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 |
9,786.0 |
9,784.5 |
-1.5 |
0.0% |
10,093.0 |
High |
9,920.0 |
9,810.5 |
-109.5 |
-1.1% |
10,099.5 |
Low |
9,778.5 |
9,555.0 |
-223.5 |
-2.3% |
9,555.0 |
Close |
9,885.5 |
9,600.0 |
-285.5 |
-2.9% |
9,600.0 |
Range |
141.5 |
255.5 |
114.0 |
80.6% |
544.5 |
ATR |
155.8 |
168.3 |
12.5 |
8.0% |
0.0 |
Volume |
10,936 |
30,401 |
19,465 |
178.0% |
63,700 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,421.7 |
10,266.3 |
9,740.5 |
|
R3 |
10,166.2 |
10,010.8 |
9,670.3 |
|
R2 |
9,910.7 |
9,910.7 |
9,646.8 |
|
R1 |
9,755.3 |
9,755.3 |
9,623.4 |
9,705.3 |
PP |
9,655.2 |
9,655.2 |
9,655.2 |
9,630.1 |
S1 |
9,499.8 |
9,499.8 |
9,576.6 |
9,449.8 |
S2 |
9,399.7 |
9,399.7 |
9,553.2 |
|
S3 |
9,144.2 |
9,244.3 |
9,529.7 |
|
S4 |
8,888.7 |
8,988.8 |
9,459.5 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,385.0 |
11,037.0 |
9,899.5 |
|
R3 |
10,840.5 |
10,492.5 |
9,749.7 |
|
R2 |
10,296.0 |
10,296.0 |
9,699.8 |
|
R1 |
9,948.0 |
9,948.0 |
9,649.9 |
9,849.8 |
PP |
9,751.5 |
9,751.5 |
9,751.5 |
9,702.4 |
S1 |
9,403.5 |
9,403.5 |
9,550.1 |
9,305.3 |
S2 |
9,207.0 |
9,207.0 |
9,500.2 |
|
S3 |
8,662.5 |
8,859.0 |
9,450.3 |
|
S4 |
8,118.0 |
8,314.5 |
9,300.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,099.5 |
9,555.0 |
544.5 |
5.7% |
173.6 |
1.8% |
8% |
False |
True |
12,740 |
10 |
10,123.0 |
9,555.0 |
568.0 |
5.9% |
161.0 |
1.7% |
8% |
False |
True |
7,978 |
20 |
10,123.0 |
9,145.5 |
977.5 |
10.2% |
143.0 |
1.5% |
46% |
False |
False |
5,372 |
40 |
10,123.0 |
8,667.5 |
1,455.5 |
15.2% |
150.3 |
1.6% |
64% |
False |
False |
2,994 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
18.3% |
161.2 |
1.7% |
70% |
False |
False |
2,143 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
18.3% |
137.6 |
1.4% |
70% |
False |
False |
1,704 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
18.3% |
128.9 |
1.3% |
70% |
False |
False |
1,371 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
18.3% |
114.8 |
1.2% |
70% |
False |
False |
1,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,896.4 |
2.618 |
10,479.4 |
1.618 |
10,223.9 |
1.000 |
10,066.0 |
0.618 |
9,968.4 |
HIGH |
9,810.5 |
0.618 |
9,712.9 |
0.500 |
9,682.8 |
0.382 |
9,652.6 |
LOW |
9,555.0 |
0.618 |
9,397.1 |
1.000 |
9,299.5 |
1.618 |
9,141.6 |
2.618 |
8,886.1 |
4.250 |
8,469.1 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,682.8 |
9,738.0 |
PP |
9,655.2 |
9,692.0 |
S1 |
9,627.6 |
9,646.0 |
|