Trading Metrics calculated at close of trading on 17-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,173.07 |
17,069.16 |
-103.91 |
-0.6% |
17,954.94 |
High |
17,427.44 |
17,389.30 |
-38.14 |
-0.2% |
17,960.56 |
Low |
17,067.59 |
17,069.16 |
1.57 |
0.0% |
17,280.83 |
Close |
17,068.87 |
17,356.87 |
288.00 |
1.7% |
17,280.83 |
Range |
359.85 |
320.14 |
-39.71 |
-11.0% |
679.73 |
ATR |
177.82 |
188.01 |
10.19 |
5.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,232.20 |
18,114.67 |
17,532.95 |
|
R3 |
17,912.06 |
17,794.53 |
17,444.91 |
|
R2 |
17,591.92 |
17,591.92 |
17,415.56 |
|
R1 |
17,474.39 |
17,474.39 |
17,386.22 |
17,533.16 |
PP |
17,271.78 |
17,271.78 |
17,271.78 |
17,301.16 |
S1 |
17,154.25 |
17,154.25 |
17,327.52 |
17,213.02 |
S2 |
16,951.64 |
16,951.64 |
17,298.18 |
|
S3 |
16,631.50 |
16,834.11 |
17,268.83 |
|
S4 |
16,311.36 |
16,513.97 |
17,180.79 |
|
|
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 |
17,758.51 |
17,067.59 |
690.92 |
4.0% |
300.34 |
1.7% |
42% |
False |
False |
|
10 |
17,991.19 |
17,067.59 |
923.60 |
5.3% |
237.69 |
1.4% |
31% |
False |
False |
|
20 |
17,991.19 |
17,067.59 |
923.60 |
5.3% |
164.84 |
0.9% |
31% |
False |
False |
|
40 |
17,991.19 |
16,459.85 |
1,531.34 |
8.8% |
148.64 |
0.9% |
59% |
False |
False |
|
60 |
17,991.19 |
15,855.12 |
2,136.07 |
12.3% |
179.88 |
1.0% |
70% |
False |
False |
|
80 |
17,991.19 |
15,855.12 |
2,136.07 |
12.3% |
160.73 |
0.9% |
70% |
False |
False |
|
100 |
17,991.19 |
15,855.12 |
2,136.07 |
12.3% |
155.99 |
0.9% |
70% |
False |
False |
|
120 |
17,991.19 |
15,855.12 |
2,136.07 |
12.3% |
148.46 |
0.9% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,749.90 |
2.618 |
18,227.43 |
1.618 |
17,907.29 |
1.000 |
17,709.44 |
0.618 |
17,587.15 |
HIGH |
17,389.30 |
0.618 |
17,267.01 |
0.500 |
17,229.23 |
0.382 |
17,191.45 |
LOW |
17,069.16 |
0.618 |
16,871.31 |
1.000 |
16,749.02 |
1.618 |
16,551.17 |
2.618 |
16,231.03 |
4.250 |
15,708.57 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,314.32 |
17,320.42 |
PP |
17,271.78 |
17,283.97 |
S1 |
17,229.23 |
17,247.52 |
|