Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,314.25 |
4,282.75 |
-31.50 |
-0.7% |
4,330.75 |
High |
4,320.25 |
4,298.50 |
-21.75 |
-0.5% |
4,335.50 |
Low |
4,259.00 |
4,216.75 |
-42.25 |
-1.0% |
4,273.50 |
Close |
4,279.00 |
4,290.75 |
11.75 |
0.3% |
4,313.25 |
Range |
61.25 |
81.75 |
20.50 |
33.5% |
62.00 |
ATR |
43.59 |
46.31 |
2.73 |
6.3% |
0.00 |
Volume |
320,418 |
339,492 |
19,074 |
6.0% |
1,189,645 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,514.00 |
4,484.00 |
4,335.75 |
|
R3 |
4,432.25 |
4,402.25 |
4,313.25 |
|
R2 |
4,350.50 |
4,350.50 |
4,305.75 |
|
R1 |
4,320.50 |
4,320.50 |
4,298.25 |
4,335.50 |
PP |
4,268.75 |
4,268.75 |
4,268.75 |
4,276.00 |
S1 |
4,238.75 |
4,238.75 |
4,283.25 |
4,253.75 |
S2 |
4,187.00 |
4,187.00 |
4,275.75 |
|
S3 |
4,105.25 |
4,157.00 |
4,268.25 |
|
S4 |
4,023.50 |
4,075.25 |
4,245.75 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,493.50 |
4,465.25 |
4,347.25 |
|
R3 |
4,431.50 |
4,403.25 |
4,330.25 |
|
R2 |
4,369.50 |
4,369.50 |
4,324.50 |
|
R1 |
4,341.25 |
4,341.25 |
4,319.00 |
4,324.50 |
PP |
4,307.50 |
4,307.50 |
4,307.50 |
4,299.00 |
S1 |
4,279.25 |
4,279.25 |
4,307.50 |
4,262.50 |
S2 |
4,245.50 |
4,245.50 |
4,302.00 |
|
S3 |
4,183.50 |
4,217.25 |
4,296.25 |
|
S4 |
4,121.50 |
4,155.25 |
4,279.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,328.50 |
4,216.75 |
111.75 |
2.6% |
47.00 |
1.1% |
66% |
False |
True |
259,737 |
10 |
4,348.00 |
4,216.75 |
131.25 |
3.1% |
42.25 |
1.0% |
56% |
False |
True |
228,855 |
20 |
4,348.00 |
4,162.00 |
186.00 |
4.3% |
39.75 |
0.9% |
69% |
False |
False |
223,904 |
40 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
53.00 |
1.2% |
91% |
False |
False |
292,303 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
57.25 |
1.3% |
91% |
False |
False |
324,037 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
50.50 |
1.2% |
91% |
False |
False |
253,964 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
48.75 |
1.1% |
91% |
False |
False |
203,292 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.5% |
46.50 |
1.1% |
91% |
False |
False |
169,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,646.00 |
2.618 |
4,512.50 |
1.618 |
4,430.75 |
1.000 |
4,380.25 |
0.618 |
4,349.00 |
HIGH |
4,298.50 |
0.618 |
4,267.25 |
0.500 |
4,257.50 |
0.382 |
4,248.00 |
LOW |
4,216.75 |
0.618 |
4,166.25 |
1.000 |
4,135.00 |
1.618 |
4,084.50 |
2.618 |
4,002.75 |
4.250 |
3,869.25 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,279.75 |
4,284.50 |
PP |
4,268.75 |
4,278.00 |
S1 |
4,257.50 |
4,271.75 |
|