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 |
6,270.0 |
6,205.5 |
-64.5 |
-1.0% |
6,727.5 |
High |
6,354.5 |
6,349.0 |
-5.5 |
-0.1% |
6,731.5 |
Low |
6,121.5 |
6,140.5 |
19.0 |
0.3% |
6,219.5 |
Close |
6,186.5 |
6,325.0 |
138.5 |
2.2% |
6,301.5 |
Range |
233.0 |
208.5 |
-24.5 |
-10.5% |
512.0 |
ATR |
105.6 |
112.9 |
7.4 |
7.0% |
0.0 |
Volume |
252,129 |
334,784 |
82,655 |
32.8% |
637,733 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,897.0 |
6,819.5 |
6,439.5 |
|
R3 |
6,688.5 |
6,611.0 |
6,382.5 |
|
R2 |
6,480.0 |
6,480.0 |
6,363.0 |
|
R1 |
6,402.5 |
6,402.5 |
6,344.0 |
6,441.0 |
PP |
6,271.5 |
6,271.5 |
6,271.5 |
6,291.0 |
S1 |
6,194.0 |
6,194.0 |
6,306.0 |
6,233.0 |
S2 |
6,063.0 |
6,063.0 |
6,287.0 |
|
S3 |
5,854.5 |
5,985.5 |
6,267.5 |
|
S4 |
5,646.0 |
5,777.0 |
6,210.5 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,953.5 |
7,639.5 |
6,583.0 |
|
R3 |
7,441.5 |
7,127.5 |
6,442.5 |
|
R2 |
6,929.5 |
6,929.5 |
6,395.5 |
|
R1 |
6,615.5 |
6,615.5 |
6,348.5 |
6,516.5 |
PP |
6,417.5 |
6,417.5 |
6,417.5 |
6,368.0 |
S1 |
6,103.5 |
6,103.5 |
6,254.5 |
6,004.5 |
S2 |
5,905.5 |
5,905.5 |
6,207.5 |
|
S3 |
5,393.5 |
5,591.5 |
6,160.5 |
|
S4 |
4,881.5 |
5,079.5 |
6,020.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,565.0 |
6,121.5 |
443.5 |
7.0% |
173.0 |
2.7% |
46% |
False |
False |
202,510 |
10 |
6,757.0 |
6,121.5 |
635.5 |
10.0% |
123.5 |
2.0% |
32% |
False |
False |
147,655 |
20 |
6,776.0 |
6,121.5 |
654.5 |
10.3% |
89.0 |
1.4% |
31% |
False |
False |
116,248 |
40 |
6,776.0 |
6,121.5 |
654.5 |
10.3% |
80.0 |
1.3% |
31% |
False |
False |
103,345 |
60 |
6,776.0 |
6,042.5 |
733.5 |
11.6% |
93.0 |
1.5% |
39% |
False |
False |
117,447 |
80 |
6,875.0 |
6,042.5 |
832.5 |
13.2% |
84.0 |
1.3% |
34% |
False |
False |
104,102 |
100 |
6,875.0 |
6,042.5 |
832.5 |
13.2% |
74.0 |
1.2% |
34% |
False |
False |
83,298 |
120 |
6,875.0 |
6,042.5 |
832.5 |
13.2% |
64.5 |
1.0% |
34% |
False |
False |
69,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,235.0 |
2.618 |
6,895.0 |
1.618 |
6,686.5 |
1.000 |
6,557.5 |
0.618 |
6,478.0 |
HIGH |
6,349.0 |
0.618 |
6,269.5 |
0.500 |
6,245.0 |
0.382 |
6,220.0 |
LOW |
6,140.5 |
0.618 |
6,011.5 |
1.000 |
5,932.0 |
1.618 |
5,803.0 |
2.618 |
5,594.5 |
4.250 |
5,254.5 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,298.0 |
6,310.0 |
PP |
6,271.5 |
6,294.5 |
S1 |
6,245.0 |
6,279.5 |
|