| 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 |
17,879 |
17,797 |
-82 |
-0.5% |
17,721 |
| High |
17,892 |
17,797 |
-95 |
-0.5% |
17,908 |
| Low |
17,727 |
17,553 |
-174 |
-1.0% |
17,636 |
| Close |
17,781 |
17,711 |
-70 |
-0.4% |
17,883 |
| Range |
165 |
244 |
79 |
47.9% |
272 |
| ATR |
120 |
129 |
9 |
7.4% |
0 |
| Volume |
4,089 |
4,686 |
597 |
14.6% |
4,428 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,419 |
18,309 |
17,845 |
|
| R3 |
18,175 |
18,065 |
17,778 |
|
| R2 |
17,931 |
17,931 |
17,756 |
|
| R1 |
17,821 |
17,821 |
17,733 |
17,754 |
| PP |
17,687 |
17,687 |
17,687 |
17,654 |
| S1 |
17,577 |
17,577 |
17,689 |
17,510 |
| S2 |
17,443 |
17,443 |
17,666 |
|
| S3 |
17,199 |
17,333 |
17,644 |
|
| S4 |
16,955 |
17,089 |
17,577 |
|
|
| 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 |
17,553 |
355 |
2.0% |
141 |
0.8% |
45% |
False |
True |
2,356 |
| 10 |
17,908 |
17,553 |
355 |
2.0% |
117 |
0.7% |
45% |
False |
True |
1,412 |
| 20 |
17,908 |
17,430 |
478 |
2.7% |
104 |
0.6% |
59% |
False |
False |
813 |
| 40 |
17,908 |
15,740 |
2,168 |
12.2% |
146 |
0.8% |
91% |
False |
False |
427 |
| 60 |
17,908 |
15,740 |
2,168 |
12.2% |
152 |
0.9% |
91% |
False |
False |
289 |
| 80 |
17,908 |
15,740 |
2,168 |
12.2% |
124 |
0.7% |
91% |
False |
False |
219 |
| 100 |
17,908 |
15,740 |
2,168 |
12.2% |
103 |
0.6% |
91% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,834 |
|
2.618 |
18,436 |
|
1.618 |
18,192 |
|
1.000 |
18,041 |
|
0.618 |
17,948 |
|
HIGH |
17,797 |
|
0.618 |
17,704 |
|
0.500 |
17,675 |
|
0.382 |
17,646 |
|
LOW |
17,553 |
|
0.618 |
17,402 |
|
1.000 |
17,309 |
|
1.618 |
17,158 |
|
2.618 |
16,914 |
|
4.250 |
16,516 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,699 |
17,731 |
| PP |
17,687 |
17,724 |
| S1 |
17,675 |
17,718 |
|