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 |
1,197.2 |
1,198.2 |
1.0 |
0.1% |
1,190.6 |
High |
1,222.0 |
1,199.6 |
-22.4 |
-1.8% |
1,237.4 |
Low |
1,193.7 |
1,184.0 |
-9.7 |
-0.8% |
1,187.2 |
Close |
1,193.9 |
1,194.3 |
0.4 |
0.0% |
1,222.0 |
Range |
28.3 |
15.6 |
-12.7 |
-44.9% |
50.2 |
ATR |
22.2 |
21.7 |
-0.5 |
-2.1% |
0.0 |
Volume |
223 |
94 |
-129 |
-57.8% |
1,270 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.4 |
1,232.5 |
1,202.9 |
|
R3 |
1,223.8 |
1,216.9 |
1,198.6 |
|
R2 |
1,208.2 |
1,208.2 |
1,197.2 |
|
R1 |
1,201.3 |
1,201.3 |
1,195.7 |
1,197.0 |
PP |
1,192.6 |
1,192.6 |
1,192.6 |
1,190.5 |
S1 |
1,185.7 |
1,185.7 |
1,192.9 |
1,181.4 |
S2 |
1,177.0 |
1,177.0 |
1,191.4 |
|
S3 |
1,161.4 |
1,170.1 |
1,190.0 |
|
S4 |
1,145.8 |
1,154.5 |
1,185.7 |
|
|
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 |
1,231.2 |
1,184.0 |
47.2 |
4.0% |
18.3 |
1.5% |
22% |
False |
True |
172 |
10 |
1,237.4 |
1,184.0 |
53.4 |
4.5% |
18.5 |
1.6% |
19% |
False |
True |
258 |
20 |
1,237.4 |
1,141.7 |
95.7 |
8.0% |
21.9 |
1.8% |
55% |
False |
False |
55,947 |
40 |
1,250.2 |
1,130.4 |
119.8 |
10.0% |
21.5 |
1.8% |
53% |
False |
False |
118,296 |
60 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
19.4 |
1.6% |
51% |
False |
False |
129,580 |
80 |
1,297.6 |
1,130.4 |
167.2 |
14.0% |
18.3 |
1.5% |
38% |
False |
False |
129,288 |
100 |
1,324.3 |
1,130.4 |
193.9 |
16.2% |
17.3 |
1.4% |
33% |
False |
False |
126,015 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.2% |
17.0 |
1.4% |
29% |
False |
False |
108,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,265.9 |
2.618 |
1,240.4 |
1.618 |
1,224.8 |
1.000 |
1,215.2 |
0.618 |
1,209.2 |
HIGH |
1,199.6 |
0.618 |
1,193.6 |
0.500 |
1,191.8 |
0.382 |
1,190.0 |
LOW |
1,184.0 |
0.618 |
1,174.4 |
1.000 |
1,168.4 |
1.618 |
1,158.8 |
2.618 |
1,143.2 |
4.250 |
1,117.7 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,193.5 |
1,203.6 |
PP |
1,192.6 |
1,200.5 |
S1 |
1,191.8 |
1,197.4 |
|