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 |
3,225.0 |
3,189.0 |
-36.0 |
-1.1% |
3,231.0 |
High |
3,226.0 |
3,198.0 |
-28.0 |
-0.9% |
3,282.0 |
Low |
3,158.0 |
3,124.0 |
-34.0 |
-1.1% |
3,182.0 |
Close |
3,169.0 |
3,152.0 |
-17.0 |
-0.5% |
3,276.0 |
Range |
68.0 |
74.0 |
6.0 |
8.8% |
100.0 |
ATR |
60.3 |
61.3 |
1.0 |
1.6% |
0.0 |
Volume |
1,475,515 |
1,493,193 |
17,678 |
1.2% |
5,337,459 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,380.0 |
3,340.0 |
3,192.7 |
|
R3 |
3,306.0 |
3,266.0 |
3,172.4 |
|
R2 |
3,232.0 |
3,232.0 |
3,165.6 |
|
R1 |
3,192.0 |
3,192.0 |
3,158.8 |
3,175.0 |
PP |
3,158.0 |
3,158.0 |
3,158.0 |
3,149.5 |
S1 |
3,118.0 |
3,118.0 |
3,145.2 |
3,101.0 |
S2 |
3,084.0 |
3,084.0 |
3,138.4 |
|
S3 |
3,010.0 |
3,044.0 |
3,131.7 |
|
S4 |
2,936.0 |
2,970.0 |
3,111.3 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,546.7 |
3,511.3 |
3,331.0 |
|
R3 |
3,446.7 |
3,411.3 |
3,303.5 |
|
R2 |
3,346.7 |
3,346.7 |
3,294.3 |
|
R1 |
3,311.3 |
3,311.3 |
3,285.2 |
3,329.0 |
PP |
3,246.7 |
3,246.7 |
3,246.7 |
3,255.5 |
S1 |
3,211.3 |
3,211.3 |
3,266.8 |
3,229.0 |
S2 |
3,146.7 |
3,146.7 |
3,257.7 |
|
S3 |
3,046.7 |
3,111.3 |
3,248.5 |
|
S4 |
2,946.7 |
3,011.3 |
3,221.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,282.0 |
3,124.0 |
158.0 |
5.0% |
72.6 |
2.3% |
18% |
False |
True |
1,273,818 |
10 |
3,282.0 |
3,124.0 |
158.0 |
5.0% |
51.9 |
1.6% |
18% |
False |
True |
1,119,092 |
20 |
3,282.0 |
3,016.0 |
266.0 |
8.4% |
53.5 |
1.7% |
51% |
False |
False |
1,072,140 |
40 |
3,282.0 |
2,771.0 |
511.0 |
16.2% |
63.7 |
2.0% |
75% |
False |
False |
1,164,806 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.6% |
62.2 |
2.0% |
73% |
False |
False |
1,208,454 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.6% |
55.9 |
1.8% |
73% |
False |
False |
970,002 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.6% |
54.0 |
1.7% |
73% |
False |
False |
777,345 |
120 |
3,293.0 |
2,771.0 |
522.0 |
16.6% |
50.8 |
1.6% |
73% |
False |
False |
647,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,512.5 |
2.618 |
3,391.7 |
1.618 |
3,317.7 |
1.000 |
3,272.0 |
0.618 |
3,243.7 |
HIGH |
3,198.0 |
0.618 |
3,169.7 |
0.500 |
3,161.0 |
0.382 |
3,152.3 |
LOW |
3,124.0 |
0.618 |
3,078.3 |
1.000 |
3,050.0 |
1.618 |
3,004.3 |
2.618 |
2,930.3 |
4.250 |
2,809.5 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,161.0 |
3,201.0 |
PP |
3,158.0 |
3,184.7 |
S1 |
3,155.0 |
3,168.3 |
|