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 |
4,228.25 |
4,233.00 |
4.75 |
0.1% |
4,314.25 |
High |
4,298.00 |
4,254.75 |
-43.25 |
-1.0% |
4,320.25 |
Low |
4,220.25 |
4,188.00 |
-32.25 |
-0.8% |
4,188.00 |
Close |
4,236.50 |
4,189.50 |
-47.00 |
-1.1% |
4,189.50 |
Range |
77.75 |
66.75 |
-11.00 |
-14.1% |
132.25 |
ATR |
50.74 |
51.89 |
1.14 |
2.3% |
0.00 |
Volume |
422,615 |
245,579 |
-177,036 |
-41.9% |
1,710,296 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,411.00 |
4,367.00 |
4,226.25 |
|
R3 |
4,344.25 |
4,300.25 |
4,207.75 |
|
R2 |
4,277.50 |
4,277.50 |
4,201.75 |
|
R1 |
4,233.50 |
4,233.50 |
4,195.50 |
4,222.00 |
PP |
4,210.75 |
4,210.75 |
4,210.75 |
4,205.00 |
S1 |
4,166.75 |
4,166.75 |
4,183.50 |
4,155.50 |
S2 |
4,144.00 |
4,144.00 |
4,177.25 |
|
S3 |
4,077.25 |
4,100.00 |
4,171.25 |
|
S4 |
4,010.50 |
4,033.25 |
4,152.75 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,629.25 |
4,541.75 |
4,262.25 |
|
R3 |
4,497.00 |
4,409.50 |
4,225.75 |
|
R2 |
4,364.75 |
4,364.75 |
4,213.75 |
|
R1 |
4,277.25 |
4,277.25 |
4,201.50 |
4,255.00 |
PP |
4,232.50 |
4,232.50 |
4,232.50 |
4,221.50 |
S1 |
4,145.00 |
4,145.00 |
4,177.50 |
4,122.50 |
S2 |
4,100.25 |
4,100.25 |
4,165.25 |
|
S3 |
3,968.00 |
4,012.75 |
4,153.25 |
|
S4 |
3,835.75 |
3,880.50 |
4,116.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,320.25 |
4,188.00 |
132.25 |
3.2% |
73.25 |
1.8% |
1% |
False |
True |
342,059 |
10 |
4,335.50 |
4,188.00 |
147.50 |
3.5% |
55.00 |
1.3% |
1% |
False |
True |
289,994 |
20 |
4,348.00 |
4,188.00 |
160.00 |
3.8% |
46.25 |
1.1% |
1% |
False |
True |
244,811 |
40 |
4,348.00 |
3,742.00 |
606.00 |
14.5% |
51.00 |
1.2% |
74% |
False |
False |
265,331 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.8% |
58.50 |
1.4% |
76% |
False |
False |
326,143 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.8% |
52.50 |
1.3% |
76% |
False |
False |
267,066 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.8% |
50.00 |
1.2% |
76% |
False |
False |
213,782 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.8% |
47.75 |
1.1% |
76% |
False |
False |
178,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,538.50 |
2.618 |
4,429.50 |
1.618 |
4,362.75 |
1.000 |
4,321.50 |
0.618 |
4,296.00 |
HIGH |
4,254.75 |
0.618 |
4,229.25 |
0.500 |
4,221.50 |
0.382 |
4,213.50 |
LOW |
4,188.00 |
0.618 |
4,146.75 |
1.000 |
4,121.25 |
1.618 |
4,080.00 |
2.618 |
4,013.25 |
4.250 |
3,904.25 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,221.50 |
4,243.00 |
PP |
4,210.75 |
4,225.25 |
S1 |
4,200.00 |
4,207.50 |
|