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 |
5,157.0 |
5,140.0 |
-17.0 |
-0.3% |
5,345.0 |
High |
5,209.0 |
5,175.0 |
-34.0 |
-0.7% |
5,413.0 |
Low |
5,144.0 |
5,140.0 |
-4.0 |
-0.1% |
5,175.0 |
Close |
5,177.0 |
5,154.0 |
-23.0 |
-0.4% |
5,217.0 |
Range |
65.0 |
35.0 |
-30.0 |
-46.2% |
238.0 |
ATR |
69.2 |
66.9 |
-2.3 |
-3.3% |
0.0 |
Volume |
81,309 |
150,578 |
69,269 |
85.2% |
142,764 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,261.3 |
5,242.7 |
5,173.3 |
|
R3 |
5,226.3 |
5,207.7 |
5,163.6 |
|
R2 |
5,191.3 |
5,191.3 |
5,160.4 |
|
R1 |
5,172.7 |
5,172.7 |
5,157.2 |
5,182.0 |
PP |
5,156.3 |
5,156.3 |
5,156.3 |
5,161.0 |
S1 |
5,137.7 |
5,137.7 |
5,150.8 |
5,147.0 |
S2 |
5,121.3 |
5,121.3 |
5,147.6 |
|
S3 |
5,086.3 |
5,102.7 |
5,144.4 |
|
S4 |
5,051.3 |
5,067.7 |
5,134.8 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,982.3 |
5,837.7 |
5,347.9 |
|
R3 |
5,744.3 |
5,599.7 |
5,282.5 |
|
R2 |
5,506.3 |
5,506.3 |
5,260.6 |
|
R1 |
5,361.7 |
5,361.7 |
5,238.8 |
5,315.0 |
PP |
5,268.3 |
5,268.3 |
5,268.3 |
5,245.0 |
S1 |
5,123.7 |
5,123.7 |
5,195.2 |
5,077.0 |
S2 |
5,030.3 |
5,030.3 |
5,173.4 |
|
S3 |
4,792.3 |
4,885.7 |
5,151.6 |
|
S4 |
4,554.3 |
4,647.7 |
5,086.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,298.0 |
5,140.0 |
158.0 |
3.1% |
60.8 |
1.2% |
9% |
False |
True |
63,129 |
10 |
5,413.0 |
5,140.0 |
273.0 |
5.3% |
67.1 |
1.3% |
5% |
False |
True |
44,961 |
20 |
5,429.0 |
5,140.0 |
289.0 |
5.6% |
64.2 |
1.2% |
5% |
False |
True |
35,187 |
40 |
5,559.0 |
5,140.0 |
419.0 |
8.1% |
53.7 |
1.0% |
3% |
False |
True |
29,225 |
60 |
5,559.0 |
5,090.0 |
469.0 |
9.1% |
56.3 |
1.1% |
14% |
False |
False |
29,006 |
80 |
5,665.0 |
5,090.0 |
575.0 |
11.2% |
52.3 |
1.0% |
11% |
False |
False |
26,642 |
100 |
5,665.0 |
5,090.0 |
575.0 |
11.2% |
45.4 |
0.9% |
11% |
False |
False |
21,331 |
120 |
5,665.0 |
5,090.0 |
575.0 |
11.2% |
39.7 |
0.8% |
11% |
False |
False |
17,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,323.8 |
2.618 |
5,266.6 |
1.618 |
5,231.6 |
1.000 |
5,210.0 |
0.618 |
5,196.6 |
HIGH |
5,175.0 |
0.618 |
5,161.6 |
0.500 |
5,157.5 |
0.382 |
5,153.4 |
LOW |
5,140.0 |
0.618 |
5,118.4 |
1.000 |
5,105.0 |
1.618 |
5,083.4 |
2.618 |
5,048.4 |
4.250 |
4,991.3 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,157.5 |
5,193.0 |
PP |
5,156.3 |
5,180.0 |
S1 |
5,155.2 |
5,167.0 |
|