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 |
5,197.0 |
5,218.0 |
21.0 |
0.4% |
5,345.0 |
High |
5,256.0 |
5,246.0 |
-10.0 |
-0.2% |
5,413.0 |
Low |
5,175.0 |
5,200.0 |
25.0 |
0.5% |
5,175.0 |
Close |
5,232.0 |
5,217.0 |
-15.0 |
-0.3% |
5,217.0 |
Range |
81.0 |
46.0 |
-35.0 |
-43.2% |
238.0 |
ATR |
70.7 |
69.0 |
-1.8 |
-2.5% |
0.0 |
Volume |
29,084 |
25,219 |
-3,865 |
-13.3% |
142,764 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,359.0 |
5,334.0 |
5,242.3 |
|
R3 |
5,313.0 |
5,288.0 |
5,229.7 |
|
R2 |
5,267.0 |
5,267.0 |
5,225.4 |
|
R1 |
5,242.0 |
5,242.0 |
5,221.2 |
5,231.5 |
PP |
5,221.0 |
5,221.0 |
5,221.0 |
5,215.8 |
S1 |
5,196.0 |
5,196.0 |
5,212.8 |
5,185.5 |
S2 |
5,175.0 |
5,175.0 |
5,208.6 |
|
S3 |
5,129.0 |
5,150.0 |
5,204.4 |
|
S4 |
5,083.0 |
5,104.0 |
5,191.7 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,982.3 |
5,837.7 |
5,347.9 |
|
R3 |
5,744.3 |
5,599.7 |
5,282.5 |
|
R2 |
5,506.3 |
5,506.3 |
5,260.6 |
|
R1 |
5,361.7 |
5,361.7 |
5,238.8 |
5,315.0 |
PP |
5,268.3 |
5,268.3 |
5,268.3 |
5,245.0 |
S1 |
5,123.7 |
5,123.7 |
5,195.2 |
5,077.0 |
S2 |
5,030.3 |
5,030.3 |
5,173.4 |
|
S3 |
4,792.3 |
4,885.7 |
5,151.6 |
|
S4 |
4,554.3 |
4,647.7 |
5,086.1 |
|
|
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 |
4.6% |
70.6 |
1.4% |
18% |
False |
False |
28,552 |
10 |
5,413.0 |
5,175.0 |
238.0 |
4.6% |
77.4 |
1.5% |
18% |
False |
False |
28,526 |
20 |
5,493.0 |
5,175.0 |
318.0 |
6.1% |
65.3 |
1.3% |
13% |
False |
False |
25,758 |
40 |
5,559.0 |
5,175.0 |
384.0 |
7.4% |
52.9 |
1.0% |
11% |
False |
False |
24,553 |
60 |
5,559.0 |
5,090.0 |
469.0 |
9.0% |
57.7 |
1.1% |
27% |
False |
False |
26,128 |
80 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
51.2 |
1.0% |
22% |
False |
False |
23,746 |
100 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
44.9 |
0.9% |
22% |
False |
False |
19,012 |
120 |
5,665.0 |
5,090.0 |
575.0 |
11.0% |
38.9 |
0.7% |
22% |
False |
False |
15,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,441.5 |
2.618 |
5,366.4 |
1.618 |
5,320.4 |
1.000 |
5,292.0 |
0.618 |
5,274.4 |
HIGH |
5,246.0 |
0.618 |
5,228.4 |
0.500 |
5,223.0 |
0.382 |
5,217.6 |
LOW |
5,200.0 |
0.618 |
5,171.6 |
1.000 |
5,154.0 |
1.618 |
5,125.6 |
2.618 |
5,079.6 |
4.250 |
5,004.5 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,223.0 |
5,236.5 |
PP |
5,221.0 |
5,230.0 |
S1 |
5,219.0 |
5,223.5 |
|