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 |
1,184.9 |
1,162.2 |
-22.7 |
-1.9% |
1,171.6 |
High |
1,186.9 |
1,182.1 |
-4.8 |
-0.4% |
1,185.1 |
Low |
1,160.1 |
1,157.5 |
-2.6 |
-0.2% |
1,151.9 |
Close |
1,161.7 |
1,162.5 |
0.8 |
0.1% |
1,182.3 |
Range |
26.8 |
24.6 |
-2.2 |
-8.2% |
33.2 |
ATR |
19.5 |
19.9 |
0.4 |
1.9% |
0.0 |
Volume |
166,545 |
192,634 |
26,089 |
15.7% |
469,093 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,241.3 |
1,226.5 |
1,176.0 |
|
R3 |
1,216.5 |
1,201.8 |
1,169.3 |
|
R2 |
1,192.0 |
1,192.0 |
1,167.0 |
|
R1 |
1,177.3 |
1,177.3 |
1,164.8 |
1,184.5 |
PP |
1,167.3 |
1,167.3 |
1,167.3 |
1,171.0 |
S1 |
1,152.8 |
1,152.8 |
1,160.3 |
1,160.0 |
S2 |
1,142.8 |
1,142.8 |
1,158.0 |
|
S3 |
1,118.3 |
1,128.0 |
1,155.8 |
|
S4 |
1,093.5 |
1,103.5 |
1,149.0 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.8 |
1,260.8 |
1,200.5 |
|
R3 |
1,239.5 |
1,227.5 |
1,191.5 |
|
R2 |
1,206.3 |
1,206.3 |
1,188.5 |
|
R1 |
1,194.3 |
1,194.3 |
1,185.3 |
1,200.3 |
PP |
1,173.0 |
1,173.0 |
1,173.0 |
1,176.0 |
S1 |
1,161.0 |
1,161.0 |
1,179.3 |
1,167.0 |
S2 |
1,140.0 |
1,140.0 |
1,176.3 |
|
S3 |
1,106.8 |
1,128.0 |
1,173.3 |
|
S4 |
1,073.5 |
1,094.8 |
1,164.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,189.0 |
1,152.2 |
36.8 |
3.2% |
25.3 |
2.2% |
28% |
False |
False |
143,526 |
10 |
1,194.0 |
1,151.9 |
42.1 |
3.6% |
22.0 |
1.9% |
25% |
False |
False |
114,086 |
20 |
1,194.0 |
1,148.2 |
45.8 |
3.9% |
18.8 |
1.6% |
31% |
False |
False |
100,858 |
40 |
1,194.0 |
1,046.8 |
147.2 |
12.7% |
19.3 |
1.7% |
79% |
False |
False |
112,317 |
60 |
1,194.0 |
1,038.6 |
155.4 |
13.4% |
20.5 |
1.8% |
80% |
False |
False |
135,608 |
80 |
1,194.0 |
1,038.6 |
155.4 |
13.4% |
18.5 |
1.6% |
80% |
False |
False |
113,251 |
100 |
1,194.0 |
1,038.6 |
155.4 |
13.4% |
17.5 |
1.5% |
80% |
False |
False |
90,610 |
120 |
1,205.4 |
1,038.6 |
166.8 |
14.3% |
16.8 |
1.4% |
74% |
False |
False |
75,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.8 |
2.618 |
1,246.5 |
1.618 |
1,222.0 |
1.000 |
1,206.8 |
0.618 |
1,197.3 |
HIGH |
1,182.0 |
0.618 |
1,172.8 |
0.500 |
1,169.8 |
0.382 |
1,167.0 |
LOW |
1,157.5 |
0.618 |
1,142.3 |
1.000 |
1,133.0 |
1.618 |
1,117.8 |
2.618 |
1,093.0 |
4.250 |
1,053.0 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,169.8 |
1,170.3 |
PP |
1,167.3 |
1,167.8 |
S1 |
1,165.0 |
1,165.0 |
|