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 |
9,363.5 |
9,441.0 |
77.5 |
0.8% |
10,089.5 |
High |
9,577.5 |
9,673.0 |
95.5 |
1.0% |
10,093.0 |
Low |
9,216.5 |
9,428.0 |
211.5 |
2.3% |
9,544.5 |
Close |
9,564.5 |
9,573.5 |
9.0 |
0.1% |
9,589.5 |
Range |
361.0 |
245.0 |
-116.0 |
-32.1% |
548.5 |
ATR |
204.2 |
207.2 |
2.9 |
1.4% |
0.0 |
Volume |
195,946 |
158,318 |
-37,628 |
-19.2% |
791,962 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,293.2 |
10,178.3 |
9,708.3 |
|
R3 |
10,048.2 |
9,933.3 |
9,640.9 |
|
R2 |
9,803.2 |
9,803.2 |
9,618.4 |
|
R1 |
9,688.3 |
9,688.3 |
9,596.0 |
9,745.8 |
PP |
9,558.2 |
9,558.2 |
9,558.2 |
9,586.9 |
S1 |
9,443.3 |
9,443.3 |
9,551.0 |
9,500.8 |
S2 |
9,313.2 |
9,313.2 |
9,528.6 |
|
S3 |
9,068.2 |
9,198.3 |
9,506.1 |
|
S4 |
8,823.2 |
8,953.3 |
9,438.8 |
|
|
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 |
9,911.0 |
9,216.5 |
694.5 |
7.3% |
278.9 |
2.9% |
51% |
False |
False |
210,677 |
10 |
10,127.0 |
9,216.5 |
910.5 |
9.5% |
236.9 |
2.5% |
39% |
False |
False |
167,170 |
20 |
10,127.0 |
9,216.5 |
910.5 |
9.5% |
176.5 |
1.8% |
39% |
False |
False |
138,479 |
40 |
10,127.0 |
8,817.0 |
1,310.0 |
13.7% |
169.3 |
1.8% |
58% |
False |
False |
129,092 |
60 |
10,127.0 |
8,350.0 |
1,777.0 |
18.6% |
182.9 |
1.9% |
69% |
False |
False |
137,265 |
80 |
10,127.0 |
8,350.0 |
1,777.0 |
18.6% |
164.4 |
1.7% |
69% |
False |
False |
110,773 |
100 |
10,127.0 |
8,350.0 |
1,777.0 |
18.6% |
159.6 |
1.7% |
69% |
False |
False |
88,699 |
120 |
10,127.0 |
8,350.0 |
1,777.0 |
18.6% |
151.0 |
1.6% |
69% |
False |
False |
73,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,714.3 |
2.618 |
10,314.4 |
1.618 |
10,069.4 |
1.000 |
9,918.0 |
0.618 |
9,824.4 |
HIGH |
9,673.0 |
0.618 |
9,579.4 |
0.500 |
9,550.5 |
0.382 |
9,521.6 |
LOW |
9,428.0 |
0.618 |
9,276.6 |
1.000 |
9,183.0 |
1.618 |
9,031.6 |
2.618 |
8,786.6 |
4.250 |
8,386.8 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,565.8 |
9,532.1 |
PP |
9,558.2 |
9,490.7 |
S1 |
9,550.5 |
9,449.3 |
|