| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
18,005 |
17,950 |
-55 |
-0.3% |
17,495 |
| High |
18,015 |
18,205 |
190 |
1.1% |
18,205 |
| Low |
17,830 |
17,870 |
40 |
0.2% |
17,480 |
| Close |
17,965 |
18,150 |
185 |
1.0% |
18,150 |
| Range |
185 |
335 |
150 |
81.1% |
725 |
| ATR |
271 |
276 |
5 |
1.7% |
0 |
| Volume |
1,143 |
3,312 |
2,169 |
189.8% |
9,512 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,080 |
18,950 |
18,334 |
|
| R3 |
18,745 |
18,615 |
18,242 |
|
| R2 |
18,410 |
18,410 |
18,212 |
|
| R1 |
18,280 |
18,280 |
18,181 |
18,345 |
| PP |
18,075 |
18,075 |
18,075 |
18,108 |
| S1 |
17,945 |
17,945 |
18,119 |
18,010 |
| S2 |
17,740 |
17,740 |
18,089 |
|
| S3 |
17,405 |
17,610 |
18,058 |
|
| S4 |
17,070 |
17,275 |
17,966 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,120 |
19,860 |
18,549 |
|
| R3 |
19,395 |
19,135 |
18,350 |
|
| R2 |
18,670 |
18,670 |
18,283 |
|
| R1 |
18,410 |
18,410 |
18,217 |
18,540 |
| PP |
17,945 |
17,945 |
17,945 |
18,010 |
| S1 |
17,685 |
17,685 |
18,084 |
17,815 |
| S2 |
17,220 |
17,220 |
18,017 |
|
| S3 |
16,495 |
16,960 |
17,951 |
|
| S4 |
15,770 |
16,235 |
17,751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,205 |
17,480 |
725 |
4.0% |
275 |
1.5% |
92% |
True |
False |
1,902 |
| 10 |
18,205 |
17,210 |
995 |
5.5% |
265 |
1.5% |
94% |
True |
False |
1,167 |
| 20 |
18,205 |
16,800 |
1,405 |
7.7% |
263 |
1.5% |
96% |
True |
False |
784 |
| 40 |
18,205 |
14,600 |
3,605 |
19.9% |
244 |
1.3% |
98% |
True |
False |
490 |
| 60 |
18,205 |
14,600 |
3,605 |
19.9% |
190 |
1.0% |
98% |
True |
False |
330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,629 |
|
2.618 |
19,082 |
|
1.618 |
18,747 |
|
1.000 |
18,540 |
|
0.618 |
18,412 |
|
HIGH |
18,205 |
|
0.618 |
18,077 |
|
0.500 |
18,038 |
|
0.382 |
17,998 |
|
LOW |
17,870 |
|
0.618 |
17,663 |
|
1.000 |
17,535 |
|
1.618 |
17,328 |
|
2.618 |
16,993 |
|
4.250 |
16,446 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
18,113 |
18,099 |
| PP |
18,075 |
18,048 |
| S1 |
18,038 |
17,998 |
|