Trading Metrics calculated at close of trading on 11-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1,231.2 |
1,226.6 |
-4.6 |
-0.4% |
1,160.0 |
High |
1,234.6 |
1,231.2 |
-3.4 |
-0.3% |
1,220.4 |
Low |
1,226.6 |
1,216.2 |
-10.4 |
-0.8% |
1,141.7 |
Close |
1,228.9 |
1,225.1 |
-3.8 |
-0.3% |
1,190.1 |
Range |
8.0 |
15.0 |
7.0 |
87.5% |
78.7 |
ATR |
23.2 |
22.6 |
-0.6 |
-2.5% |
0.0 |
Volume |
306 |
264 |
-42 |
-13.7% |
8,118 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.2 |
1,262.1 |
1,233.4 |
|
R3 |
1,254.2 |
1,247.1 |
1,229.2 |
|
R2 |
1,239.2 |
1,239.2 |
1,227.9 |
|
R1 |
1,232.1 |
1,232.1 |
1,226.5 |
1,228.2 |
PP |
1,224.2 |
1,224.2 |
1,224.2 |
1,222.2 |
S1 |
1,217.1 |
1,217.1 |
1,223.7 |
1,213.2 |
S2 |
1,209.2 |
1,209.2 |
1,222.4 |
|
S3 |
1,194.2 |
1,202.1 |
1,221.0 |
|
S4 |
1,179.2 |
1,187.1 |
1,216.9 |
|
|
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% |
19.5 |
1.6% |
76% |
False |
False |
325 |
10 |
1,237.4 |
1,141.7 |
95.7 |
7.8% |
26.0 |
2.1% |
87% |
False |
False |
2,036 |
20 |
1,237.4 |
1,141.7 |
95.7 |
7.8% |
22.9 |
1.9% |
87% |
False |
False |
98,500 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.2% |
20.7 |
1.7% |
76% |
False |
False |
131,918 |
60 |
1,255.6 |
1,130.4 |
125.2 |
10.2% |
19.2 |
1.6% |
76% |
False |
False |
139,835 |
80 |
1,299.3 |
1,130.4 |
168.9 |
13.8% |
17.9 |
1.5% |
56% |
False |
False |
133,957 |
100 |
1,324.3 |
1,130.4 |
193.9 |
15.8% |
17.0 |
1.4% |
49% |
False |
False |
127,519 |
120 |
1,347.5 |
1,130.4 |
217.1 |
17.7% |
16.7 |
1.4% |
44% |
False |
False |
108,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.0 |
2.618 |
1,270.5 |
1.618 |
1,255.5 |
1.000 |
1,246.2 |
0.618 |
1,240.5 |
HIGH |
1,231.2 |
0.618 |
1,225.5 |
0.500 |
1,223.7 |
0.382 |
1,221.9 |
LOW |
1,216.2 |
0.618 |
1,206.9 |
1.000 |
1,201.2 |
1.618 |
1,191.9 |
2.618 |
1,176.9 |
4.250 |
1,152.5 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,224.6 |
1,223.3 |
PP |
1,224.2 |
1,221.5 |
S1 |
1,223.7 |
1,219.7 |
|