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 |
1,232.4 |
1,227.2 |
-5.2 |
-0.4% |
1,159.2 |
High |
1,239.0 |
1,233.3 |
-5.7 |
-0.5% |
1,221.0 |
Low |
1,226.3 |
1,217.3 |
-9.0 |
-0.7% |
1,143.4 |
Close |
1,230.0 |
1,226.2 |
-3.8 |
-0.3% |
1,191.0 |
Range |
12.7 |
16.0 |
3.3 |
26.0% |
77.6 |
ATR |
22.6 |
22.1 |
-0.5 |
-2.1% |
0.0 |
Volume |
3,798 |
2,767 |
-1,031 |
-27.1% |
18,742 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.6 |
1,265.9 |
1,235.0 |
|
R3 |
1,257.6 |
1,249.9 |
1,230.6 |
|
R2 |
1,241.6 |
1,241.6 |
1,229.1 |
|
R1 |
1,233.9 |
1,233.9 |
1,227.7 |
1,229.8 |
PP |
1,225.6 |
1,225.6 |
1,225.6 |
1,223.5 |
S1 |
1,217.9 |
1,217.9 |
1,224.7 |
1,213.8 |
S2 |
1,209.6 |
1,209.6 |
1,223.3 |
|
S3 |
1,193.6 |
1,201.9 |
1,221.8 |
|
S4 |
1,177.6 |
1,185.9 |
1,217.4 |
|
|
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% |
21.7 |
1.8% |
74% |
False |
False |
3,348 |
10 |
1,239.4 |
1,143.4 |
96.0 |
7.8% |
26.9 |
2.2% |
86% |
False |
False |
3,948 |
20 |
1,239.4 |
1,143.4 |
96.0 |
7.8% |
22.5 |
1.8% |
86% |
False |
False |
4,618 |
40 |
1,255.2 |
1,132.1 |
123.1 |
10.0% |
19.1 |
1.6% |
76% |
False |
False |
3,535 |
60 |
1,255.2 |
1,132.1 |
123.1 |
10.0% |
17.0 |
1.4% |
76% |
False |
False |
2,784 |
80 |
1,299.0 |
1,132.1 |
166.9 |
13.6% |
15.1 |
1.2% |
56% |
False |
False |
2,426 |
100 |
1,321.1 |
1,132.1 |
189.0 |
15.4% |
13.6 |
1.1% |
50% |
False |
False |
2,054 |
120 |
1,347.2 |
1,132.1 |
215.1 |
17.5% |
12.4 |
1.0% |
44% |
False |
False |
1,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.3 |
2.618 |
1,275.2 |
1.618 |
1,259.2 |
1.000 |
1,249.3 |
0.618 |
1,243.2 |
HIGH |
1,233.3 |
0.618 |
1,227.2 |
0.500 |
1,225.3 |
0.382 |
1,223.4 |
LOW |
1,217.3 |
0.618 |
1,207.4 |
1.000 |
1,201.3 |
1.618 |
1,191.4 |
2.618 |
1,175.4 |
4.250 |
1,149.3 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,225.9 |
1,224.2 |
PP |
1,225.6 |
1,222.2 |
S1 |
1,225.3 |
1,220.2 |
|