 |
|
0.500 |
17,861 |
|
0.382 |
17,849 |
|
LOW |
17,813 |
|
0.618 |
17,754 |
|
1.000 |
17,718 |
|
1.618 |
17,659 |
|
2.618 |
17,564 |
|
4.250 |
17,409 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,876 |
17,862 |
| PP |
17,868 |
17,841 |
| S1 |
17,861 |
17,820 |
|