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 |
1,190.6 |
1,202.0 |
11.4 |
1.0% |
1,160.0 |
High |
1,207.0 |
1,237.4 |
30.4 |
2.5% |
1,220.4 |
Low |
1,187.2 |
1,202.0 |
14.8 |
1.2% |
1,141.7 |
Close |
1,194.7 |
1,231.5 |
36.8 |
3.1% |
1,190.1 |
Range |
19.8 |
35.4 |
15.6 |
78.8% |
78.7 |
ATR |
22.9 |
24.3 |
1.4 |
6.2% |
0.0 |
Volume |
183 |
314 |
131 |
71.6% |
8,118 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.8 |
1,316.1 |
1,251.0 |
|
R3 |
1,294.4 |
1,280.7 |
1,241.2 |
|
R2 |
1,259.0 |
1,259.0 |
1,238.0 |
|
R1 |
1,245.3 |
1,245.3 |
1,234.7 |
1,252.2 |
PP |
1,223.6 |
1,223.6 |
1,223.6 |
1,227.1 |
S1 |
1,209.9 |
1,209.9 |
1,228.3 |
1,216.8 |
S2 |
1,188.2 |
1,188.2 |
1,225.0 |
|
S3 |
1,152.8 |
1,174.5 |
1,221.8 |
|
S4 |
1,117.4 |
1,139.1 |
1,212.0 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.2 |
1,383.8 |
1,233.4 |
|
R3 |
1,341.5 |
1,305.1 |
1,211.7 |
|
R2 |
1,262.8 |
1,262.8 |
1,204.5 |
|
R1 |
1,226.4 |
1,226.4 |
1,197.3 |
1,244.6 |
PP |
1,184.1 |
1,184.1 |
1,184.1 |
1,193.2 |
S1 |
1,147.7 |
1,147.7 |
1,182.9 |
1,165.9 |
S2 |
1,105.4 |
1,105.4 |
1,175.7 |
|
S3 |
1,026.7 |
1,069.0 |
1,168.5 |
|
S4 |
948.0 |
990.3 |
1,146.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,237.4 |
1,186.7 |
50.7 |
4.1% |
20.7 |
1.7% |
88% |
True |
False |
371 |
10 |
1,237.4 |
1,141.7 |
95.7 |
7.8% |
25.8 |
2.1% |
94% |
True |
False |
30,584 |
20 |
1,237.4 |
1,141.7 |
95.7 |
7.8% |
23.7 |
1.9% |
94% |
True |
False |
117,016 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.2% |
21.0 |
1.7% |
81% |
False |
False |
141,195 |
60 |
1,255.6 |
1,130.4 |
125.2 |
10.2% |
19.3 |
1.6% |
81% |
False |
False |
144,081 |
80 |
1,304.9 |
1,130.4 |
174.5 |
14.2% |
17.8 |
1.4% |
58% |
False |
False |
135,879 |
100 |
1,324.3 |
1,130.4 |
193.9 |
15.7% |
17.1 |
1.4% |
52% |
False |
False |
127,835 |
120 |
1,347.5 |
1,130.4 |
217.1 |
17.6% |
16.8 |
1.4% |
47% |
False |
False |
108,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.9 |
2.618 |
1,330.1 |
1.618 |
1,294.7 |
1.000 |
1,272.8 |
0.618 |
1,259.3 |
HIGH |
1,237.4 |
0.618 |
1,223.9 |
0.500 |
1,219.7 |
0.382 |
1,215.5 |
LOW |
1,202.0 |
0.618 |
1,180.1 |
1.000 |
1,166.6 |
1.618 |
1,144.7 |
2.618 |
1,109.3 |
4.250 |
1,051.6 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,227.6 |
1,225.0 |
PP |
1,223.6 |
1,218.5 |
S1 |
1,219.7 |
1,212.1 |
|