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 |
5,140.0 |
5,135.0 |
-5.0 |
-0.1% |
5,345.0 |
High |
5,175.0 |
5,194.0 |
19.0 |
0.4% |
5,413.0 |
Low |
5,140.0 |
5,124.0 |
-16.0 |
-0.3% |
5,175.0 |
Close |
5,154.0 |
5,165.0 |
11.0 |
0.2% |
5,217.0 |
Range |
35.0 |
70.0 |
35.0 |
100.0% |
238.0 |
ATR |
66.9 |
67.2 |
0.2 |
0.3% |
0.0 |
Volume |
150,578 |
91,584 |
-58,994 |
-39.2% |
142,764 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,371.0 |
5,338.0 |
5,203.5 |
|
R3 |
5,301.0 |
5,268.0 |
5,184.3 |
|
R2 |
5,231.0 |
5,231.0 |
5,177.8 |
|
R1 |
5,198.0 |
5,198.0 |
5,171.4 |
5,214.5 |
PP |
5,161.0 |
5,161.0 |
5,161.0 |
5,169.3 |
S1 |
5,128.0 |
5,128.0 |
5,158.6 |
5,144.5 |
S2 |
5,091.0 |
5,091.0 |
5,152.2 |
|
S3 |
5,021.0 |
5,058.0 |
5,145.8 |
|
S4 |
4,951.0 |
4,988.0 |
5,126.5 |
|
|
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 |
5,256.0 |
5,124.0 |
132.0 |
2.6% |
59.4 |
1.2% |
31% |
False |
True |
75,554 |
10 |
5,413.0 |
5,124.0 |
289.0 |
5.6% |
65.8 |
1.3% |
14% |
False |
True |
51,446 |
20 |
5,422.0 |
5,124.0 |
298.0 |
5.8% |
64.9 |
1.3% |
14% |
False |
True |
38,589 |
40 |
5,559.0 |
5,124.0 |
435.0 |
8.4% |
54.6 |
1.1% |
9% |
False |
True |
30,857 |
60 |
5,559.0 |
5,090.0 |
469.0 |
9.1% |
56.9 |
1.1% |
16% |
False |
False |
30,130 |
80 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
52.9 |
1.0% |
13% |
False |
False |
27,786 |
100 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
45.7 |
0.9% |
13% |
False |
False |
22,245 |
120 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
40.3 |
0.8% |
13% |
False |
False |
18,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,491.5 |
2.618 |
5,377.3 |
1.618 |
5,307.3 |
1.000 |
5,264.0 |
0.618 |
5,237.3 |
HIGH |
5,194.0 |
0.618 |
5,167.3 |
0.500 |
5,159.0 |
0.382 |
5,150.7 |
LOW |
5,124.0 |
0.618 |
5,080.7 |
1.000 |
5,054.0 |
1.618 |
5,010.7 |
2.618 |
4,940.7 |
4.250 |
4,826.5 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,163.0 |
5,166.5 |
PP |
5,161.0 |
5,166.0 |
S1 |
5,159.0 |
5,165.5 |
|