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 |
4,290.75 |
4,228.25 |
-62.50 |
-1.5% |
4,330.75 |
High |
4,298.25 |
4,298.00 |
-0.25 |
0.0% |
4,335.50 |
Low |
4,219.00 |
4,220.25 |
1.25 |
0.0% |
4,273.50 |
Close |
4,227.00 |
4,236.50 |
9.50 |
0.2% |
4,313.25 |
Range |
79.25 |
77.75 |
-1.50 |
-1.9% |
62.00 |
ATR |
48.67 |
50.74 |
2.08 |
4.3% |
0.00 |
Volume |
382,192 |
422,615 |
40,423 |
10.6% |
1,189,645 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,484.75 |
4,438.50 |
4,279.25 |
|
R3 |
4,407.00 |
4,360.75 |
4,258.00 |
|
R2 |
4,329.25 |
4,329.25 |
4,250.75 |
|
R1 |
4,283.00 |
4,283.00 |
4,243.75 |
4,306.00 |
PP |
4,251.50 |
4,251.50 |
4,251.50 |
4,263.25 |
S1 |
4,205.25 |
4,205.25 |
4,229.25 |
4,228.50 |
S2 |
4,173.75 |
4,173.75 |
4,222.25 |
|
S3 |
4,096.00 |
4,127.50 |
4,215.00 |
|
S4 |
4,018.25 |
4,049.75 |
4,193.75 |
|
|
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 |
4,326.75 |
4,216.75 |
110.00 |
2.6% |
64.75 |
1.5% |
18% |
False |
False |
332,790 |
10 |
4,348.00 |
4,216.75 |
131.25 |
3.1% |
52.00 |
1.2% |
15% |
False |
False |
278,846 |
20 |
4,348.00 |
4,191.50 |
156.50 |
3.7% |
44.75 |
1.1% |
29% |
False |
False |
247,283 |
40 |
4,348.00 |
3,684.00 |
664.00 |
15.7% |
52.00 |
1.2% |
83% |
False |
False |
276,587 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.7% |
58.00 |
1.4% |
83% |
False |
False |
325,816 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.7% |
51.75 |
1.2% |
83% |
False |
False |
264,001 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.7% |
49.75 |
1.2% |
83% |
False |
False |
211,330 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.7% |
47.75 |
1.1% |
83% |
False |
False |
176,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,628.50 |
2.618 |
4,501.50 |
1.618 |
4,423.75 |
1.000 |
4,375.75 |
0.618 |
4,346.00 |
HIGH |
4,298.00 |
0.618 |
4,268.25 |
0.500 |
4,259.00 |
0.382 |
4,250.00 |
LOW |
4,220.25 |
0.618 |
4,172.25 |
1.000 |
4,142.50 |
1.618 |
4,094.50 |
2.618 |
4,016.75 |
4.250 |
3,889.75 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,259.00 |
4,257.50 |
PP |
4,251.50 |
4,250.50 |
S1 |
4,244.00 |
4,243.50 |
|