Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,367.85 |
17,778.02 |
410.17 |
2.4% |
17,285.74 |
High |
17,778.40 |
17,874.03 |
95.63 |
0.5% |
17,874.03 |
Low |
17,367.85 |
17,746.55 |
378.70 |
2.2% |
17,067.59 |
Close |
17,778.15 |
17,804.80 |
26.65 |
0.1% |
17,804.80 |
Range |
410.55 |
127.48 |
-283.07 |
-68.9% |
806.44 |
ATR |
204.69 |
199.17 |
-5.51 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,190.90 |
18,125.33 |
17,874.91 |
|
R3 |
18,063.42 |
17,997.85 |
17,839.86 |
|
R2 |
17,935.94 |
17,935.94 |
17,828.17 |
|
R1 |
17,870.37 |
17,870.37 |
17,816.49 |
17,903.16 |
PP |
17,808.46 |
17,808.46 |
17,808.46 |
17,824.85 |
S1 |
17,742.89 |
17,742.89 |
17,793.11 |
17,775.68 |
S2 |
17,680.98 |
17,680.98 |
17,781.43 |
|
S3 |
17,553.50 |
17,615.41 |
17,769.74 |
|
S4 |
17,426.02 |
17,487.93 |
17,734.69 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,001.46 |
19,709.57 |
18,248.34 |
|
R3 |
19,195.02 |
18,903.13 |
18,026.57 |
|
R2 |
18,388.58 |
18,388.58 |
17,952.65 |
|
R1 |
18,096.69 |
18,096.69 |
17,878.72 |
18,242.64 |
PP |
17,582.14 |
17,582.14 |
17,582.14 |
17,655.11 |
S1 |
17,290.25 |
17,290.25 |
17,730.88 |
17,436.20 |
S2 |
16,775.70 |
16,775.70 |
17,656.95 |
|
S3 |
15,969.26 |
16,483.81 |
17,583.03 |
|
S4 |
15,162.82 |
15,677.37 |
17,361.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,874.03 |
17,067.59 |
806.44 |
4.5% |
301.26 |
1.7% |
91% |
True |
False |
|
10 |
17,960.56 |
17,067.59 |
892.97 |
5.0% |
270.37 |
1.5% |
83% |
False |
False |
|
20 |
17,991.19 |
17,067.59 |
923.60 |
5.2% |
181.52 |
1.0% |
80% |
False |
False |
|
40 |
17,991.19 |
16,649.72 |
1,341.47 |
7.5% |
149.76 |
0.8% |
86% |
False |
False |
|
60 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
181.32 |
1.0% |
91% |
False |
False |
|
80 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
165.98 |
0.9% |
91% |
False |
False |
|
100 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
158.26 |
0.9% |
91% |
False |
False |
|
120 |
17,991.19 |
15,855.12 |
2,136.07 |
12.0% |
150.95 |
0.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,415.82 |
2.618 |
18,207.77 |
1.618 |
18,080.29 |
1.000 |
18,001.51 |
0.618 |
17,952.81 |
HIGH |
17,874.03 |
0.618 |
17,825.33 |
0.500 |
17,810.29 |
0.382 |
17,795.25 |
LOW |
17,746.55 |
0.618 |
17,667.77 |
1.000 |
17,619.07 |
1.618 |
17,540.29 |
2.618 |
17,412.81 |
4.250 |
17,204.76 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,810.29 |
17,693.73 |
PP |
17,808.46 |
17,582.66 |
S1 |
17,806.63 |
17,471.60 |
|