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 |
6,679.0 |
6,597.0 |
-82.0 |
-1.2% |
6,624.0 |
High |
6,679.0 |
6,597.0 |
-82.0 |
-1.2% |
6,703.0 |
Low |
6,583.5 |
6,462.5 |
-121.0 |
-1.8% |
6,588.0 |
Close |
6,629.0 |
6,488.0 |
-141.0 |
-2.1% |
6,687.0 |
Range |
95.5 |
134.5 |
39.0 |
40.8% |
115.0 |
ATR |
59.9 |
67.6 |
7.6 |
12.7% |
0.0 |
Volume |
2,748 |
2,880 |
132 |
4.8% |
10,868 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,919.5 |
6,838.0 |
6,562.0 |
|
R3 |
6,785.0 |
6,703.5 |
6,525.0 |
|
R2 |
6,650.5 |
6,650.5 |
6,512.5 |
|
R1 |
6,569.0 |
6,569.0 |
6,500.5 |
6,542.5 |
PP |
6,516.0 |
6,516.0 |
6,516.0 |
6,502.5 |
S1 |
6,434.5 |
6,434.5 |
6,475.5 |
6,408.0 |
S2 |
6,381.5 |
6,381.5 |
6,463.5 |
|
S3 |
6,247.0 |
6,300.0 |
6,451.0 |
|
S4 |
6,112.5 |
6,165.5 |
6,414.0 |
|
|
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 |
6,462.5 |
237.5 |
3.7% |
71.0 |
1.1% |
11% |
False |
True |
1,753 |
10 |
6,705.0 |
6,462.5 |
242.5 |
3.7% |
58.5 |
0.9% |
11% |
False |
True |
1,671 |
20 |
6,715.0 |
6,462.5 |
252.5 |
3.9% |
48.5 |
0.7% |
10% |
False |
True |
949 |
40 |
6,715.0 |
6,010.0 |
705.0 |
10.9% |
49.5 |
0.8% |
68% |
False |
False |
578 |
60 |
6,766.0 |
6,010.0 |
756.0 |
11.7% |
43.0 |
0.7% |
63% |
False |
False |
391 |
80 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
33.5 |
0.5% |
60% |
False |
False |
297 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
28.5 |
0.4% |
60% |
False |
False |
242 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
23.5 |
0.4% |
60% |
False |
False |
208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,168.5 |
2.618 |
6,949.0 |
1.618 |
6,814.5 |
1.000 |
6,731.5 |
0.618 |
6,680.0 |
HIGH |
6,597.0 |
0.618 |
6,545.5 |
0.500 |
6,530.0 |
0.382 |
6,514.0 |
LOW |
6,462.5 |
0.618 |
6,379.5 |
1.000 |
6,328.0 |
1.618 |
6,245.0 |
2.618 |
6,110.5 |
4.250 |
5,891.0 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,530.0 |
6,581.0 |
PP |
6,516.0 |
6,550.0 |
S1 |
6,502.0 |
6,519.0 |
|