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 |
9,570.5 |
9,363.5 |
-207.0 |
-2.2% |
10,089.5 |
High |
9,682.0 |
9,577.5 |
-104.5 |
-1.1% |
10,093.0 |
Low |
9,298.0 |
9,216.5 |
-81.5 |
-0.9% |
9,544.5 |
Close |
9,339.5 |
9,564.5 |
225.0 |
2.4% |
9,589.5 |
Range |
384.0 |
361.0 |
-23.0 |
-6.0% |
548.5 |
ATR |
192.2 |
204.2 |
12.1 |
6.3% |
0.0 |
Volume |
327,520 |
195,946 |
-131,574 |
-40.2% |
791,962 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,535.8 |
10,411.2 |
9,763.1 |
|
R3 |
10,174.8 |
10,050.2 |
9,663.8 |
|
R2 |
9,813.8 |
9,813.8 |
9,630.7 |
|
R1 |
9,689.2 |
9,689.2 |
9,597.6 |
9,751.5 |
PP |
9,452.8 |
9,452.8 |
9,452.8 |
9,484.0 |
S1 |
9,328.2 |
9,328.2 |
9,531.4 |
9,390.5 |
S2 |
9,091.8 |
9,091.8 |
9,498.3 |
|
S3 |
8,730.8 |
8,967.2 |
9,465.2 |
|
S4 |
8,369.8 |
8,606.2 |
9,366.0 |
|
|
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 |
9,914.0 |
9,216.5 |
697.5 |
7.3% |
265.7 |
2.8% |
50% |
False |
True |
207,122 |
10 |
10,127.0 |
9,216.5 |
910.5 |
9.5% |
219.2 |
2.3% |
38% |
False |
True |
166,812 |
20 |
10,127.0 |
9,216.5 |
910.5 |
9.5% |
173.1 |
1.8% |
38% |
False |
True |
135,950 |
40 |
10,127.0 |
8,641.5 |
1,485.5 |
15.5% |
170.7 |
1.8% |
62% |
False |
False |
128,099 |
60 |
10,127.0 |
8,350.0 |
1,777.0 |
18.6% |
180.4 |
1.9% |
68% |
False |
False |
136,764 |
80 |
10,127.0 |
8,350.0 |
1,777.0 |
18.6% |
162.8 |
1.7% |
68% |
False |
False |
108,797 |
100 |
10,127.0 |
8,350.0 |
1,777.0 |
18.6% |
158.7 |
1.7% |
68% |
False |
False |
87,118 |
120 |
10,127.0 |
8,350.0 |
1,777.0 |
18.6% |
149.3 |
1.6% |
68% |
False |
False |
72,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,111.8 |
2.618 |
10,522.6 |
1.618 |
10,161.6 |
1.000 |
9,938.5 |
0.618 |
9,800.6 |
HIGH |
9,577.5 |
0.618 |
9,439.6 |
0.500 |
9,397.0 |
0.382 |
9,354.4 |
LOW |
9,216.5 |
0.618 |
8,993.4 |
1.000 |
8,855.5 |
1.618 |
8,632.4 |
2.618 |
8,271.4 |
4.250 |
7,682.3 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,508.7 |
9,546.0 |
PP |
9,452.8 |
9,527.5 |
S1 |
9,397.0 |
9,509.0 |
|