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 |
3,189.0 |
3,137.0 |
-52.0 |
-1.6% |
3,231.0 |
High |
3,198.0 |
3,176.0 |
-22.0 |
-0.7% |
3,282.0 |
Low |
3,124.0 |
3,128.0 |
4.0 |
0.1% |
3,182.0 |
Close |
3,152.0 |
3,159.0 |
7.0 |
0.2% |
3,276.0 |
Range |
74.0 |
48.0 |
-26.0 |
-35.1% |
100.0 |
ATR |
61.3 |
60.3 |
-0.9 |
-1.5% |
0.0 |
Volume |
1,493,193 |
1,873,994 |
380,801 |
25.5% |
5,337,459 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,298.3 |
3,276.7 |
3,185.4 |
|
R3 |
3,250.3 |
3,228.7 |
3,172.2 |
|
R2 |
3,202.3 |
3,202.3 |
3,167.8 |
|
R1 |
3,180.7 |
3,180.7 |
3,163.4 |
3,191.5 |
PP |
3,154.3 |
3,154.3 |
3,154.3 |
3,159.8 |
S1 |
3,132.7 |
3,132.7 |
3,154.6 |
3,143.5 |
S2 |
3,106.3 |
3,106.3 |
3,150.2 |
|
S3 |
3,058.3 |
3,084.7 |
3,145.8 |
|
S4 |
3,010.3 |
3,036.7 |
3,132.6 |
|
|
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% |
62.6 |
2.0% |
22% |
False |
False |
1,411,114 |
10 |
3,282.0 |
3,124.0 |
158.0 |
5.0% |
53.8 |
1.7% |
22% |
False |
False |
1,253,786 |
20 |
3,282.0 |
3,016.0 |
266.0 |
8.4% |
52.9 |
1.7% |
54% |
False |
False |
1,112,588 |
40 |
3,282.0 |
2,771.0 |
511.0 |
16.2% |
61.0 |
1.9% |
76% |
False |
False |
1,136,484 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.5% |
62.5 |
2.0% |
74% |
False |
False |
1,226,973 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.5% |
56.3 |
1.8% |
74% |
False |
False |
992,615 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.5% |
54.1 |
1.7% |
74% |
False |
False |
796,084 |
120 |
3,293.0 |
2,771.0 |
522.0 |
16.5% |
51.0 |
1.6% |
74% |
False |
False |
663,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,380.0 |
2.618 |
3,301.7 |
1.618 |
3,253.7 |
1.000 |
3,224.0 |
0.618 |
3,205.7 |
HIGH |
3,176.0 |
0.618 |
3,157.7 |
0.500 |
3,152.0 |
0.382 |
3,146.3 |
LOW |
3,128.0 |
0.618 |
3,098.3 |
1.000 |
3,080.0 |
1.618 |
3,050.3 |
2.618 |
3,002.3 |
4.250 |
2,924.0 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,156.7 |
3,175.0 |
PP |
3,154.3 |
3,169.7 |
S1 |
3,152.0 |
3,164.3 |
|