Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,590.05 |
17,285.74 |
-304.31 |
-1.7% |
17,954.94 |
High |
17,590.05 |
17,403.54 |
-186.51 |
-1.1% |
17,960.56 |
Low |
17,280.83 |
17,115.28 |
-165.55 |
-1.0% |
17,280.83 |
Close |
17,280.83 |
17,180.84 |
-99.99 |
-0.6% |
17,280.83 |
Range |
309.22 |
288.26 |
-20.96 |
-6.8% |
679.73 |
ATR |
154.25 |
163.82 |
9.57 |
6.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,098.00 |
17,927.68 |
17,339.38 |
|
R3 |
17,809.74 |
17,639.42 |
17,260.11 |
|
R2 |
17,521.48 |
17,521.48 |
17,233.69 |
|
R1 |
17,351.16 |
17,351.16 |
17,207.26 |
17,292.19 |
PP |
17,233.22 |
17,233.22 |
17,233.22 |
17,203.74 |
S1 |
17,062.90 |
17,062.90 |
17,154.42 |
17,003.93 |
S2 |
16,944.96 |
16,944.96 |
17,127.99 |
|
S3 |
16,656.70 |
16,774.64 |
17,101.57 |
|
S4 |
16,368.44 |
16,486.38 |
17,022.30 |
|
|
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 |
17,847.37 |
17,115.28 |
732.09 |
4.3% |
265.88 |
1.5% |
9% |
False |
True |
|
10 |
17,991.19 |
17,115.28 |
875.91 |
5.1% |
188.37 |
1.1% |
7% |
False |
True |
|
20 |
17,991.19 |
17,115.28 |
875.91 |
5.1% |
138.93 |
0.8% |
7% |
False |
True |
|
40 |
17,991.19 |
16,260.54 |
1,730.65 |
10.1% |
140.55 |
0.8% |
53% |
False |
False |
|
60 |
17,991.19 |
15,855.12 |
2,136.07 |
12.4% |
172.46 |
1.0% |
62% |
False |
False |
|
80 |
17,991.19 |
15,855.12 |
2,136.07 |
12.4% |
154.64 |
0.9% |
62% |
False |
False |
|
100 |
17,991.19 |
15,855.12 |
2,136.07 |
12.4% |
152.09 |
0.9% |
62% |
False |
False |
|
120 |
17,991.19 |
15,855.12 |
2,136.07 |
12.4% |
144.59 |
0.8% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,628.65 |
2.618 |
18,158.20 |
1.618 |
17,869.94 |
1.000 |
17,691.80 |
0.618 |
17,581.68 |
HIGH |
17,403.54 |
0.618 |
17,293.42 |
0.500 |
17,259.41 |
0.382 |
17,225.40 |
LOW |
17,115.28 |
0.618 |
16,937.14 |
1.000 |
16,827.02 |
1.618 |
16,648.88 |
2.618 |
16,360.62 |
4.250 |
15,890.18 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,259.41 |
17,436.90 |
PP |
17,233.22 |
17,351.54 |
S1 |
17,207.03 |
17,266.19 |
|