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 |
17,950 |
18,185 |
235 |
1.3% |
17,495 |
High |
18,205 |
18,190 |
-15 |
-0.1% |
18,205 |
Low |
17,870 |
17,815 |
-55 |
-0.3% |
17,480 |
Close |
18,150 |
17,870 |
-280 |
-1.5% |
18,150 |
Range |
335 |
375 |
40 |
11.9% |
725 |
ATR |
276 |
283 |
7 |
2.6% |
0 |
Volume |
3,312 |
28,938 |
25,626 |
773.7% |
9,512 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,083 |
18,852 |
18,076 |
|
R3 |
18,708 |
18,477 |
17,973 |
|
R2 |
18,333 |
18,333 |
17,939 |
|
R1 |
18,102 |
18,102 |
17,905 |
18,030 |
PP |
17,958 |
17,958 |
17,958 |
17,923 |
S1 |
17,727 |
17,727 |
17,836 |
17,655 |
S2 |
17,583 |
17,583 |
17,801 |
|
S3 |
17,208 |
17,352 |
17,767 |
|
S4 |
16,833 |
16,977 |
17,664 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,120 |
19,860 |
18,549 |
|
R3 |
19,395 |
19,135 |
18,350 |
|
R2 |
18,670 |
18,670 |
18,283 |
|
R1 |
18,410 |
18,410 |
18,217 |
18,540 |
PP |
17,945 |
17,945 |
17,945 |
18,010 |
S1 |
17,685 |
17,685 |
18,084 |
17,815 |
S2 |
17,220 |
17,220 |
18,017 |
|
S3 |
16,495 |
16,960 |
17,951 |
|
S4 |
15,770 |
16,235 |
17,751 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,205 |
17,545 |
660 |
3.7% |
298 |
1.7% |
49% |
False |
False |
7,588 |
10 |
18,205 |
17,275 |
930 |
5.2% |
259 |
1.4% |
64% |
False |
False |
4,022 |
20 |
18,205 |
16,825 |
1,380 |
7.7% |
271 |
1.5% |
76% |
False |
False |
2,230 |
40 |
18,205 |
14,600 |
3,605 |
20.2% |
248 |
1.4% |
91% |
False |
False |
1,213 |
60 |
18,205 |
14,600 |
3,605 |
20.2% |
196 |
1.1% |
91% |
False |
False |
812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,784 |
2.618 |
19,172 |
1.618 |
18,797 |
1.000 |
18,565 |
0.618 |
18,422 |
HIGH |
18,190 |
0.618 |
18,047 |
0.500 |
18,003 |
0.382 |
17,958 |
LOW |
17,815 |
0.618 |
17,583 |
1.000 |
17,440 |
1.618 |
17,208 |
2.618 |
16,833 |
4.250 |
16,221 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
18,003 |
18,010 |
PP |
17,958 |
17,963 |
S1 |
17,914 |
17,917 |
|