Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
6,597.0 |
6,489.0 |
-108.0 |
-1.6% |
6,624.0 |
High |
6,597.0 |
6,502.0 |
-95.0 |
-1.4% |
6,703.0 |
Low |
6,462.5 |
6,410.0 |
-52.5 |
-0.8% |
6,588.0 |
Close |
6,488.0 |
6,453.0 |
-35.0 |
-0.5% |
6,687.0 |
Range |
134.5 |
92.0 |
-42.5 |
-31.6% |
115.0 |
ATR |
67.6 |
69.3 |
1.7 |
2.6% |
0.0 |
Volume |
2,880 |
16,040 |
13,160 |
456.9% |
10,868 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,731.0 |
6,684.0 |
6,503.5 |
|
R3 |
6,639.0 |
6,592.0 |
6,478.5 |
|
R2 |
6,547.0 |
6,547.0 |
6,470.0 |
|
R1 |
6,500.0 |
6,500.0 |
6,461.5 |
6,477.5 |
PP |
6,455.0 |
6,455.0 |
6,455.0 |
6,444.0 |
S1 |
6,408.0 |
6,408.0 |
6,444.5 |
6,385.5 |
S2 |
6,363.0 |
6,363.0 |
6,436.0 |
|
S3 |
6,271.0 |
6,316.0 |
6,427.5 |
|
S4 |
6,179.0 |
6,224.0 |
6,402.5 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,004.5 |
6,960.5 |
6,750.0 |
|
R3 |
6,889.5 |
6,845.5 |
6,718.5 |
|
R2 |
6,774.5 |
6,774.5 |
6,708.0 |
|
R1 |
6,730.5 |
6,730.5 |
6,697.5 |
6,752.5 |
PP |
6,659.5 |
6,659.5 |
6,659.5 |
6,670.0 |
S1 |
6,615.5 |
6,615.5 |
6,676.5 |
6,637.5 |
S2 |
6,544.5 |
6,544.5 |
6,666.0 |
|
S3 |
6,429.5 |
6,500.5 |
6,655.5 |
|
S4 |
6,314.5 |
6,385.5 |
6,624.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,700.0 |
6,410.0 |
290.0 |
4.5% |
83.5 |
1.3% |
15% |
False |
True |
4,892 |
10 |
6,703.0 |
6,410.0 |
293.0 |
4.5% |
64.0 |
1.0% |
15% |
False |
True |
3,273 |
20 |
6,715.0 |
6,410.0 |
305.0 |
4.7% |
51.5 |
0.8% |
14% |
False |
True |
1,751 |
40 |
6,715.0 |
6,010.0 |
705.0 |
10.9% |
50.0 |
0.8% |
63% |
False |
False |
978 |
60 |
6,766.0 |
6,010.0 |
756.0 |
11.7% |
44.5 |
0.7% |
59% |
False |
False |
658 |
80 |
6,808.5 |
6,010.0 |
798.5 |
12.4% |
34.5 |
0.5% |
55% |
False |
False |
497 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.4% |
29.5 |
0.5% |
55% |
False |
False |
402 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.4% |
24.5 |
0.4% |
55% |
False |
False |
342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,893.0 |
2.618 |
6,743.0 |
1.618 |
6,651.0 |
1.000 |
6,594.0 |
0.618 |
6,559.0 |
HIGH |
6,502.0 |
0.618 |
6,467.0 |
0.500 |
6,456.0 |
0.382 |
6,445.0 |
LOW |
6,410.0 |
0.618 |
6,353.0 |
1.000 |
6,318.0 |
1.618 |
6,261.0 |
2.618 |
6,169.0 |
4.250 |
6,019.0 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,456.0 |
6,544.5 |
PP |
6,455.0 |
6,514.0 |
S1 |
6,454.0 |
6,483.5 |
|