Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1,202.0 |
1,231.2 |
29.2 |
2.4% |
1,160.0 |
High |
1,237.4 |
1,234.6 |
-2.8 |
-0.2% |
1,220.4 |
Low |
1,202.0 |
1,226.6 |
24.6 |
2.0% |
1,141.7 |
Close |
1,231.5 |
1,228.9 |
-2.6 |
-0.2% |
1,190.1 |
Range |
35.4 |
8.0 |
-27.4 |
-77.4% |
78.7 |
ATR |
24.3 |
23.2 |
-1.2 |
-4.8% |
0.0 |
Volume |
314 |
306 |
-8 |
-2.5% |
8,118 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.0 |
1,249.5 |
1,233.3 |
|
R3 |
1,246.0 |
1,241.5 |
1,231.1 |
|
R2 |
1,238.0 |
1,238.0 |
1,230.4 |
|
R1 |
1,233.5 |
1,233.5 |
1,229.6 |
1,231.8 |
PP |
1,230.0 |
1,230.0 |
1,230.0 |
1,229.2 |
S1 |
1,225.5 |
1,225.5 |
1,228.2 |
1,223.8 |
S2 |
1,222.0 |
1,222.0 |
1,227.4 |
|
S3 |
1,214.0 |
1,217.5 |
1,226.7 |
|
S4 |
1,206.0 |
1,209.5 |
1,224.5 |
|
|
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% |
18.8 |
1.5% |
83% |
False |
False |
344 |
10 |
1,237.4 |
1,141.7 |
95.7 |
7.8% |
25.3 |
2.1% |
91% |
False |
False |
9,539 |
20 |
1,237.4 |
1,141.7 |
95.7 |
7.8% |
22.8 |
1.9% |
91% |
False |
False |
107,666 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.2% |
21.1 |
1.7% |
79% |
False |
False |
138,364 |
60 |
1,255.6 |
1,130.4 |
125.2 |
10.2% |
19.2 |
1.6% |
79% |
False |
False |
142,032 |
80 |
1,303.7 |
1,130.4 |
173.3 |
14.1% |
17.8 |
1.5% |
57% |
False |
False |
134,932 |
100 |
1,324.3 |
1,130.4 |
193.9 |
15.8% |
17.0 |
1.4% |
51% |
False |
False |
127,660 |
120 |
1,347.5 |
1,130.4 |
217.1 |
17.7% |
16.7 |
1.4% |
45% |
False |
False |
108,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,268.6 |
2.618 |
1,255.5 |
1.618 |
1,247.5 |
1.000 |
1,242.6 |
0.618 |
1,239.5 |
HIGH |
1,234.6 |
0.618 |
1,231.5 |
0.500 |
1,230.6 |
0.382 |
1,229.7 |
LOW |
1,226.6 |
0.618 |
1,221.7 |
1.000 |
1,218.6 |
1.618 |
1,213.7 |
2.618 |
1,205.7 |
4.250 |
1,192.6 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,230.6 |
1,223.4 |
PP |
1,230.0 |
1,217.8 |
S1 |
1,229.5 |
1,212.3 |
|