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 |
5,278.0 |
5,197.0 |
-81.0 |
-1.5% |
5,299.0 |
High |
5,298.0 |
5,256.0 |
-42.0 |
-0.8% |
5,400.0 |
Low |
5,221.0 |
5,175.0 |
-46.0 |
-0.9% |
5,209.0 |
Close |
5,251.0 |
5,232.0 |
-19.0 |
-0.4% |
5,333.0 |
Range |
77.0 |
81.0 |
4.0 |
5.2% |
191.0 |
ATR |
69.9 |
70.7 |
0.8 |
1.1% |
0.0 |
Volume |
29,455 |
29,084 |
-371 |
-1.3% |
142,499 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,464.0 |
5,429.0 |
5,276.6 |
|
R3 |
5,383.0 |
5,348.0 |
5,254.3 |
|
R2 |
5,302.0 |
5,302.0 |
5,246.9 |
|
R1 |
5,267.0 |
5,267.0 |
5,239.4 |
5,284.5 |
PP |
5,221.0 |
5,221.0 |
5,221.0 |
5,229.8 |
S1 |
5,186.0 |
5,186.0 |
5,224.6 |
5,203.5 |
S2 |
5,140.0 |
5,140.0 |
5,217.2 |
|
S3 |
5,059.0 |
5,105.0 |
5,209.7 |
|
S4 |
4,978.0 |
5,024.0 |
5,187.5 |
|
|
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 |
5,175.0 |
238.0 |
4.5% |
79.4 |
1.5% |
24% |
False |
True |
28,020 |
10 |
5,413.0 |
5,175.0 |
238.0 |
4.5% |
80.0 |
1.5% |
24% |
False |
True |
28,515 |
20 |
5,493.0 |
5,175.0 |
318.0 |
6.1% |
65.1 |
1.2% |
18% |
False |
True |
25,427 |
40 |
5,559.0 |
5,175.0 |
384.0 |
7.3% |
53.2 |
1.0% |
15% |
False |
True |
24,507 |
60 |
5,559.0 |
5,090.0 |
469.0 |
9.0% |
57.5 |
1.1% |
30% |
False |
False |
26,108 |
80 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
50.8 |
1.0% |
25% |
False |
False |
23,431 |
100 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
44.5 |
0.9% |
25% |
False |
False |
18,760 |
120 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
38.5 |
0.7% |
25% |
False |
False |
15,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,600.3 |
2.618 |
5,468.1 |
1.618 |
5,387.1 |
1.000 |
5,337.0 |
0.618 |
5,306.1 |
HIGH |
5,256.0 |
0.618 |
5,225.1 |
0.500 |
5,215.5 |
0.382 |
5,205.9 |
LOW |
5,175.0 |
0.618 |
5,124.9 |
1.000 |
5,094.0 |
1.618 |
5,043.9 |
2.618 |
4,962.9 |
4.250 |
4,830.8 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,226.5 |
5,266.5 |
PP |
5,221.0 |
5,255.0 |
S1 |
5,215.5 |
5,243.5 |
|