Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,069.16 |
17,367.85 |
298.69 |
1.7% |
17,954.94 |
High |
17,389.30 |
17,778.40 |
389.10 |
2.2% |
17,960.56 |
Low |
17,069.16 |
17,367.85 |
298.69 |
1.7% |
17,280.83 |
Close |
17,356.87 |
17,778.15 |
421.28 |
2.4% |
17,280.83 |
Range |
320.14 |
410.55 |
90.41 |
28.2% |
679.73 |
ATR |
188.01 |
204.69 |
16.68 |
8.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,873.12 |
18,736.18 |
18,003.95 |
|
R3 |
18,462.57 |
18,325.63 |
17,891.05 |
|
R2 |
18,052.02 |
18,052.02 |
17,853.42 |
|
R1 |
17,915.08 |
17,915.08 |
17,815.78 |
17,983.55 |
PP |
17,641.47 |
17,641.47 |
17,641.47 |
17,675.70 |
S1 |
17,504.53 |
17,504.53 |
17,740.52 |
17,573.00 |
S2 |
17,230.92 |
17,230.92 |
17,702.88 |
|
S3 |
16,820.37 |
17,093.98 |
17,665.25 |
|
S4 |
16,409.82 |
16,683.43 |
17,552.35 |
|
|
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 |
17,778.40 |
17,067.59 |
710.81 |
4.0% |
337.60 |
1.9% |
100% |
True |
False |
|
10 |
17,991.19 |
17,067.59 |
923.60 |
5.2% |
266.43 |
1.5% |
77% |
False |
False |
|
20 |
17,991.19 |
17,067.59 |
923.60 |
5.2% |
180.97 |
1.0% |
77% |
False |
False |
|
40 |
17,991.19 |
16,468.07 |
1,523.12 |
8.6% |
154.06 |
0.9% |
86% |
False |
False |
|
60 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
183.51 |
1.0% |
90% |
False |
False |
|
80 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
164.93 |
0.9% |
90% |
False |
False |
|
100 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
158.65 |
0.9% |
90% |
False |
False |
|
120 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
151.30 |
0.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,523.24 |
2.618 |
18,853.22 |
1.618 |
18,442.67 |
1.000 |
18,188.95 |
0.618 |
18,032.12 |
HIGH |
17,778.40 |
0.618 |
17,621.57 |
0.500 |
17,573.13 |
0.382 |
17,524.68 |
LOW |
17,367.85 |
0.618 |
17,114.13 |
1.000 |
16,957.30 |
1.618 |
16,703.58 |
2.618 |
16,293.03 |
4.250 |
15,623.01 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,709.81 |
17,659.77 |
PP |
17,641.47 |
17,541.38 |
S1 |
17,573.13 |
17,423.00 |
|