| 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 |
10,093.0 |
9,964.0 |
-129.0 |
-1.3% |
9,923.0 |
| High |
10,099.5 |
9,965.5 |
-134.0 |
-1.3% |
10,123.0 |
| Low |
9,967.0 |
9,800.0 |
-167.0 |
-1.7% |
9,849.0 |
| Close |
10,037.5 |
9,830.0 |
-207.5 |
-2.1% |
10,102.0 |
| Range |
132.5 |
165.5 |
33.0 |
24.9% |
274.0 |
| ATR |
149.4 |
155.7 |
6.3 |
4.2% |
0.0 |
| Volume |
5,211 |
3,020 |
-2,191 |
-42.0% |
16,080 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,361.7 |
10,261.3 |
9,921.0 |
|
| R3 |
10,196.2 |
10,095.8 |
9,875.5 |
|
| R2 |
10,030.7 |
10,030.7 |
9,860.3 |
|
| R1 |
9,930.3 |
9,930.3 |
9,845.2 |
9,897.8 |
| PP |
9,865.2 |
9,865.2 |
9,865.2 |
9,848.9 |
| S1 |
9,764.8 |
9,764.8 |
9,814.8 |
9,732.3 |
| S2 |
9,699.7 |
9,699.7 |
9,799.7 |
|
| S3 |
9,534.2 |
9,599.3 |
9,784.5 |
|
| S4 |
9,368.7 |
9,433.8 |
9,739.0 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,846.7 |
10,748.3 |
10,252.7 |
|
| R3 |
10,572.7 |
10,474.3 |
10,177.4 |
|
| R2 |
10,298.7 |
10,298.7 |
10,152.2 |
|
| R1 |
10,200.3 |
10,200.3 |
10,127.1 |
10,249.5 |
| PP |
10,024.7 |
10,024.7 |
10,024.7 |
10,049.3 |
| S1 |
9,926.3 |
9,926.3 |
10,076.9 |
9,975.5 |
| S2 |
9,750.7 |
9,750.7 |
10,051.8 |
|
| S3 |
9,476.7 |
9,652.3 |
10,026.7 |
|
| S4 |
9,202.7 |
9,378.3 |
9,951.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,123.0 |
9,800.0 |
323.0 |
3.3% |
165.9 |
1.7% |
9% |
False |
True |
3,598 |
| 10 |
10,123.0 |
9,800.0 |
323.0 |
3.3% |
126.7 |
1.3% |
9% |
False |
True |
2,724 |
| 20 |
10,123.0 |
9,145.5 |
977.5 |
9.9% |
133.6 |
1.4% |
70% |
False |
False |
2,743 |
| 40 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
159.8 |
1.6% |
83% |
False |
False |
1,663 |
| 60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
156.1 |
1.6% |
83% |
False |
False |
1,235 |
| 80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
132.8 |
1.4% |
83% |
False |
False |
1,011 |
| 100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
124.7 |
1.3% |
83% |
False |
False |
817 |
| 120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
110.8 |
1.1% |
83% |
False |
False |
684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,668.9 |
|
2.618 |
10,398.8 |
|
1.618 |
10,233.3 |
|
1.000 |
10,131.0 |
|
0.618 |
10,067.8 |
|
HIGH |
9,965.5 |
|
0.618 |
9,902.3 |
|
0.500 |
9,882.8 |
|
0.382 |
9,863.2 |
|
LOW |
9,800.0 |
|
0.618 |
9,697.7 |
|
1.000 |
9,634.5 |
|
1.618 |
9,532.2 |
|
2.618 |
9,366.7 |
|
4.250 |
9,096.6 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,882.8 |
9,954.5 |
| PP |
9,865.2 |
9,913.0 |
| S1 |
9,847.6 |
9,871.5 |
|