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 |
4,284.25 |
4,222.50 |
-61.75 |
-1.4% |
4,328.00 |
High |
4,293.50 |
4,294.00 |
0.50 |
0.0% |
4,330.00 |
Low |
4,214.50 |
4,216.50 |
2.00 |
0.0% |
4,268.50 |
Close |
4,222.25 |
4,232.75 |
10.50 |
0.2% |
4,308.25 |
Range |
79.00 |
77.50 |
-1.50 |
-1.9% |
61.50 |
ATR |
47.06 |
49.23 |
2.17 |
4.6% |
0.00 |
Volume |
37,283 |
143,139 |
105,856 |
283.9% |
10,067 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,480.25 |
4,434.00 |
4,275.50 |
|
R3 |
4,402.75 |
4,356.50 |
4,254.00 |
|
R2 |
4,325.25 |
4,325.25 |
4,247.00 |
|
R1 |
4,279.00 |
4,279.00 |
4,239.75 |
4,302.00 |
PP |
4,247.75 |
4,247.75 |
4,247.75 |
4,259.25 |
S1 |
4,201.50 |
4,201.50 |
4,225.75 |
4,224.50 |
S2 |
4,170.25 |
4,170.25 |
4,218.50 |
|
S3 |
4,092.75 |
4,124.00 |
4,211.50 |
|
S4 |
4,015.25 |
4,046.50 |
4,190.00 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,486.75 |
4,459.00 |
4,342.00 |
|
R3 |
4,425.25 |
4,397.50 |
4,325.25 |
|
R2 |
4,363.75 |
4,363.75 |
4,319.50 |
|
R1 |
4,336.00 |
4,336.00 |
4,314.00 |
4,319.00 |
PP |
4,302.25 |
4,302.25 |
4,302.25 |
4,293.75 |
S1 |
4,274.50 |
4,274.50 |
4,302.50 |
4,257.50 |
S2 |
4,240.75 |
4,240.75 |
4,297.00 |
|
S3 |
4,179.25 |
4,213.00 |
4,291.25 |
|
S4 |
4,117.75 |
4,151.50 |
4,274.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,320.50 |
4,211.75 |
108.75 |
2.6% |
64.25 |
1.5% |
19% |
False |
False |
39,585 |
10 |
4,342.25 |
4,211.75 |
130.50 |
3.1% |
51.50 |
1.2% |
16% |
False |
False |
20,747 |
20 |
4,342.25 |
4,185.25 |
157.00 |
3.7% |
43.50 |
1.0% |
30% |
False |
False |
10,786 |
40 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
49.50 |
1.2% |
83% |
False |
False |
5,561 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
53.75 |
1.3% |
83% |
False |
False |
3,765 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
46.00 |
1.1% |
83% |
False |
False |
2,827 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
40.00 |
0.9% |
83% |
False |
False |
2,262 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
34.00 |
0.8% |
83% |
False |
False |
1,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,623.50 |
2.618 |
4,497.00 |
1.618 |
4,419.50 |
1.000 |
4,371.50 |
0.618 |
4,342.00 |
HIGH |
4,294.00 |
0.618 |
4,264.50 |
0.500 |
4,255.25 |
0.382 |
4,246.00 |
LOW |
4,216.50 |
0.618 |
4,168.50 |
1.000 |
4,139.00 |
1.618 |
4,091.00 |
2.618 |
4,013.50 |
4.250 |
3,887.00 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,255.25 |
4,253.00 |
PP |
4,247.75 |
4,246.25 |
S1 |
4,240.25 |
4,239.50 |
|