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 |
1,232.0 |
1,229.3 |
-2.7 |
-0.2% |
1,191.2 |
High |
1,233.3 |
1,229.9 |
-3.4 |
-0.3% |
1,240.0 |
Low |
1,218.0 |
1,218.3 |
0.3 |
0.0% |
1,189.1 |
Close |
1,226.8 |
1,223.6 |
-3.2 |
-0.3% |
1,223.6 |
Range |
15.3 |
11.6 |
-3.7 |
-24.2% |
50.9 |
ATR |
22.0 |
21.3 |
-0.7 |
-3.4% |
0.0 |
Volume |
3,390 |
2,285 |
-1,105 |
-32.6% |
15,119 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.7 |
1,252.8 |
1,230.0 |
|
R3 |
1,247.1 |
1,241.2 |
1,226.8 |
|
R2 |
1,235.5 |
1,235.5 |
1,225.7 |
|
R1 |
1,229.6 |
1,229.6 |
1,224.7 |
1,226.8 |
PP |
1,223.9 |
1,223.9 |
1,223.9 |
1,222.5 |
S1 |
1,218.0 |
1,218.0 |
1,222.5 |
1,215.2 |
S2 |
1,212.3 |
1,212.3 |
1,221.5 |
|
S3 |
1,200.7 |
1,206.4 |
1,220.4 |
|
S4 |
1,189.1 |
1,194.8 |
1,217.2 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.3 |
1,347.8 |
1,251.6 |
|
R3 |
1,319.4 |
1,296.9 |
1,237.6 |
|
R2 |
1,268.5 |
1,268.5 |
1,232.9 |
|
R1 |
1,246.0 |
1,246.0 |
1,228.3 |
1,257.3 |
PP |
1,217.6 |
1,217.6 |
1,217.6 |
1,223.2 |
S1 |
1,195.1 |
1,195.1 |
1,218.9 |
1,206.4 |
S2 |
1,166.7 |
1,166.7 |
1,214.3 |
|
S3 |
1,115.8 |
1,144.2 |
1,209.6 |
|
S4 |
1,064.9 |
1,093.3 |
1,195.6 |
|
|
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 |
1,189.1 |
50.9 |
4.2% |
20.0 |
1.6% |
68% |
False |
False |
3,023 |
10 |
1,240.0 |
1,143.2 |
96.8 |
7.9% |
24.4 |
2.0% |
83% |
False |
False |
2,908 |
20 |
1,240.0 |
1,143.2 |
96.8 |
7.9% |
22.3 |
1.8% |
83% |
False |
False |
3,449 |
40 |
1,257.0 |
1,134.1 |
122.9 |
10.0% |
19.4 |
1.6% |
73% |
False |
False |
2,785 |
60 |
1,257.0 |
1,134.1 |
122.9 |
10.0% |
17.2 |
1.4% |
73% |
False |
False |
2,187 |
80 |
1,293.5 |
1,134.1 |
159.4 |
13.0% |
14.8 |
1.2% |
56% |
False |
False |
1,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.2 |
2.618 |
1,260.3 |
1.618 |
1,248.7 |
1.000 |
1,241.5 |
0.618 |
1,237.1 |
HIGH |
1,229.9 |
0.618 |
1,225.5 |
0.500 |
1,224.1 |
0.382 |
1,222.7 |
LOW |
1,218.3 |
0.618 |
1,211.1 |
1.000 |
1,206.7 |
1.618 |
1,199.5 |
2.618 |
1,187.9 |
4.250 |
1,169.0 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,224.1 |
1,229.0 |
PP |
1,223.9 |
1,227.2 |
S1 |
1,223.8 |
1,225.4 |
|