Trading Metrics calculated at close of trading on 12-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1,226.6 |
1,227.8 |
1.2 |
0.1% |
1,190.6 |
High |
1,231.2 |
1,227.8 |
-3.4 |
-0.3% |
1,237.4 |
Low |
1,216.2 |
1,218.4 |
2.2 |
0.2% |
1,187.2 |
Close |
1,225.1 |
1,222.0 |
-3.1 |
-0.3% |
1,222.0 |
Range |
15.0 |
9.4 |
-5.6 |
-37.3% |
50.2 |
ATR |
22.6 |
21.6 |
-0.9 |
-4.2% |
0.0 |
Volume |
264 |
203 |
-61 |
-23.1% |
1,270 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.9 |
1,245.9 |
1,227.2 |
|
R3 |
1,241.5 |
1,236.5 |
1,224.6 |
|
R2 |
1,232.1 |
1,232.1 |
1,223.7 |
|
R1 |
1,227.1 |
1,227.1 |
1,222.9 |
1,224.9 |
PP |
1,222.7 |
1,222.7 |
1,222.7 |
1,221.7 |
S1 |
1,217.7 |
1,217.7 |
1,221.1 |
1,215.5 |
S2 |
1,213.3 |
1,213.3 |
1,220.3 |
|
S3 |
1,203.9 |
1,208.3 |
1,219.4 |
|
S4 |
1,194.5 |
1,198.9 |
1,216.8 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.1 |
1,344.3 |
1,249.6 |
|
R3 |
1,315.9 |
1,294.1 |
1,235.8 |
|
R2 |
1,265.7 |
1,265.7 |
1,231.2 |
|
R1 |
1,243.9 |
1,243.9 |
1,226.6 |
1,254.8 |
PP |
1,215.5 |
1,215.5 |
1,215.5 |
1,221.0 |
S1 |
1,193.7 |
1,193.7 |
1,217.4 |
1,204.6 |
S2 |
1,165.3 |
1,165.3 |
1,212.8 |
|
S3 |
1,115.1 |
1,143.5 |
1,208.2 |
|
S4 |
1,064.9 |
1,093.3 |
1,194.4 |
|
|
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 |
1,187.2 |
50.2 |
4.1% |
17.5 |
1.4% |
69% |
False |
False |
254 |
10 |
1,237.4 |
1,141.7 |
95.7 |
7.8% |
23.6 |
1.9% |
84% |
False |
False |
938 |
20 |
1,237.4 |
1,141.7 |
95.7 |
7.8% |
22.6 |
1.9% |
84% |
False |
False |
89,126 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.2% |
20.7 |
1.7% |
73% |
False |
False |
127,409 |
60 |
1,255.6 |
1,130.4 |
125.2 |
10.2% |
19.1 |
1.6% |
73% |
False |
False |
137,320 |
80 |
1,297.6 |
1,130.4 |
167.2 |
13.7% |
17.9 |
1.5% |
55% |
False |
False |
132,918 |
100 |
1,324.3 |
1,130.4 |
193.9 |
15.9% |
17.1 |
1.4% |
47% |
False |
False |
127,335 |
120 |
1,347.5 |
1,130.4 |
217.1 |
17.8% |
16.7 |
1.4% |
42% |
False |
False |
108,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,267.8 |
2.618 |
1,252.4 |
1.618 |
1,243.0 |
1.000 |
1,237.2 |
0.618 |
1,233.6 |
HIGH |
1,227.8 |
0.618 |
1,224.2 |
0.500 |
1,223.1 |
0.382 |
1,222.0 |
LOW |
1,218.4 |
0.618 |
1,212.6 |
1.000 |
1,209.0 |
1.618 |
1,203.2 |
2.618 |
1,193.8 |
4.250 |
1,178.5 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,223.1 |
1,225.4 |
PP |
1,222.7 |
1,224.3 |
S1 |
1,222.4 |
1,223.1 |
|