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 |
1,227.9 |
1,222.0 |
-5.9 |
-0.5% |
1,191.2 |
High |
1,228.9 |
1,225.0 |
-3.9 |
-0.3% |
1,238.9 |
Low |
1,216.7 |
1,191.3 |
-25.4 |
-2.1% |
1,187.3 |
Close |
1,222.5 |
1,207.7 |
-14.8 |
-1.2% |
1,222.5 |
Range |
12.2 |
33.7 |
21.5 |
176.2% |
51.6 |
ATR |
22.5 |
23.3 |
0.8 |
3.5% |
0.0 |
Volume |
121,177 |
152,383 |
31,206 |
25.8% |
756,933 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.1 |
1,292.1 |
1,226.2 |
|
R3 |
1,275.4 |
1,258.4 |
1,217.0 |
|
R2 |
1,241.7 |
1,241.7 |
1,213.9 |
|
R1 |
1,224.7 |
1,224.7 |
1,210.8 |
1,216.4 |
PP |
1,208.0 |
1,208.0 |
1,208.0 |
1,203.8 |
S1 |
1,191.0 |
1,191.0 |
1,204.6 |
1,182.7 |
S2 |
1,174.3 |
1,174.3 |
1,201.5 |
|
S3 |
1,140.6 |
1,157.3 |
1,198.4 |
|
S4 |
1,106.9 |
1,123.6 |
1,189.2 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.0 |
1,348.4 |
1,250.9 |
|
R3 |
1,319.4 |
1,296.8 |
1,236.7 |
|
R2 |
1,267.8 |
1,267.8 |
1,232.0 |
|
R1 |
1,245.2 |
1,245.2 |
1,227.2 |
1,256.5 |
PP |
1,216.2 |
1,216.2 |
1,216.2 |
1,221.9 |
S1 |
1,193.6 |
1,193.6 |
1,217.8 |
1,204.9 |
S2 |
1,164.6 |
1,164.6 |
1,213.0 |
|
S3 |
1,113.0 |
1,142.0 |
1,208.3 |
|
S4 |
1,061.4 |
1,090.4 |
1,194.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,238.9 |
1,191.3 |
47.6 |
3.9% |
23.1 |
1.9% |
34% |
False |
True |
160,362 |
10 |
1,238.9 |
1,186.4 |
52.5 |
4.3% |
21.5 |
1.8% |
41% |
False |
False |
149,869 |
20 |
1,238.9 |
1,141.7 |
97.2 |
8.0% |
23.2 |
1.9% |
68% |
False |
False |
128,745 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.3% |
21.4 |
1.8% |
61% |
False |
False |
71,749 |
60 |
1,256.2 |
1,132.0 |
124.2 |
10.3% |
18.9 |
1.6% |
61% |
False |
False |
48,710 |
80 |
1,298.4 |
1,132.0 |
166.4 |
13.8% |
17.3 |
1.4% |
45% |
False |
False |
37,039 |
100 |
1,323.0 |
1,132.0 |
191.0 |
15.8% |
16.1 |
1.3% |
40% |
False |
False |
29,886 |
120 |
1,347.3 |
1,132.0 |
215.3 |
17.8% |
15.4 |
1.3% |
35% |
False |
False |
25,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.2 |
2.618 |
1,313.2 |
1.618 |
1,279.5 |
1.000 |
1,258.7 |
0.618 |
1,245.8 |
HIGH |
1,225.0 |
0.618 |
1,212.1 |
0.500 |
1,208.2 |
0.382 |
1,204.2 |
LOW |
1,191.3 |
0.618 |
1,170.5 |
1.000 |
1,157.6 |
1.618 |
1,136.8 |
2.618 |
1,103.1 |
4.250 |
1,048.1 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,208.2 |
1,212.4 |
PP |
1,208.0 |
1,210.8 |
S1 |
1,207.9 |
1,209.3 |
|