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 |
1,205.7 |
1,188.8 |
-16.9 |
-1.4% |
1,159.2 |
High |
1,208.0 |
1,209.2 |
1.2 |
0.1% |
1,221.0 |
Low |
1,187.7 |
1,188.0 |
0.3 |
0.0% |
1,143.4 |
Close |
1,191.0 |
1,195.5 |
4.5 |
0.4% |
1,191.0 |
Range |
20.3 |
21.2 |
0.9 |
4.4% |
77.6 |
ATR |
21.8 |
21.7 |
0.0 |
-0.2% |
0.0 |
Volume |
2,225 |
3,286 |
1,061 |
47.7% |
18,742 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.2 |
1,249.5 |
1,207.2 |
|
R3 |
1,240.0 |
1,228.3 |
1,201.3 |
|
R2 |
1,218.8 |
1,218.8 |
1,199.4 |
|
R1 |
1,207.1 |
1,207.1 |
1,197.4 |
1,213.0 |
PP |
1,197.6 |
1,197.6 |
1,197.6 |
1,200.5 |
S1 |
1,185.9 |
1,185.9 |
1,193.6 |
1,191.8 |
S2 |
1,176.4 |
1,176.4 |
1,191.6 |
|
S3 |
1,155.2 |
1,164.7 |
1,189.7 |
|
S4 |
1,134.0 |
1,143.5 |
1,183.8 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.9 |
1,382.1 |
1,233.7 |
|
R3 |
1,340.3 |
1,304.5 |
1,212.3 |
|
R2 |
1,262.7 |
1,262.7 |
1,205.2 |
|
R1 |
1,226.9 |
1,226.9 |
1,198.1 |
1,244.8 |
PP |
1,185.1 |
1,185.1 |
1,185.1 |
1,194.1 |
S1 |
1,149.3 |
1,149.3 |
1,183.9 |
1,167.2 |
S2 |
1,107.5 |
1,107.5 |
1,176.8 |
|
S3 |
1,029.9 |
1,071.7 |
1,169.7 |
|
S4 |
952.3 |
994.1 |
1,148.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,215.3 |
1,187.7 |
27.6 |
2.3% |
18.1 |
1.5% |
28% |
False |
False |
3,656 |
10 |
1,221.0 |
1,143.4 |
77.6 |
6.5% |
22.9 |
1.9% |
67% |
False |
False |
5,004 |
20 |
1,221.0 |
1,143.4 |
77.6 |
6.5% |
22.3 |
1.9% |
67% |
False |
False |
4,859 |
40 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
18.4 |
1.5% |
52% |
False |
False |
3,341 |
60 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
16.5 |
1.4% |
52% |
False |
False |
2,651 |
80 |
1,315.9 |
1,132.1 |
183.8 |
15.4% |
14.7 |
1.2% |
34% |
False |
False |
2,308 |
100 |
1,321.1 |
1,132.1 |
189.0 |
15.8% |
13.0 |
1.1% |
34% |
False |
False |
1,944 |
120 |
1,347.2 |
1,132.1 |
215.1 |
18.0% |
12.2 |
1.0% |
29% |
False |
False |
1,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.3 |
2.618 |
1,264.7 |
1.618 |
1,243.5 |
1.000 |
1,230.4 |
0.618 |
1,222.3 |
HIGH |
1,209.2 |
0.618 |
1,201.1 |
0.500 |
1,198.6 |
0.382 |
1,196.1 |
LOW |
1,188.0 |
0.618 |
1,174.9 |
1.000 |
1,166.8 |
1.618 |
1,153.7 |
2.618 |
1,132.5 |
4.250 |
1,097.9 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,198.6 |
1,200.6 |
PP |
1,197.6 |
1,198.9 |
S1 |
1,196.5 |
1,197.2 |
|