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 |
1,204.5 |
1,232.4 |
27.9 |
2.3% |
1,159.2 |
High |
1,239.4 |
1,239.0 |
-0.4 |
0.0% |
1,221.0 |
Low |
1,201.0 |
1,226.3 |
25.3 |
2.1% |
1,143.4 |
Close |
1,232.6 |
1,230.0 |
-2.6 |
-0.2% |
1,191.0 |
Range |
38.4 |
12.7 |
-25.7 |
-66.9% |
77.6 |
ATR |
23.3 |
22.6 |
-0.8 |
-3.3% |
0.0 |
Volume |
4,665 |
3,798 |
-867 |
-18.6% |
18,742 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.9 |
1,262.6 |
1,237.0 |
|
R3 |
1,257.2 |
1,249.9 |
1,233.5 |
|
R2 |
1,244.5 |
1,244.5 |
1,232.3 |
|
R1 |
1,237.2 |
1,237.2 |
1,231.2 |
1,234.5 |
PP |
1,231.8 |
1,231.8 |
1,231.8 |
1,230.4 |
S1 |
1,224.5 |
1,224.5 |
1,228.8 |
1,221.8 |
S2 |
1,219.1 |
1,219.1 |
1,227.7 |
|
S3 |
1,206.4 |
1,211.8 |
1,226.5 |
|
S4 |
1,193.7 |
1,199.1 |
1,223.0 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.9 |
1,382.1 |
1,233.7 |
|
R3 |
1,340.3 |
1,304.5 |
1,212.3 |
|
R2 |
1,262.7 |
1,262.7 |
1,205.2 |
|
R1 |
1,226.9 |
1,226.9 |
1,198.1 |
1,244.8 |
PP |
1,185.1 |
1,185.1 |
1,185.1 |
1,194.1 |
S1 |
1,149.3 |
1,149.3 |
1,183.9 |
1,167.2 |
S2 |
1,107.5 |
1,107.5 |
1,176.8 |
|
S3 |
1,029.9 |
1,071.7 |
1,169.7 |
|
S4 |
952.3 |
994.1 |
1,148.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,239.4 |
1,187.7 |
51.7 |
4.2% |
20.7 |
1.7% |
82% |
False |
False |
3,237 |
10 |
1,239.4 |
1,143.4 |
96.0 |
7.8% |
25.8 |
2.1% |
90% |
False |
False |
4,756 |
20 |
1,239.4 |
1,143.4 |
96.0 |
7.8% |
22.2 |
1.8% |
90% |
False |
False |
4,832 |
40 |
1,255.2 |
1,132.1 |
123.1 |
10.0% |
19.3 |
1.6% |
80% |
False |
False |
3,477 |
60 |
1,255.2 |
1,132.1 |
123.1 |
10.0% |
17.0 |
1.4% |
80% |
False |
False |
2,769 |
80 |
1,303.8 |
1,132.1 |
171.7 |
14.0% |
15.0 |
1.2% |
57% |
False |
False |
2,397 |
100 |
1,321.1 |
1,132.1 |
189.0 |
15.4% |
13.5 |
1.1% |
52% |
False |
False |
2,026 |
120 |
1,347.2 |
1,132.1 |
215.1 |
17.5% |
12.3 |
1.0% |
46% |
False |
False |
1,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.0 |
2.618 |
1,272.2 |
1.618 |
1,259.5 |
1.000 |
1,251.7 |
0.618 |
1,246.8 |
HIGH |
1,239.0 |
0.618 |
1,234.1 |
0.500 |
1,232.7 |
0.382 |
1,231.2 |
LOW |
1,226.3 |
0.618 |
1,218.5 |
1.000 |
1,213.6 |
1.618 |
1,205.8 |
2.618 |
1,193.1 |
4.250 |
1,172.3 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,232.7 |
1,224.6 |
PP |
1,231.8 |
1,219.1 |
S1 |
1,230.9 |
1,213.7 |
|