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 |
1,162.2 |
1,161.4 |
-0.8 |
-0.1% |
1,183.3 |
High |
1,182.1 |
1,164.9 |
-17.2 |
-1.5% |
1,189.0 |
Low |
1,157.5 |
1,146.4 |
-11.1 |
-1.0% |
1,146.4 |
Close |
1,162.5 |
1,146.8 |
-15.7 |
-1.4% |
1,146.8 |
Range |
24.6 |
18.5 |
-6.1 |
-24.8% |
42.6 |
ATR |
19.9 |
19.8 |
-0.1 |
-0.5% |
0.0 |
Volume |
192,634 |
125,521 |
-67,113 |
-34.8% |
749,163 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.3 |
1,196.0 |
1,157.0 |
|
R3 |
1,189.8 |
1,177.5 |
1,152.0 |
|
R2 |
1,171.3 |
1,171.3 |
1,150.3 |
|
R1 |
1,159.0 |
1,159.0 |
1,148.5 |
1,155.8 |
PP |
1,152.8 |
1,152.8 |
1,152.8 |
1,151.0 |
S1 |
1,140.5 |
1,140.5 |
1,145.0 |
1,137.3 |
S2 |
1,134.3 |
1,134.3 |
1,143.5 |
|
S3 |
1,115.8 |
1,122.0 |
1,141.8 |
|
S4 |
1,097.3 |
1,103.5 |
1,136.5 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.5 |
1,260.3 |
1,170.3 |
|
R3 |
1,246.0 |
1,217.8 |
1,158.5 |
|
R2 |
1,203.3 |
1,203.3 |
1,154.5 |
|
R1 |
1,175.0 |
1,175.0 |
1,150.8 |
1,168.0 |
PP |
1,160.8 |
1,160.8 |
1,160.8 |
1,157.3 |
S1 |
1,132.5 |
1,132.5 |
1,143.0 |
1,125.3 |
S2 |
1,118.3 |
1,118.3 |
1,139.0 |
|
S3 |
1,075.5 |
1,089.8 |
1,135.0 |
|
S4 |
1,033.0 |
1,047.3 |
1,123.3 |
|
|
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 |
1,146.4 |
42.6 |
3.7% |
26.3 |
2.3% |
1% |
False |
True |
149,832 |
10 |
1,189.0 |
1,146.4 |
42.6 |
3.7% |
21.5 |
1.9% |
1% |
False |
True |
121,825 |
20 |
1,194.0 |
1,146.4 |
47.6 |
4.2% |
18.8 |
1.6% |
1% |
False |
True |
102,517 |
40 |
1,194.0 |
1,070.6 |
123.4 |
10.8% |
18.8 |
1.6% |
62% |
False |
False |
108,634 |
60 |
1,194.0 |
1,038.6 |
155.4 |
13.6% |
20.5 |
1.8% |
70% |
False |
False |
135,661 |
80 |
1,194.0 |
1,038.6 |
155.4 |
13.6% |
18.8 |
1.6% |
70% |
False |
False |
114,819 |
100 |
1,194.0 |
1,038.6 |
155.4 |
13.6% |
17.8 |
1.5% |
70% |
False |
False |
91,865 |
120 |
1,205.4 |
1,038.6 |
166.8 |
14.5% |
16.8 |
1.5% |
65% |
False |
False |
76,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.5 |
2.618 |
1,213.3 |
1.618 |
1,194.8 |
1.000 |
1,183.5 |
0.618 |
1,176.3 |
HIGH |
1,165.0 |
0.618 |
1,157.8 |
0.500 |
1,155.8 |
0.382 |
1,153.5 |
LOW |
1,146.5 |
0.618 |
1,135.0 |
1.000 |
1,128.0 |
1.618 |
1,116.5 |
2.618 |
1,098.0 |
4.250 |
1,067.8 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,155.8 |
1,166.8 |
PP |
1,152.8 |
1,160.0 |
S1 |
1,149.8 |
1,153.5 |
|