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 |
4,282.75 |
4,290.75 |
8.00 |
0.2% |
4,330.75 |
High |
4,298.50 |
4,298.25 |
-0.25 |
0.0% |
4,335.50 |
Low |
4,216.75 |
4,219.00 |
2.25 |
0.1% |
4,273.50 |
Close |
4,290.75 |
4,227.00 |
-63.75 |
-1.5% |
4,313.25 |
Range |
81.75 |
79.25 |
-2.50 |
-3.1% |
62.00 |
ATR |
46.31 |
48.67 |
2.35 |
5.1% |
0.00 |
Volume |
339,492 |
382,192 |
42,700 |
12.6% |
1,189,645 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,485.75 |
4,435.75 |
4,270.50 |
|
R3 |
4,406.50 |
4,356.50 |
4,248.75 |
|
R2 |
4,327.25 |
4,327.25 |
4,241.50 |
|
R1 |
4,277.25 |
4,277.25 |
4,234.25 |
4,262.50 |
PP |
4,248.00 |
4,248.00 |
4,248.00 |
4,240.75 |
S1 |
4,198.00 |
4,198.00 |
4,219.75 |
4,183.50 |
S2 |
4,168.75 |
4,168.75 |
4,212.50 |
|
S3 |
4,089.50 |
4,118.75 |
4,205.25 |
|
S4 |
4,010.25 |
4,039.50 |
4,183.50 |
|
|
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% |
56.25 |
1.3% |
9% |
False |
False |
298,013 |
10 |
4,348.00 |
4,216.75 |
131.25 |
3.1% |
47.50 |
1.1% |
8% |
False |
False |
250,159 |
20 |
4,348.00 |
4,166.50 |
181.50 |
4.3% |
42.50 |
1.0% |
33% |
False |
False |
236,288 |
40 |
4,348.00 |
3,684.00 |
664.00 |
15.7% |
53.50 |
1.3% |
82% |
False |
False |
286,800 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.7% |
57.50 |
1.4% |
82% |
False |
False |
324,118 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.7% |
51.25 |
1.2% |
82% |
False |
False |
258,730 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.7% |
49.25 |
1.2% |
82% |
False |
False |
207,106 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.7% |
47.25 |
1.1% |
82% |
False |
False |
172,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,635.00 |
2.618 |
4,505.75 |
1.618 |
4,426.50 |
1.000 |
4,377.50 |
0.618 |
4,347.25 |
HIGH |
4,298.25 |
0.618 |
4,268.00 |
0.500 |
4,258.50 |
0.382 |
4,249.25 |
LOW |
4,219.00 |
0.618 |
4,170.00 |
1.000 |
4,139.75 |
1.618 |
4,090.75 |
2.618 |
4,011.50 |
4.250 |
3,882.25 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,258.50 |
4,268.50 |
PP |
4,248.00 |
4,254.75 |
S1 |
4,237.50 |
4,240.75 |
|