| 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 |
|