Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1,223.1 |
1,197.2 |
-25.9 |
-2.1% |
1,190.6 |
High |
1,223.1 |
1,222.0 |
-1.1 |
-0.1% |
1,237.4 |
Low |
1,200.0 |
1,193.7 |
-6.3 |
-0.5% |
1,187.2 |
Close |
1,207.2 |
1,193.9 |
-13.3 |
-1.1% |
1,222.0 |
Range |
23.1 |
28.3 |
5.2 |
22.5% |
50.2 |
ATR |
21.8 |
22.2 |
0.5 |
2.2% |
0.0 |
Volume |
77 |
223 |
146 |
189.6% |
1,270 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.1 |
1,269.3 |
1,209.5 |
|
R3 |
1,259.8 |
1,241.0 |
1,201.7 |
|
R2 |
1,231.5 |
1,231.5 |
1,199.1 |
|
R1 |
1,212.7 |
1,212.7 |
1,196.5 |
1,208.0 |
PP |
1,203.2 |
1,203.2 |
1,203.2 |
1,200.8 |
S1 |
1,184.4 |
1,184.4 |
1,191.3 |
1,179.7 |
S2 |
1,174.9 |
1,174.9 |
1,188.7 |
|
S3 |
1,146.6 |
1,156.1 |
1,186.1 |
|
S4 |
1,118.3 |
1,127.8 |
1,178.3 |
|
|
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 |
1,234.6 |
1,193.7 |
40.9 |
3.4% |
16.8 |
1.4% |
0% |
False |
True |
214 |
10 |
1,237.4 |
1,186.7 |
50.7 |
4.2% |
18.7 |
1.6% |
14% |
False |
False |
292 |
20 |
1,237.4 |
1,141.7 |
95.7 |
8.0% |
22.2 |
1.9% |
55% |
False |
False |
64,482 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
21.4 |
1.8% |
51% |
False |
False |
122,071 |
60 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
19.5 |
1.6% |
51% |
False |
False |
132,132 |
80 |
1,297.6 |
1,130.4 |
167.2 |
14.0% |
18.2 |
1.5% |
38% |
False |
False |
129,959 |
100 |
1,324.3 |
1,130.4 |
193.9 |
16.2% |
17.2 |
1.4% |
33% |
False |
False |
126,591 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.2% |
16.9 |
1.4% |
29% |
False |
False |
108,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.3 |
2.618 |
1,296.1 |
1.618 |
1,267.8 |
1.000 |
1,250.3 |
0.618 |
1,239.5 |
HIGH |
1,222.0 |
0.618 |
1,211.2 |
0.500 |
1,207.9 |
0.382 |
1,204.5 |
LOW |
1,193.7 |
0.618 |
1,176.2 |
1.000 |
1,165.4 |
1.618 |
1,147.9 |
2.618 |
1,119.6 |
4.250 |
1,073.4 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,207.9 |
1,210.8 |
PP |
1,203.2 |
1,205.1 |
S1 |
1,198.6 |
1,199.5 |
|