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 |
17,823 |
17,879 |
56 |
0.3% |
17,721 |
High |
17,908 |
17,892 |
-16 |
-0.1% |
17,908 |
Low |
17,813 |
17,727 |
-86 |
-0.5% |
17,636 |
Close |
17,883 |
17,781 |
-102 |
-0.6% |
17,883 |
Range |
95 |
165 |
70 |
73.7% |
272 |
ATR |
117 |
120 |
3 |
3.0% |
0 |
Volume |
836 |
4,089 |
3,253 |
389.1% |
4,428 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,295 |
18,203 |
17,872 |
|
R3 |
18,130 |
18,038 |
17,827 |
|
R2 |
17,965 |
17,965 |
17,811 |
|
R1 |
17,873 |
17,873 |
17,796 |
17,837 |
PP |
17,800 |
17,800 |
17,800 |
17,782 |
S1 |
17,708 |
17,708 |
17,766 |
17,672 |
S2 |
17,635 |
17,635 |
17,751 |
|
S3 |
17,470 |
17,543 |
17,736 |
|
S4 |
17,305 |
17,378 |
17,690 |
|
|
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 |
17,691 |
217 |
1.2% |
117 |
0.7% |
41% |
False |
False |
1,500 |
10 |
17,908 |
17,636 |
272 |
1.5% |
99 |
0.6% |
53% |
False |
False |
1,012 |
20 |
17,908 |
17,404 |
504 |
2.8% |
96 |
0.5% |
75% |
False |
False |
581 |
40 |
17,908 |
15,740 |
2,168 |
12.2% |
148 |
0.8% |
94% |
False |
False |
311 |
60 |
17,908 |
15,740 |
2,168 |
12.2% |
149 |
0.8% |
94% |
False |
False |
211 |
80 |
17,908 |
15,740 |
2,168 |
12.2% |
121 |
0.7% |
94% |
False |
False |
160 |
100 |
17,908 |
15,740 |
2,168 |
12.2% |
100 |
0.6% |
94% |
False |
False |
129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,593 |
2.618 |
18,324 |
1.618 |
18,159 |
1.000 |
18,057 |
0.618 |
17,994 |
HIGH |
17,892 |
0.618 |
17,829 |
0.500 |
17,810 |
0.382 |
17,790 |
LOW |
17,727 |
0.618 |
17,625 |
1.000 |
17,562 |
1.618 |
17,460 |
2.618 |
17,295 |
4.250 |
17,026 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,810 |
17,818 |
PP |
17,800 |
17,805 |
S1 |
17,791 |
17,793 |
|