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 |
6,489.0 |
6,440.0 |
-49.0 |
-0.8% |
6,624.0 |
High |
6,502.0 |
6,466.0 |
-36.0 |
-0.6% |
6,703.0 |
Low |
6,410.0 |
6,368.0 |
-42.0 |
-0.7% |
6,588.0 |
Close |
6,453.0 |
6,422.0 |
-31.0 |
-0.5% |
6,687.0 |
Range |
92.0 |
98.0 |
6.0 |
6.5% |
115.0 |
ATR |
69.3 |
71.4 |
2.0 |
3.0% |
0.0 |
Volume |
16,040 |
12,420 |
-3,620 |
-22.6% |
10,868 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,712.5 |
6,665.5 |
6,476.0 |
|
R3 |
6,614.5 |
6,567.5 |
6,449.0 |
|
R2 |
6,516.5 |
6,516.5 |
6,440.0 |
|
R1 |
6,469.5 |
6,469.5 |
6,431.0 |
6,444.0 |
PP |
6,418.5 |
6,418.5 |
6,418.5 |
6,406.0 |
S1 |
6,371.5 |
6,371.5 |
6,413.0 |
6,346.0 |
S2 |
6,320.5 |
6,320.5 |
6,404.0 |
|
S3 |
6,222.5 |
6,273.5 |
6,395.0 |
|
S4 |
6,124.5 |
6,175.5 |
6,368.0 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,004.5 |
6,960.5 |
6,750.0 |
|
R3 |
6,889.5 |
6,845.5 |
6,718.5 |
|
R2 |
6,774.5 |
6,774.5 |
6,708.0 |
|
R1 |
6,730.5 |
6,730.5 |
6,697.5 |
6,752.5 |
PP |
6,659.5 |
6,659.5 |
6,659.5 |
6,670.0 |
S1 |
6,615.5 |
6,615.5 |
6,676.5 |
6,637.5 |
S2 |
6,544.5 |
6,544.5 |
6,666.0 |
|
S3 |
6,429.5 |
6,500.5 |
6,655.5 |
|
S4 |
6,314.5 |
6,385.5 |
6,624.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,700.0 |
6,368.0 |
332.0 |
5.2% |
91.5 |
1.4% |
16% |
False |
True |
6,952 |
10 |
6,703.0 |
6,368.0 |
335.0 |
5.2% |
71.0 |
1.1% |
16% |
False |
True |
4,509 |
20 |
6,715.0 |
6,368.0 |
347.0 |
5.4% |
54.5 |
0.8% |
16% |
False |
True |
2,371 |
40 |
6,715.0 |
6,146.0 |
569.0 |
8.9% |
48.0 |
0.7% |
49% |
False |
False |
1,288 |
60 |
6,766.0 |
6,010.0 |
756.0 |
11.8% |
46.0 |
0.7% |
54% |
False |
False |
865 |
80 |
6,808.5 |
6,010.0 |
798.5 |
12.4% |
36.0 |
0.6% |
52% |
False |
False |
652 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.4% |
30.5 |
0.5% |
52% |
False |
False |
525 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.4% |
25.5 |
0.4% |
52% |
False |
False |
445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,882.5 |
2.618 |
6,722.5 |
1.618 |
6,624.5 |
1.000 |
6,564.0 |
0.618 |
6,526.5 |
HIGH |
6,466.0 |
0.618 |
6,428.5 |
0.500 |
6,417.0 |
0.382 |
6,405.5 |
LOW |
6,368.0 |
0.618 |
6,307.5 |
1.000 |
6,270.0 |
1.618 |
6,209.5 |
2.618 |
6,111.5 |
4.250 |
5,951.5 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,420.5 |
6,482.5 |
PP |
6,418.5 |
6,462.5 |
S1 |
6,417.0 |
6,442.0 |
|