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 |
9,885.0 |
9,773.0 |
-112.0 |
-1.1% |
9,927.0 |
High |
9,914.0 |
9,911.0 |
-3.0 |
0.0% |
10,127.0 |
Low |
9,735.0 |
9,763.5 |
28.5 |
0.3% |
9,836.5 |
Close |
9,814.5 |
9,875.0 |
60.5 |
0.6% |
10,092.0 |
Range |
179.0 |
147.5 |
-31.5 |
-17.6% |
290.5 |
ATR |
167.1 |
165.7 |
-1.4 |
-0.8% |
0.0 |
Volume |
140,545 |
163,721 |
23,176 |
16.5% |
551,299 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,292.3 |
10,231.2 |
9,956.1 |
|
R3 |
10,144.8 |
10,083.7 |
9,915.6 |
|
R2 |
9,997.3 |
9,997.3 |
9,902.0 |
|
R1 |
9,936.2 |
9,936.2 |
9,888.5 |
9,966.8 |
PP |
9,849.8 |
9,849.8 |
9,849.8 |
9,865.1 |
S1 |
9,788.7 |
9,788.7 |
9,861.5 |
9,819.3 |
S2 |
9,702.3 |
9,702.3 |
9,848.0 |
|
S3 |
9,554.8 |
9,641.2 |
9,834.4 |
|
S4 |
9,407.3 |
9,493.7 |
9,793.9 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,890.0 |
10,781.5 |
10,251.8 |
|
R3 |
10,599.5 |
10,491.0 |
10,171.9 |
|
R2 |
10,309.0 |
10,309.0 |
10,145.3 |
|
R1 |
10,200.5 |
10,200.5 |
10,118.6 |
10,254.8 |
PP |
10,018.5 |
10,018.5 |
10,018.5 |
10,045.6 |
S1 |
9,910.0 |
9,910.0 |
10,065.4 |
9,964.3 |
S2 |
9,728.0 |
9,728.0 |
10,038.7 |
|
S3 |
9,437.5 |
9,619.5 |
10,012.1 |
|
S4 |
9,147.0 |
9,329.0 |
9,932.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,099.5 |
9,735.0 |
364.5 |
3.7% |
166.3 |
1.7% |
38% |
False |
False |
134,247 |
10 |
10,127.0 |
9,735.0 |
392.0 |
4.0% |
150.4 |
1.5% |
36% |
False |
False |
123,928 |
20 |
10,127.0 |
9,125.0 |
1,002.0 |
10.1% |
146.0 |
1.5% |
75% |
False |
False |
115,526 |
40 |
10,127.0 |
8,350.0 |
1,777.0 |
18.0% |
166.0 |
1.7% |
86% |
False |
False |
121,339 |
60 |
10,127.0 |
8,350.0 |
1,777.0 |
18.0% |
168.6 |
1.7% |
86% |
False |
False |
129,188 |
80 |
10,127.0 |
8,350.0 |
1,777.0 |
18.0% |
153.7 |
1.6% |
86% |
False |
False |
99,668 |
100 |
10,127.0 |
8,350.0 |
1,777.0 |
18.0% |
151.8 |
1.5% |
86% |
False |
False |
79,808 |
120 |
10,127.0 |
8,350.0 |
1,777.0 |
18.0% |
143.1 |
1.4% |
86% |
False |
False |
66,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,537.9 |
2.618 |
10,297.2 |
1.618 |
10,149.7 |
1.000 |
10,058.5 |
0.618 |
10,002.2 |
HIGH |
9,911.0 |
0.618 |
9,854.7 |
0.500 |
9,837.3 |
0.382 |
9,819.8 |
LOW |
9,763.5 |
0.618 |
9,672.3 |
1.000 |
9,616.0 |
1.618 |
9,524.8 |
2.618 |
9,377.3 |
4.250 |
9,136.6 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,862.4 |
9,865.3 |
PP |
9,849.8 |
9,855.7 |
S1 |
9,837.3 |
9,846.0 |
|