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 |
1,227.8 |
1,223.1 |
-4.7 |
-0.4% |
1,190.6 |
High |
1,227.8 |
1,223.1 |
-4.7 |
-0.4% |
1,237.4 |
Low |
1,218.4 |
1,200.0 |
-18.4 |
-1.5% |
1,187.2 |
Close |
1,222.0 |
1,207.2 |
-14.8 |
-1.2% |
1,222.0 |
Range |
9.4 |
23.1 |
13.7 |
145.7% |
50.2 |
ATR |
21.6 |
21.8 |
0.1 |
0.5% |
0.0 |
Volume |
203 |
77 |
-126 |
-62.1% |
1,270 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.4 |
1,266.4 |
1,219.9 |
|
R3 |
1,256.3 |
1,243.3 |
1,213.6 |
|
R2 |
1,233.2 |
1,233.2 |
1,211.4 |
|
R1 |
1,220.2 |
1,220.2 |
1,209.3 |
1,215.2 |
PP |
1,210.1 |
1,210.1 |
1,210.1 |
1,207.6 |
S1 |
1,197.1 |
1,197.1 |
1,205.1 |
1,192.1 |
S2 |
1,187.0 |
1,187.0 |
1,203.0 |
|
S3 |
1,163.9 |
1,174.0 |
1,200.8 |
|
S4 |
1,140.8 |
1,150.9 |
1,194.5 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.1 |
1,344.3 |
1,249.6 |
|
R3 |
1,315.9 |
1,294.1 |
1,235.8 |
|
R2 |
1,265.7 |
1,265.7 |
1,231.2 |
|
R1 |
1,243.9 |
1,243.9 |
1,226.6 |
1,254.8 |
PP |
1,215.5 |
1,215.5 |
1,215.5 |
1,221.0 |
S1 |
1,193.7 |
1,193.7 |
1,217.4 |
1,204.6 |
S2 |
1,165.3 |
1,165.3 |
1,212.8 |
|
S3 |
1,115.1 |
1,143.5 |
1,208.2 |
|
S4 |
1,064.9 |
1,093.3 |
1,194.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,237.4 |
1,200.0 |
37.4 |
3.1% |
18.2 |
1.5% |
19% |
False |
True |
232 |
10 |
1,237.4 |
1,186.7 |
50.7 |
4.2% |
18.0 |
1.5% |
40% |
False |
False |
394 |
20 |
1,237.4 |
1,141.7 |
95.7 |
7.9% |
21.4 |
1.8% |
68% |
False |
False |
74,447 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.4% |
21.0 |
1.7% |
61% |
False |
False |
124,472 |
60 |
1,255.6 |
1,130.4 |
125.2 |
10.4% |
19.3 |
1.6% |
61% |
False |
False |
134,429 |
80 |
1,297.6 |
1,130.4 |
167.2 |
13.9% |
17.9 |
1.5% |
46% |
False |
False |
131,103 |
100 |
1,324.3 |
1,130.4 |
193.9 |
16.1% |
17.1 |
1.4% |
40% |
False |
False |
127,006 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.0% |
16.8 |
1.4% |
35% |
False |
False |
108,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.3 |
2.618 |
1,283.6 |
1.618 |
1,260.5 |
1.000 |
1,246.2 |
0.618 |
1,237.4 |
HIGH |
1,223.1 |
0.618 |
1,214.3 |
0.500 |
1,211.6 |
0.382 |
1,208.8 |
LOW |
1,200.0 |
0.618 |
1,185.7 |
1.000 |
1,176.9 |
1.618 |
1,162.6 |
2.618 |
1,139.5 |
4.250 |
1,101.8 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,211.6 |
1,215.6 |
PP |
1,210.1 |
1,212.8 |
S1 |
1,208.7 |
1,210.0 |
|