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 |
1,198.2 |
1,189.7 |
-8.5 |
-0.7% |
1,190.6 |
High |
1,199.6 |
1,207.3 |
7.7 |
0.6% |
1,237.4 |
Low |
1,184.0 |
1,189.7 |
5.7 |
0.5% |
1,187.2 |
Close |
1,194.3 |
1,194.7 |
0.4 |
0.0% |
1,222.0 |
Range |
15.6 |
17.6 |
2.0 |
12.8% |
50.2 |
ATR |
21.7 |
21.4 |
-0.3 |
-1.4% |
0.0 |
Volume |
94 |
197 |
103 |
109.6% |
1,270 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.0 |
1,240.0 |
1,204.4 |
|
R3 |
1,232.4 |
1,222.4 |
1,199.5 |
|
R2 |
1,214.8 |
1,214.8 |
1,197.9 |
|
R1 |
1,204.8 |
1,204.8 |
1,196.3 |
1,209.8 |
PP |
1,197.2 |
1,197.2 |
1,197.2 |
1,199.8 |
S1 |
1,187.2 |
1,187.2 |
1,193.1 |
1,192.2 |
S2 |
1,179.6 |
1,179.6 |
1,191.5 |
|
S3 |
1,162.0 |
1,169.6 |
1,189.9 |
|
S4 |
1,144.4 |
1,152.0 |
1,185.0 |
|
|
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 |
1,227.8 |
1,184.0 |
43.8 |
3.7% |
18.8 |
1.6% |
24% |
False |
False |
158 |
10 |
1,237.4 |
1,184.0 |
53.4 |
4.5% |
19.2 |
1.6% |
20% |
False |
False |
242 |
20 |
1,237.4 |
1,141.7 |
95.7 |
8.0% |
21.4 |
1.8% |
55% |
False |
False |
42,663 |
40 |
1,244.9 |
1,130.4 |
114.5 |
9.6% |
21.7 |
1.8% |
56% |
False |
False |
115,466 |
60 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
19.5 |
1.6% |
51% |
False |
False |
127,393 |
80 |
1,297.6 |
1,130.4 |
167.2 |
14.0% |
18.3 |
1.5% |
38% |
False |
False |
127,993 |
100 |
1,324.3 |
1,130.4 |
193.9 |
16.2% |
17.3 |
1.4% |
33% |
False |
False |
124,509 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.2% |
16.9 |
1.4% |
30% |
False |
False |
108,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,282.1 |
2.618 |
1,253.4 |
1.618 |
1,235.8 |
1.000 |
1,224.9 |
0.618 |
1,218.2 |
HIGH |
1,207.3 |
0.618 |
1,200.6 |
0.500 |
1,198.5 |
0.382 |
1,196.4 |
LOW |
1,189.7 |
0.618 |
1,178.8 |
1.000 |
1,172.1 |
1.618 |
1,161.2 |
2.618 |
1,143.6 |
4.250 |
1,114.9 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,198.5 |
1,203.0 |
PP |
1,197.2 |
1,200.2 |
S1 |
1,196.0 |
1,197.5 |
|