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 |
5,343.0 |
5,278.0 |
-65.0 |
-1.2% |
5,299.0 |
High |
5,358.0 |
5,298.0 |
-60.0 |
-1.1% |
5,400.0 |
Low |
5,282.0 |
5,221.0 |
-61.0 |
-1.2% |
5,209.0 |
Close |
5,284.0 |
5,251.0 |
-33.0 |
-0.6% |
5,333.0 |
Range |
76.0 |
77.0 |
1.0 |
1.3% |
191.0 |
ATR |
69.4 |
69.9 |
0.5 |
0.8% |
0.0 |
Volume |
31,277 |
29,455 |
-1,822 |
-5.8% |
142,499 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,487.7 |
5,446.3 |
5,293.4 |
|
R3 |
5,410.7 |
5,369.3 |
5,272.2 |
|
R2 |
5,333.7 |
5,333.7 |
5,265.1 |
|
R1 |
5,292.3 |
5,292.3 |
5,258.1 |
5,274.5 |
PP |
5,256.7 |
5,256.7 |
5,256.7 |
5,247.8 |
S1 |
5,215.3 |
5,215.3 |
5,243.9 |
5,197.5 |
S2 |
5,179.7 |
5,179.7 |
5,236.9 |
|
S3 |
5,102.7 |
5,138.3 |
5,229.8 |
|
S4 |
5,025.7 |
5,061.3 |
5,208.7 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,887.0 |
5,801.0 |
5,438.1 |
|
R3 |
5,696.0 |
5,610.0 |
5,385.5 |
|
R2 |
5,505.0 |
5,505.0 |
5,368.0 |
|
R1 |
5,419.0 |
5,419.0 |
5,350.5 |
5,462.0 |
PP |
5,314.0 |
5,314.0 |
5,314.0 |
5,335.5 |
S1 |
5,228.0 |
5,228.0 |
5,315.5 |
5,271.0 |
S2 |
5,123.0 |
5,123.0 |
5,298.0 |
|
S3 |
4,932.0 |
5,037.0 |
5,280.5 |
|
S4 |
4,741.0 |
4,846.0 |
5,228.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,413.0 |
5,221.0 |
192.0 |
3.7% |
72.2 |
1.4% |
16% |
False |
True |
27,338 |
10 |
5,422.0 |
5,209.0 |
213.0 |
4.1% |
74.6 |
1.4% |
20% |
False |
False |
27,058 |
20 |
5,493.0 |
5,209.0 |
284.0 |
5.4% |
63.3 |
1.2% |
15% |
False |
False |
25,079 |
40 |
5,559.0 |
5,141.0 |
418.0 |
8.0% |
53.7 |
1.0% |
26% |
False |
False |
24,948 |
60 |
5,559.0 |
5,090.0 |
469.0 |
8.9% |
57.3 |
1.1% |
34% |
False |
False |
26,223 |
80 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
50.2 |
1.0% |
28% |
False |
False |
23,070 |
100 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
43.8 |
0.8% |
28% |
False |
False |
18,473 |
120 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
37.8 |
0.7% |
28% |
False |
False |
15,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,625.3 |
2.618 |
5,499.6 |
1.618 |
5,422.6 |
1.000 |
5,375.0 |
0.618 |
5,345.6 |
HIGH |
5,298.0 |
0.618 |
5,268.6 |
0.500 |
5,259.5 |
0.382 |
5,250.4 |
LOW |
5,221.0 |
0.618 |
5,173.4 |
1.000 |
5,144.0 |
1.618 |
5,096.4 |
2.618 |
5,019.4 |
4.250 |
4,893.8 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,259.5 |
5,317.0 |
PP |
5,256.7 |
5,295.0 |
S1 |
5,253.8 |
5,273.0 |
|