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 |
4,222.50 |
4,230.00 |
7.50 |
0.2% |
4,307.75 |
High |
4,294.00 |
4,251.25 |
-42.75 |
-1.0% |
4,315.25 |
Low |
4,216.50 |
4,184.00 |
-32.50 |
-0.8% |
4,184.00 |
Close |
4,232.75 |
4,185.75 |
-47.00 |
-1.1% |
4,185.75 |
Range |
77.50 |
67.25 |
-10.25 |
-13.2% |
131.25 |
ATR |
49.23 |
50.52 |
1.29 |
2.6% |
0.00 |
Volume |
143,139 |
402,592 |
259,453 |
181.3% |
598,892 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,408.75 |
4,364.50 |
4,222.75 |
|
R3 |
4,341.50 |
4,297.25 |
4,204.25 |
|
R2 |
4,274.25 |
4,274.25 |
4,198.00 |
|
R1 |
4,230.00 |
4,230.00 |
4,192.00 |
4,218.50 |
PP |
4,207.00 |
4,207.00 |
4,207.00 |
4,201.25 |
S1 |
4,162.75 |
4,162.75 |
4,179.50 |
4,151.25 |
S2 |
4,139.75 |
4,139.75 |
4,173.50 |
|
S3 |
4,072.50 |
4,095.50 |
4,167.25 |
|
S4 |
4,005.25 |
4,028.25 |
4,148.75 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,622.00 |
4,535.25 |
4,258.00 |
|
R3 |
4,490.75 |
4,404.00 |
4,221.75 |
|
R2 |
4,359.50 |
4,359.50 |
4,209.75 |
|
R1 |
4,272.75 |
4,272.75 |
4,197.75 |
4,250.50 |
PP |
4,228.25 |
4,228.25 |
4,228.25 |
4,217.25 |
S1 |
4,141.50 |
4,141.50 |
4,173.75 |
4,119.25 |
S2 |
4,097.00 |
4,097.00 |
4,161.75 |
|
S3 |
3,965.75 |
4,010.25 |
4,149.75 |
|
S4 |
3,834.50 |
3,879.00 |
4,113.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,315.25 |
4,184.00 |
131.25 |
3.1% |
73.25 |
1.7% |
1% |
False |
True |
119,778 |
10 |
4,330.00 |
4,184.00 |
146.00 |
3.5% |
54.75 |
1.3% |
1% |
False |
True |
60,895 |
20 |
4,342.25 |
4,184.00 |
158.25 |
3.8% |
45.00 |
1.1% |
1% |
False |
True |
30,897 |
40 |
4,342.25 |
3,740.00 |
602.25 |
14.4% |
49.00 |
1.2% |
74% |
False |
False |
15,615 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
54.50 |
1.3% |
76% |
False |
False |
10,474 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
46.75 |
1.1% |
76% |
False |
False |
7,859 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
40.75 |
1.0% |
76% |
False |
False |
6,288 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
34.75 |
0.8% |
76% |
False |
False |
5,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,537.00 |
2.618 |
4,427.25 |
1.618 |
4,360.00 |
1.000 |
4,318.50 |
0.618 |
4,292.75 |
HIGH |
4,251.25 |
0.618 |
4,225.50 |
0.500 |
4,217.50 |
0.382 |
4,209.75 |
LOW |
4,184.00 |
0.618 |
4,142.50 |
1.000 |
4,116.75 |
1.618 |
4,075.25 |
2.618 |
4,008.00 |
4.250 |
3,898.25 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,217.50 |
4,239.00 |
PP |
4,207.00 |
4,221.25 |
S1 |
4,196.50 |
4,203.50 |
|