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 |
4,278.00 |
4,284.25 |
6.25 |
0.1% |
4,328.00 |
High |
4,293.25 |
4,293.50 |
0.25 |
0.0% |
4,330.00 |
Low |
4,211.75 |
4,214.50 |
2.75 |
0.1% |
4,268.50 |
Close |
4,285.75 |
4,222.25 |
-63.50 |
-1.5% |
4,308.25 |
Range |
81.50 |
79.00 |
-2.50 |
-3.1% |
61.50 |
ATR |
44.60 |
47.06 |
2.46 |
5.5% |
0.00 |
Volume |
11,592 |
37,283 |
25,691 |
221.6% |
10,067 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,480.50 |
4,430.25 |
4,265.75 |
|
R3 |
4,401.50 |
4,351.25 |
4,244.00 |
|
R2 |
4,322.50 |
4,322.50 |
4,236.75 |
|
R1 |
4,272.25 |
4,272.25 |
4,229.50 |
4,258.00 |
PP |
4,243.50 |
4,243.50 |
4,243.50 |
4,236.25 |
S1 |
4,193.25 |
4,193.25 |
4,215.00 |
4,179.00 |
S2 |
4,164.50 |
4,164.50 |
4,207.75 |
|
S3 |
4,085.50 |
4,114.25 |
4,200.50 |
|
S4 |
4,006.50 |
4,035.25 |
4,178.75 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,486.75 |
4,459.00 |
4,342.00 |
|
R3 |
4,425.25 |
4,397.50 |
4,325.25 |
|
R2 |
4,363.75 |
4,363.75 |
4,319.50 |
|
R1 |
4,336.00 |
4,336.00 |
4,314.00 |
4,319.00 |
PP |
4,302.25 |
4,302.25 |
4,302.25 |
4,293.75 |
S1 |
4,274.50 |
4,274.50 |
4,302.50 |
4,257.50 |
S2 |
4,240.75 |
4,240.75 |
4,297.00 |
|
S3 |
4,179.25 |
4,213.00 |
4,291.25 |
|
S4 |
4,117.75 |
4,151.50 |
4,274.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,323.50 |
4,211.75 |
111.75 |
2.6% |
55.75 |
1.3% |
9% |
False |
False |
11,233 |
10 |
4,342.25 |
4,211.75 |
130.50 |
3.1% |
47.00 |
1.1% |
8% |
False |
False |
6,502 |
20 |
4,342.25 |
4,160.75 |
181.50 |
4.3% |
41.00 |
1.0% |
34% |
False |
False |
3,641 |
40 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
50.50 |
1.2% |
82% |
False |
False |
1,995 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
53.25 |
1.3% |
82% |
False |
False |
1,380 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
45.25 |
1.1% |
82% |
False |
False |
1,038 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
39.25 |
0.9% |
82% |
False |
False |
831 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
33.50 |
0.8% |
82% |
False |
False |
693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,629.25 |
2.618 |
4,500.25 |
1.618 |
4,421.25 |
1.000 |
4,372.50 |
0.618 |
4,342.25 |
HIGH |
4,293.50 |
0.618 |
4,263.25 |
0.500 |
4,254.00 |
0.382 |
4,244.75 |
LOW |
4,214.50 |
0.618 |
4,165.75 |
1.000 |
4,135.50 |
1.618 |
4,086.75 |
2.618 |
4,007.75 |
4.250 |
3,878.75 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,254.00 |
4,263.50 |
PP |
4,243.50 |
4,249.75 |
S1 |
4,232.75 |
4,236.00 |
|