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 |
5,135.0 |
5,217.0 |
82.0 |
1.6% |
5,345.0 |
High |
5,194.0 |
5,236.0 |
42.0 |
0.8% |
5,413.0 |
Low |
5,124.0 |
5,190.0 |
66.0 |
1.3% |
5,175.0 |
Close |
5,165.0 |
5,191.0 |
26.0 |
0.5% |
5,217.0 |
Range |
70.0 |
46.0 |
-24.0 |
-34.3% |
238.0 |
ATR |
67.2 |
67.4 |
0.3 |
0.4% |
0.0 |
Volume |
91,584 |
2,210 |
-89,374 |
-97.6% |
142,764 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,343.7 |
5,313.3 |
5,216.3 |
|
R3 |
5,297.7 |
5,267.3 |
5,203.7 |
|
R2 |
5,251.7 |
5,251.7 |
5,199.4 |
|
R1 |
5,221.3 |
5,221.3 |
5,195.2 |
5,213.5 |
PP |
5,205.7 |
5,205.7 |
5,205.7 |
5,201.8 |
S1 |
5,175.3 |
5,175.3 |
5,186.8 |
5,167.5 |
S2 |
5,159.7 |
5,159.7 |
5,182.6 |
|
S3 |
5,113.7 |
5,129.3 |
5,178.4 |
|
S4 |
5,067.7 |
5,083.3 |
5,165.7 |
|
|
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 |
5,246.0 |
5,124.0 |
122.0 |
2.4% |
52.4 |
1.0% |
55% |
False |
False |
70,180 |
10 |
5,413.0 |
5,124.0 |
289.0 |
5.6% |
65.9 |
1.3% |
23% |
False |
False |
49,100 |
20 |
5,422.0 |
5,124.0 |
298.0 |
5.7% |
64.3 |
1.2% |
22% |
False |
False |
37,462 |
40 |
5,559.0 |
5,124.0 |
435.0 |
8.4% |
54.9 |
1.1% |
15% |
False |
False |
30,306 |
60 |
5,559.0 |
5,090.0 |
469.0 |
9.0% |
56.9 |
1.1% |
22% |
False |
False |
29,814 |
80 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
53.4 |
1.0% |
18% |
False |
False |
27,813 |
100 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
46.0 |
0.9% |
18% |
False |
False |
22,266 |
120 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
40.5 |
0.8% |
18% |
False |
False |
18,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,431.5 |
2.618 |
5,356.4 |
1.618 |
5,310.4 |
1.000 |
5,282.0 |
0.618 |
5,264.4 |
HIGH |
5,236.0 |
0.618 |
5,218.4 |
0.500 |
5,213.0 |
0.382 |
5,207.6 |
LOW |
5,190.0 |
0.618 |
5,161.6 |
1.000 |
5,144.0 |
1.618 |
5,115.6 |
2.618 |
5,069.6 |
4.250 |
4,994.5 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,213.0 |
5,187.3 |
PP |
5,205.7 |
5,183.7 |
S1 |
5,198.3 |
5,180.0 |
|