Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
9,770.0 |
9,570.5 |
-199.5 |
-2.0% |
10,089.5 |
High |
9,801.5 |
9,682.0 |
-119.5 |
-1.2% |
10,093.0 |
Low |
9,544.5 |
9,298.0 |
-246.5 |
-2.6% |
9,544.5 |
Close |
9,589.5 |
9,339.5 |
-250.0 |
-2.6% |
9,589.5 |
Range |
257.0 |
384.0 |
127.0 |
49.4% |
548.5 |
ATR |
177.4 |
192.2 |
14.8 |
8.3% |
0.0 |
Volume |
207,881 |
327,520 |
119,639 |
57.6% |
791,962 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,591.8 |
10,349.7 |
9,550.7 |
|
R3 |
10,207.8 |
9,965.7 |
9,445.1 |
|
R2 |
9,823.8 |
9,823.8 |
9,409.9 |
|
R1 |
9,581.7 |
9,581.7 |
9,374.7 |
9,510.8 |
PP |
9,439.8 |
9,439.8 |
9,439.8 |
9,404.4 |
S1 |
9,197.7 |
9,197.7 |
9,304.3 |
9,126.8 |
S2 |
9,055.8 |
9,055.8 |
9,269.1 |
|
S3 |
8,671.8 |
8,813.7 |
9,233.9 |
|
S4 |
8,287.8 |
8,429.7 |
9,128.3 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,387.8 |
11,037.2 |
9,891.2 |
|
R3 |
10,839.3 |
10,488.7 |
9,740.3 |
|
R2 |
10,290.8 |
10,290.8 |
9,690.1 |
|
R1 |
9,940.2 |
9,940.2 |
9,639.8 |
9,841.3 |
PP |
9,742.3 |
9,742.3 |
9,742.3 |
9,692.9 |
S1 |
9,391.7 |
9,391.7 |
9,539.2 |
9,292.8 |
S2 |
9,193.8 |
9,193.8 |
9,488.9 |
|
S3 |
8,645.3 |
8,843.2 |
9,438.7 |
|
S4 |
8,096.8 |
8,294.7 |
9,287.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,957.0 |
9,298.0 |
659.0 |
7.1% |
227.4 |
2.4% |
6% |
False |
True |
194,338 |
10 |
10,127.0 |
9,298.0 |
829.0 |
8.9% |
196.2 |
2.1% |
5% |
False |
True |
155,039 |
20 |
10,127.0 |
9,125.0 |
1,002.0 |
10.7% |
165.4 |
1.8% |
21% |
False |
False |
131,541 |
40 |
10,127.0 |
8,641.5 |
1,485.5 |
15.9% |
166.8 |
1.8% |
47% |
False |
False |
126,767 |
60 |
10,127.0 |
8,350.0 |
1,777.0 |
19.0% |
176.3 |
1.9% |
56% |
False |
False |
134,885 |
80 |
10,127.0 |
8,350.0 |
1,777.0 |
19.0% |
159.8 |
1.7% |
56% |
False |
False |
106,351 |
100 |
10,127.0 |
8,350.0 |
1,777.0 |
19.0% |
156.4 |
1.7% |
56% |
False |
False |
85,160 |
120 |
10,127.0 |
8,350.0 |
1,777.0 |
19.0% |
147.4 |
1.6% |
56% |
False |
False |
71,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,314.0 |
2.618 |
10,687.3 |
1.618 |
10,303.3 |
1.000 |
10,066.0 |
0.618 |
9,919.3 |
HIGH |
9,682.0 |
0.618 |
9,535.3 |
0.500 |
9,490.0 |
0.382 |
9,444.7 |
LOW |
9,298.0 |
0.618 |
9,060.7 |
1.000 |
8,914.0 |
1.618 |
8,676.7 |
2.618 |
8,292.7 |
4.250 |
7,666.0 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,490.0 |
9,604.5 |
PP |
9,439.8 |
9,516.2 |
S1 |
9,389.7 |
9,427.8 |
|