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 |
6,440.0 |
6,367.5 |
-72.5 |
-1.1% |
6,679.0 |
High |
6,466.0 |
6,380.0 |
-86.0 |
-1.3% |
6,679.0 |
Low |
6,368.0 |
6,163.5 |
-204.5 |
-3.2% |
6,163.5 |
Close |
6,422.0 |
6,245.5 |
-176.5 |
-2.7% |
6,245.5 |
Range |
98.0 |
216.5 |
118.5 |
120.9% |
515.5 |
ATR |
71.4 |
84.7 |
13.4 |
18.7% |
0.0 |
Volume |
12,420 |
47,740 |
35,320 |
284.4% |
81,828 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,912.5 |
6,795.5 |
6,364.5 |
|
R3 |
6,696.0 |
6,579.0 |
6,305.0 |
|
R2 |
6,479.5 |
6,479.5 |
6,285.0 |
|
R1 |
6,362.5 |
6,362.5 |
6,265.5 |
6,313.0 |
PP |
6,263.0 |
6,263.0 |
6,263.0 |
6,238.0 |
S1 |
6,146.0 |
6,146.0 |
6,225.5 |
6,096.0 |
S2 |
6,046.5 |
6,046.5 |
6,206.0 |
|
S3 |
5,830.0 |
5,929.5 |
6,186.0 |
|
S4 |
5,613.5 |
5,713.0 |
6,126.5 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,909.0 |
7,593.0 |
6,529.0 |
|
R3 |
7,393.5 |
7,077.5 |
6,387.5 |
|
R2 |
6,878.0 |
6,878.0 |
6,340.0 |
|
R1 |
6,562.0 |
6,562.0 |
6,293.0 |
6,462.0 |
PP |
6,362.5 |
6,362.5 |
6,362.5 |
6,313.0 |
S1 |
6,046.5 |
6,046.5 |
6,198.0 |
5,947.0 |
S2 |
5,847.0 |
5,847.0 |
6,151.0 |
|
S3 |
5,331.5 |
5,531.0 |
6,103.5 |
|
S4 |
4,816.0 |
5,015.5 |
5,962.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,679.0 |
6,163.5 |
515.5 |
8.3% |
127.5 |
2.0% |
16% |
False |
True |
16,365 |
10 |
6,703.0 |
6,163.5 |
539.5 |
8.6% |
86.0 |
1.4% |
15% |
False |
True |
9,269 |
20 |
6,715.0 |
6,163.5 |
551.5 |
8.8% |
63.5 |
1.0% |
15% |
False |
True |
4,758 |
40 |
6,715.0 |
6,160.5 |
554.5 |
8.9% |
52.0 |
0.8% |
15% |
False |
False |
2,479 |
60 |
6,728.0 |
6,010.0 |
718.0 |
11.5% |
49.5 |
0.8% |
33% |
False |
False |
1,660 |
80 |
6,808.5 |
6,010.0 |
798.5 |
12.8% |
38.5 |
0.6% |
29% |
False |
False |
1,248 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.8% |
32.5 |
0.5% |
29% |
False |
False |
1,002 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.8% |
27.0 |
0.4% |
29% |
False |
False |
843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,300.0 |
2.618 |
6,947.0 |
1.618 |
6,730.5 |
1.000 |
6,596.5 |
0.618 |
6,514.0 |
HIGH |
6,380.0 |
0.618 |
6,297.5 |
0.500 |
6,272.0 |
0.382 |
6,246.0 |
LOW |
6,163.5 |
0.618 |
6,029.5 |
1.000 |
5,947.0 |
1.618 |
5,813.0 |
2.618 |
5,596.5 |
4.250 |
5,243.5 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,272.0 |
6,333.0 |
PP |
6,263.0 |
6,303.5 |
S1 |
6,254.0 |
6,274.5 |
|