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 |
1,195.3 |
1,189.4 |
-5.9 |
-0.5% |
1,191.2 |
High |
1,203.1 |
1,213.9 |
10.8 |
0.9% |
1,238.9 |
Low |
1,182.0 |
1,188.5 |
6.5 |
0.5% |
1,187.3 |
Close |
1,194.5 |
1,194.8 |
0.3 |
0.0% |
1,222.5 |
Range |
21.1 |
25.4 |
4.3 |
20.4% |
51.6 |
ATR |
24.0 |
24.1 |
0.1 |
0.4% |
0.0 |
Volume |
169,510 |
137,338 |
-32,172 |
-19.0% |
756,933 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.3 |
1,260.4 |
1,208.8 |
|
R3 |
1,249.9 |
1,235.0 |
1,201.8 |
|
R2 |
1,224.5 |
1,224.5 |
1,199.5 |
|
R1 |
1,209.6 |
1,209.6 |
1,197.1 |
1,217.1 |
PP |
1,199.1 |
1,199.1 |
1,199.1 |
1,202.8 |
S1 |
1,184.2 |
1,184.2 |
1,192.5 |
1,191.7 |
S2 |
1,173.7 |
1,173.7 |
1,190.1 |
|
S3 |
1,148.3 |
1,158.8 |
1,187.8 |
|
S4 |
1,122.9 |
1,133.4 |
1,180.8 |
|
|
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 |
1,228.9 |
1,182.0 |
46.9 |
3.9% |
25.7 |
2.2% |
27% |
False |
False |
162,383 |
10 |
1,238.9 |
1,182.0 |
56.9 |
4.8% |
24.2 |
2.0% |
22% |
False |
False |
160,487 |
20 |
1,238.9 |
1,141.7 |
97.2 |
8.1% |
24.3 |
2.0% |
55% |
False |
False |
151,145 |
40 |
1,245.0 |
1,132.0 |
113.0 |
9.5% |
22.6 |
1.9% |
56% |
False |
False |
84,547 |
60 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
19.7 |
1.6% |
51% |
False |
False |
57,508 |
80 |
1,298.4 |
1,132.0 |
166.4 |
13.9% |
18.0 |
1.5% |
38% |
False |
False |
43,740 |
100 |
1,323.0 |
1,132.0 |
191.0 |
16.0% |
16.6 |
1.4% |
33% |
False |
False |
35,228 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
15.9 |
1.3% |
29% |
False |
False |
29,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.9 |
2.618 |
1,280.4 |
1.618 |
1,255.0 |
1.000 |
1,239.3 |
0.618 |
1,229.6 |
HIGH |
1,213.9 |
0.618 |
1,204.2 |
0.500 |
1,201.2 |
0.382 |
1,198.2 |
LOW |
1,188.5 |
0.618 |
1,172.8 |
1.000 |
1,163.1 |
1.618 |
1,147.4 |
2.618 |
1,122.0 |
4.250 |
1,080.6 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,201.2 |
1,203.0 |
PP |
1,199.1 |
1,200.2 |
S1 |
1,196.9 |
1,197.5 |
|