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 |
1,232.0 |
1,232.0 |
0.0 |
0.0% |
1,161.3 |
High |
1,240.0 |
1,233.3 |
-6.7 |
-0.5% |
1,220.8 |
Low |
1,227.0 |
1,218.0 |
-9.0 |
-0.7% |
1,143.2 |
Close |
1,230.6 |
1,226.8 |
-3.8 |
-0.3% |
1,191.6 |
Range |
13.0 |
15.3 |
2.3 |
17.7% |
77.6 |
ATR |
22.5 |
22.0 |
-0.5 |
-2.3% |
0.0 |
Volume |
4,620 |
3,390 |
-1,230 |
-26.6% |
13,965 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.9 |
1,264.7 |
1,235.2 |
|
R3 |
1,256.6 |
1,249.4 |
1,231.0 |
|
R2 |
1,241.3 |
1,241.3 |
1,229.6 |
|
R1 |
1,234.1 |
1,234.1 |
1,228.2 |
1,230.1 |
PP |
1,226.0 |
1,226.0 |
1,226.0 |
1,224.0 |
S1 |
1,218.8 |
1,218.8 |
1,225.4 |
1,214.8 |
S2 |
1,210.7 |
1,210.7 |
1,224.0 |
|
S3 |
1,195.4 |
1,203.5 |
1,222.6 |
|
S4 |
1,180.1 |
1,188.2 |
1,218.4 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.0 |
1,382.4 |
1,234.3 |
|
R3 |
1,340.4 |
1,304.8 |
1,212.9 |
|
R2 |
1,262.8 |
1,262.8 |
1,205.8 |
|
R1 |
1,227.2 |
1,227.2 |
1,198.7 |
1,245.0 |
PP |
1,185.2 |
1,185.2 |
1,185.2 |
1,194.1 |
S1 |
1,149.6 |
1,149.6 |
1,184.5 |
1,167.4 |
S2 |
1,107.6 |
1,107.6 |
1,177.4 |
|
S3 |
1,030.0 |
1,072.0 |
1,170.3 |
|
S4 |
952.4 |
994.4 |
1,148.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,240.0 |
1,188.0 |
52.0 |
4.2% |
21.7 |
1.8% |
75% |
False |
False |
2,734 |
10 |
1,240.0 |
1,143.2 |
96.8 |
7.9% |
26.7 |
2.2% |
86% |
False |
False |
3,080 |
20 |
1,240.0 |
1,143.2 |
96.8 |
7.9% |
22.4 |
1.8% |
86% |
False |
False |
3,571 |
40 |
1,257.0 |
1,134.1 |
122.9 |
10.0% |
19.3 |
1.6% |
75% |
False |
False |
2,763 |
60 |
1,257.0 |
1,134.1 |
122.9 |
10.0% |
17.2 |
1.4% |
75% |
False |
False |
2,153 |
80 |
1,300.4 |
1,134.1 |
166.3 |
13.6% |
14.8 |
1.2% |
56% |
False |
False |
1,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,298.3 |
2.618 |
1,273.4 |
1.618 |
1,258.1 |
1.000 |
1,248.6 |
0.618 |
1,242.8 |
HIGH |
1,233.3 |
0.618 |
1,227.5 |
0.500 |
1,225.7 |
0.382 |
1,223.8 |
LOW |
1,218.0 |
0.618 |
1,208.5 |
1.000 |
1,202.7 |
1.618 |
1,193.2 |
2.618 |
1,177.9 |
4.250 |
1,153.0 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,226.4 |
1,224.7 |
PP |
1,226.0 |
1,222.5 |
S1 |
1,225.7 |
1,220.4 |
|