| 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 |
9,917.5 |
10,093.0 |
175.5 |
1.8% |
9,923.0 |
| High |
10,109.0 |
10,099.5 |
-9.5 |
-0.1% |
10,123.0 |
| Low |
9,917.5 |
9,967.0 |
49.5 |
0.5% |
9,849.0 |
| Close |
10,102.0 |
10,037.5 |
-64.5 |
-0.6% |
10,102.0 |
| Range |
191.5 |
132.5 |
-59.0 |
-30.8% |
274.0 |
| ATR |
150.5 |
149.4 |
-1.1 |
-0.7% |
0.0 |
| Volume |
1,540 |
5,211 |
3,671 |
238.4% |
16,080 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,432.2 |
10,367.3 |
10,110.4 |
|
| R3 |
10,299.7 |
10,234.8 |
10,073.9 |
|
| R2 |
10,167.2 |
10,167.2 |
10,061.8 |
|
| R1 |
10,102.3 |
10,102.3 |
10,049.6 |
10,068.5 |
| PP |
10,034.7 |
10,034.7 |
10,034.7 |
10,017.8 |
| S1 |
9,969.8 |
9,969.8 |
10,025.4 |
9,936.0 |
| S2 |
9,902.2 |
9,902.2 |
10,013.2 |
|
| S3 |
9,769.7 |
9,837.3 |
10,001.1 |
|
| S4 |
9,637.2 |
9,704.8 |
9,964.6 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,846.7 |
10,748.3 |
10,252.7 |
|
| R3 |
10,572.7 |
10,474.3 |
10,177.4 |
|
| R2 |
10,298.7 |
10,298.7 |
10,152.2 |
|
| R1 |
10,200.3 |
10,200.3 |
10,127.1 |
10,249.5 |
| PP |
10,024.7 |
10,024.7 |
10,024.7 |
10,049.3 |
| S1 |
9,926.3 |
9,926.3 |
10,076.9 |
9,975.5 |
| S2 |
9,750.7 |
9,750.7 |
10,051.8 |
|
| S3 |
9,476.7 |
9,652.3 |
10,026.7 |
|
| S4 |
9,202.7 |
9,378.3 |
9,951.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,123.0 |
9,849.0 |
274.0 |
2.7% |
158.1 |
1.6% |
69% |
False |
False |
3,760 |
| 10 |
10,123.0 |
9,796.5 |
326.5 |
3.3% |
123.8 |
1.2% |
74% |
False |
False |
2,587 |
| 20 |
10,123.0 |
9,145.5 |
977.5 |
9.7% |
128.6 |
1.3% |
91% |
False |
False |
2,601 |
| 40 |
10,123.0 |
8,367.5 |
1,755.5 |
17.5% |
159.4 |
1.6% |
95% |
False |
False |
1,594 |
| 60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.5% |
154.5 |
1.5% |
95% |
False |
False |
1,192 |
| 80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.5% |
131.4 |
1.3% |
95% |
False |
False |
974 |
| 100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.5% |
123.9 |
1.2% |
95% |
False |
False |
787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,662.6 |
|
2.618 |
10,446.4 |
|
1.618 |
10,313.9 |
|
1.000 |
10,232.0 |
|
0.618 |
10,181.4 |
|
HIGH |
10,099.5 |
|
0.618 |
10,048.9 |
|
0.500 |
10,033.3 |
|
0.382 |
10,017.6 |
|
LOW |
9,967.0 |
|
0.618 |
9,885.1 |
|
1.000 |
9,834.5 |
|
1.618 |
9,752.6 |
|
2.618 |
9,620.1 |
|
4.250 |
9,403.9 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
10,036.1 |
10,020.3 |
| PP |
10,034.7 |
10,003.2 |
| S1 |
10,033.3 |
9,986.0 |
|