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 |
17,534.30 |
17,590.05 |
55.75 |
0.3% |
17,954.94 |
High |
17,758.51 |
17,590.05 |
-168.46 |
-0.9% |
17,960.56 |
Low |
17,534.30 |
17,280.83 |
-253.47 |
-1.4% |
17,280.83 |
Close |
17,596.34 |
17,280.83 |
-315.51 |
-1.8% |
17,280.83 |
Range |
224.21 |
309.22 |
85.01 |
37.9% |
679.73 |
ATR |
141.84 |
154.25 |
12.40 |
8.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,311.56 |
18,105.42 |
17,450.90 |
|
R3 |
18,002.34 |
17,796.20 |
17,365.87 |
|
R2 |
17,693.12 |
17,693.12 |
17,337.52 |
|
R1 |
17,486.98 |
17,486.98 |
17,309.18 |
17,435.44 |
PP |
17,383.90 |
17,383.90 |
17,383.90 |
17,358.14 |
S1 |
17,177.76 |
17,177.76 |
17,252.48 |
17,126.22 |
S2 |
17,074.68 |
17,074.68 |
17,224.14 |
|
S3 |
16,765.46 |
16,868.54 |
17,195.79 |
|
S4 |
16,456.24 |
16,559.32 |
17,110.76 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,546.60 |
19,093.44 |
17,654.68 |
|
R3 |
18,866.87 |
18,413.71 |
17,467.76 |
|
R2 |
18,187.14 |
18,187.14 |
17,405.45 |
|
R1 |
17,733.98 |
17,733.98 |
17,343.14 |
17,620.70 |
PP |
17,507.41 |
17,507.41 |
17,507.41 |
17,450.76 |
S1 |
17,054.25 |
17,054.25 |
17,218.52 |
16,940.97 |
S2 |
16,827.68 |
16,827.68 |
17,156.21 |
|
S3 |
16,147.95 |
16,374.52 |
17,093.90 |
|
S4 |
15,468.22 |
15,694.79 |
16,906.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,960.56 |
17,280.83 |
679.73 |
3.9% |
239.48 |
1.4% |
0% |
False |
True |
|
10 |
17,991.19 |
17,280.83 |
710.36 |
4.1% |
169.62 |
1.0% |
0% |
False |
True |
|
20 |
17,991.19 |
17,280.83 |
710.36 |
4.1% |
127.07 |
0.7% |
0% |
False |
True |
|
40 |
17,991.19 |
16,118.39 |
1,872.80 |
10.8% |
141.06 |
0.8% |
62% |
False |
False |
|
60 |
17,991.19 |
15,855.12 |
2,136.07 |
12.4% |
169.21 |
1.0% |
67% |
False |
False |
|
80 |
17,991.19 |
15,855.12 |
2,136.07 |
12.4% |
152.17 |
0.9% |
67% |
False |
False |
|
100 |
17,991.19 |
15,855.12 |
2,136.07 |
12.4% |
149.80 |
0.9% |
67% |
False |
False |
|
120 |
17,991.19 |
15,855.12 |
2,136.07 |
12.4% |
142.89 |
0.8% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,904.24 |
2.618 |
18,399.59 |
1.618 |
18,090.37 |
1.000 |
17,899.27 |
0.618 |
17,781.15 |
HIGH |
17,590.05 |
0.618 |
17,471.93 |
0.500 |
17,435.44 |
0.382 |
17,398.95 |
LOW |
17,280.83 |
0.618 |
17,089.73 |
1.000 |
16,971.61 |
1.618 |
16,780.51 |
2.618 |
16,471.29 |
4.250 |
15,966.65 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,435.44 |
17,539.41 |
PP |
17,383.90 |
17,453.22 |
S1 |
17,332.37 |
17,367.02 |
|