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 |
9,441.0 |
9,674.5 |
233.5 |
2.5% |
10,089.5 |
High |
9,673.0 |
9,862.0 |
189.0 |
2.0% |
10,093.0 |
Low |
9,428.0 |
9,651.5 |
223.5 |
2.4% |
9,544.5 |
Close |
9,573.5 |
9,796.0 |
222.5 |
2.3% |
9,589.5 |
Range |
245.0 |
210.5 |
-34.5 |
-14.1% |
548.5 |
ATR |
207.2 |
213.0 |
5.8 |
2.8% |
0.0 |
Volume |
158,318 |
15,598 |
-142,720 |
-90.1% |
791,962 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,401.3 |
10,309.2 |
9,911.8 |
|
R3 |
10,190.8 |
10,098.7 |
9,853.9 |
|
R2 |
9,980.3 |
9,980.3 |
9,834.6 |
|
R1 |
9,888.2 |
9,888.2 |
9,815.3 |
9,934.3 |
PP |
9,769.8 |
9,769.8 |
9,769.8 |
9,792.9 |
S1 |
9,677.7 |
9,677.7 |
9,776.7 |
9,723.8 |
S2 |
9,559.3 |
9,559.3 |
9,757.4 |
|
S3 |
9,348.8 |
9,467.2 |
9,738.1 |
|
S4 |
9,138.3 |
9,256.7 |
9,680.2 |
|
|
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 |
9,862.0 |
9,216.5 |
645.5 |
6.6% |
291.5 |
3.0% |
90% |
True |
False |
181,052 |
10 |
10,099.5 |
9,216.5 |
883.0 |
9.0% |
228.9 |
2.3% |
66% |
False |
False |
157,650 |
20 |
10,127.0 |
9,216.5 |
910.5 |
9.3% |
182.7 |
1.9% |
64% |
False |
False |
134,039 |
40 |
10,127.0 |
8,817.0 |
1,310.0 |
13.4% |
171.5 |
1.8% |
75% |
False |
False |
125,946 |
60 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
183.4 |
1.9% |
81% |
False |
False |
135,695 |
80 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
165.7 |
1.7% |
81% |
False |
False |
110,966 |
100 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
160.3 |
1.6% |
81% |
False |
False |
88,853 |
120 |
10,127.0 |
8,350.0 |
1,777.0 |
18.1% |
152.1 |
1.6% |
81% |
False |
False |
74,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,756.6 |
2.618 |
10,413.1 |
1.618 |
10,202.6 |
1.000 |
10,072.5 |
0.618 |
9,992.1 |
HIGH |
9,862.0 |
0.618 |
9,781.6 |
0.500 |
9,756.8 |
0.382 |
9,731.9 |
LOW |
9,651.5 |
0.618 |
9,521.4 |
1.000 |
9,441.0 |
1.618 |
9,310.9 |
2.618 |
9,100.4 |
4.250 |
8,756.9 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,782.9 |
9,710.4 |
PP |
9,769.8 |
9,624.8 |
S1 |
9,756.8 |
9,539.3 |
|