Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
2,053.25 |
2,050.75 |
-2.50 |
-0.1% |
2,056.75 |
High |
2,055.00 |
2,053.00 |
-2.00 |
-0.1% |
2,071.75 |
Low |
2,026.25 |
2,016.50 |
-9.75 |
-0.5% |
2,041.25 |
Close |
2,050.50 |
2,019.50 |
-31.00 |
-1.5% |
2,069.00 |
Range |
28.75 |
36.50 |
7.75 |
27.0% |
30.50 |
ATR |
17.89 |
19.22 |
1.33 |
7.4% |
0.00 |
Volume |
149,839 |
307,700 |
157,861 |
105.4% |
119,567 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,139.25 |
2,115.75 |
2,039.50 |
|
R3 |
2,102.75 |
2,079.25 |
2,029.50 |
|
R2 |
2,066.25 |
2,066.25 |
2,026.25 |
|
R1 |
2,042.75 |
2,042.75 |
2,022.75 |
2,036.25 |
PP |
2,029.75 |
2,029.75 |
2,029.75 |
2,026.50 |
S1 |
2,006.25 |
2,006.25 |
2,016.25 |
1,999.75 |
S2 |
1,993.25 |
1,993.25 |
2,012.75 |
|
S3 |
1,956.75 |
1,969.75 |
2,009.50 |
|
S4 |
1,920.25 |
1,933.25 |
1,999.50 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,152.25 |
2,141.00 |
2,085.75 |
|
R3 |
2,121.75 |
2,110.50 |
2,077.50 |
|
R2 |
2,091.25 |
2,091.25 |
2,074.50 |
|
R1 |
2,080.00 |
2,080.00 |
2,071.75 |
2,085.50 |
PP |
2,060.75 |
2,060.75 |
2,060.75 |
2,063.50 |
S1 |
2,049.50 |
2,049.50 |
2,066.25 |
2,055.00 |
S2 |
2,030.25 |
2,030.25 |
2,063.50 |
|
S3 |
1,999.75 |
2,019.00 |
2,060.50 |
|
S4 |
1,969.25 |
1,988.50 |
2,052.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,071.75 |
2,016.50 |
55.25 |
2.7% |
23.00 |
1.1% |
5% |
False |
True |
116,417 |
10 |
2,071.75 |
2,016.50 |
55.25 |
2.7% |
18.00 |
0.9% |
5% |
False |
True |
65,237 |
20 |
2,071.75 |
2,016.50 |
55.25 |
2.7% |
16.00 |
0.8% |
5% |
False |
True |
38,620 |
40 |
2,071.75 |
1,805.00 |
266.75 |
13.2% |
22.00 |
1.1% |
80% |
False |
False |
21,808 |
60 |
2,071.75 |
1,805.00 |
266.75 |
13.2% |
23.75 |
1.2% |
80% |
False |
False |
15,329 |
80 |
2,071.75 |
1,805.00 |
266.75 |
13.2% |
20.75 |
1.0% |
80% |
False |
False |
11,548 |
100 |
2,071.75 |
1,805.00 |
266.75 |
13.2% |
19.75 |
1.0% |
80% |
False |
False |
9,248 |
120 |
2,071.75 |
1,805.00 |
266.75 |
13.2% |
18.25 |
0.9% |
80% |
False |
False |
7,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,208.00 |
2.618 |
2,148.50 |
1.618 |
2,112.00 |
1.000 |
2,089.50 |
0.618 |
2,075.50 |
HIGH |
2,053.00 |
0.618 |
2,039.00 |
0.500 |
2,034.75 |
0.382 |
2,030.50 |
LOW |
2,016.50 |
0.618 |
1,994.00 |
1.000 |
1,980.00 |
1.618 |
1,957.50 |
2.618 |
1,921.00 |
4.250 |
1,861.50 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
2,034.75 |
2,043.50 |
PP |
2,029.75 |
2,035.50 |
S1 |
2,024.50 |
2,027.50 |
|