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 |
9,773.0 |
9,770.0 |
-3.0 |
0.0% |
10,089.5 |
High |
9,911.0 |
9,801.5 |
-109.5 |
-1.1% |
10,093.0 |
Low |
9,763.5 |
9,544.5 |
-219.0 |
-2.2% |
9,544.5 |
Close |
9,875.0 |
9,589.5 |
-285.5 |
-2.9% |
9,589.5 |
Range |
147.5 |
257.0 |
109.5 |
74.2% |
548.5 |
ATR |
165.7 |
177.4 |
11.8 |
7.1% |
0.0 |
Volume |
163,721 |
207,881 |
44,160 |
27.0% |
791,962 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,416.2 |
10,259.8 |
9,730.9 |
|
R3 |
10,159.2 |
10,002.8 |
9,660.2 |
|
R2 |
9,902.2 |
9,902.2 |
9,636.6 |
|
R1 |
9,745.8 |
9,745.8 |
9,613.1 |
9,695.5 |
PP |
9,645.2 |
9,645.2 |
9,645.2 |
9,620.0 |
S1 |
9,488.8 |
9,488.8 |
9,565.9 |
9,438.5 |
S2 |
9,388.2 |
9,388.2 |
9,542.4 |
|
S3 |
9,131.2 |
9,231.8 |
9,518.8 |
|
S4 |
8,874.2 |
8,974.8 |
9,448.2 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,387.8 |
11,037.2 |
9,891.2 |
|
R3 |
10,839.3 |
10,488.7 |
9,740.3 |
|
R2 |
10,290.8 |
10,290.8 |
9,690.1 |
|
R1 |
9,940.2 |
9,940.2 |
9,639.8 |
9,841.3 |
PP |
9,742.3 |
9,742.3 |
9,742.3 |
9,692.9 |
S1 |
9,391.7 |
9,391.7 |
9,539.2 |
9,292.8 |
S2 |
9,193.8 |
9,193.8 |
9,488.9 |
|
S3 |
8,645.3 |
8,843.2 |
9,438.7 |
|
S4 |
8,096.8 |
8,294.7 |
9,287.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,093.0 |
9,544.5 |
548.5 |
5.7% |
178.8 |
1.9% |
8% |
False |
True |
158,392 |
10 |
10,127.0 |
9,544.5 |
582.5 |
6.1% |
166.5 |
1.7% |
8% |
False |
True |
134,326 |
20 |
10,127.0 |
9,125.0 |
1,002.0 |
10.4% |
151.6 |
1.6% |
46% |
False |
False |
120,578 |
40 |
10,127.0 |
8,563.0 |
1,564.0 |
16.3% |
164.6 |
1.7% |
66% |
False |
False |
121,913 |
60 |
10,127.0 |
8,350.0 |
1,777.0 |
18.5% |
171.8 |
1.8% |
70% |
False |
False |
131,475 |
80 |
10,127.0 |
8,350.0 |
1,777.0 |
18.5% |
156.0 |
1.6% |
70% |
False |
False |
102,264 |
100 |
10,127.0 |
8,350.0 |
1,777.0 |
18.5% |
153.5 |
1.6% |
70% |
False |
False |
81,886 |
120 |
10,127.0 |
8,350.0 |
1,777.0 |
18.5% |
144.8 |
1.5% |
70% |
False |
False |
68,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,893.8 |
2.618 |
10,474.3 |
1.618 |
10,217.3 |
1.000 |
10,058.5 |
0.618 |
9,960.3 |
HIGH |
9,801.5 |
0.618 |
9,703.3 |
0.500 |
9,673.0 |
0.382 |
9,642.7 |
LOW |
9,544.5 |
0.618 |
9,385.7 |
1.000 |
9,287.5 |
1.618 |
9,128.7 |
2.618 |
8,871.7 |
4.250 |
8,452.3 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,673.0 |
9,729.3 |
PP |
9,645.2 |
9,682.7 |
S1 |
9,617.3 |
9,636.1 |
|