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 |
1,226.2 |
1,227.9 |
1.7 |
0.1% |
1,191.2 |
High |
1,233.4 |
1,228.9 |
-4.5 |
-0.4% |
1,238.9 |
Low |
1,216.4 |
1,216.7 |
0.3 |
0.0% |
1,187.3 |
Close |
1,225.6 |
1,222.5 |
-3.1 |
-0.3% |
1,222.5 |
Range |
17.0 |
12.2 |
-4.8 |
-28.2% |
51.6 |
ATR |
23.3 |
22.5 |
-0.8 |
-3.4% |
0.0 |
Volume |
143,670 |
121,177 |
-22,493 |
-15.7% |
756,933 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.3 |
1,253.1 |
1,229.2 |
|
R3 |
1,247.1 |
1,240.9 |
1,225.9 |
|
R2 |
1,234.9 |
1,234.9 |
1,224.7 |
|
R1 |
1,228.7 |
1,228.7 |
1,223.6 |
1,225.7 |
PP |
1,222.7 |
1,222.7 |
1,222.7 |
1,221.2 |
S1 |
1,216.5 |
1,216.5 |
1,221.4 |
1,213.5 |
S2 |
1,210.5 |
1,210.5 |
1,220.3 |
|
S3 |
1,198.3 |
1,204.3 |
1,219.1 |
|
S4 |
1,186.1 |
1,192.1 |
1,215.8 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.0 |
1,348.4 |
1,250.9 |
|
R3 |
1,319.4 |
1,296.8 |
1,236.7 |
|
R2 |
1,267.8 |
1,267.8 |
1,232.0 |
|
R1 |
1,245.2 |
1,245.2 |
1,227.2 |
1,256.5 |
PP |
1,216.2 |
1,216.2 |
1,216.2 |
1,221.9 |
S1 |
1,193.6 |
1,193.6 |
1,217.8 |
1,204.9 |
S2 |
1,164.6 |
1,164.6 |
1,213.0 |
|
S3 |
1,113.0 |
1,142.0 |
1,208.3 |
|
S4 |
1,061.4 |
1,090.4 |
1,194.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,238.9 |
1,187.3 |
51.6 |
4.2% |
20.8 |
1.7% |
68% |
False |
False |
151,386 |
10 |
1,238.9 |
1,141.7 |
97.2 |
8.0% |
26.0 |
2.1% |
83% |
False |
False |
168,861 |
20 |
1,238.9 |
1,141.7 |
97.2 |
8.0% |
23.8 |
1.9% |
83% |
False |
False |
122,435 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.2% |
20.7 |
1.7% |
73% |
False |
False |
68,071 |
60 |
1,256.2 |
1,132.0 |
124.2 |
10.2% |
18.6 |
1.5% |
73% |
False |
False |
46,192 |
80 |
1,298.4 |
1,132.0 |
166.4 |
13.6% |
17.1 |
1.4% |
54% |
False |
False |
35,144 |
100 |
1,323.0 |
1,132.0 |
191.0 |
15.6% |
15.9 |
1.3% |
47% |
False |
False |
28,366 |
120 |
1,347.3 |
1,132.0 |
215.3 |
17.6% |
15.3 |
1.2% |
42% |
False |
False |
23,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.8 |
2.618 |
1,260.8 |
1.618 |
1,248.6 |
1.000 |
1,241.1 |
0.618 |
1,236.4 |
HIGH |
1,228.9 |
0.618 |
1,224.2 |
0.500 |
1,222.8 |
0.382 |
1,221.4 |
LOW |
1,216.7 |
0.618 |
1,209.2 |
1.000 |
1,204.5 |
1.618 |
1,197.0 |
2.618 |
1,184.8 |
4.250 |
1,164.9 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,222.8 |
1,227.7 |
PP |
1,222.7 |
1,225.9 |
S1 |
1,222.6 |
1,224.2 |
|