Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1,189.4 |
1,198.0 |
8.6 |
0.7% |
1,222.0 |
High |
1,213.9 |
1,201.5 |
-12.4 |
-1.0% |
1,225.0 |
Low |
1,188.5 |
1,193.2 |
4.7 |
0.4% |
1,182.0 |
Close |
1,194.8 |
1,196.0 |
1.2 |
0.1% |
1,196.0 |
Range |
25.4 |
8.3 |
-17.1 |
-67.3% |
43.0 |
ATR |
24.1 |
23.0 |
-1.1 |
-4.7% |
0.0 |
Volume |
137,338 |
73,333 |
-64,005 |
-46.6% |
764,073 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,221.8 |
1,217.2 |
1,200.6 |
|
R3 |
1,213.5 |
1,208.9 |
1,198.3 |
|
R2 |
1,205.2 |
1,205.2 |
1,197.5 |
|
R1 |
1,200.6 |
1,200.6 |
1,196.8 |
1,198.8 |
PP |
1,196.9 |
1,196.9 |
1,196.9 |
1,196.0 |
S1 |
1,192.3 |
1,192.3 |
1,195.2 |
1,190.5 |
S2 |
1,188.6 |
1,188.6 |
1,194.5 |
|
S3 |
1,180.3 |
1,184.0 |
1,193.7 |
|
S4 |
1,172.0 |
1,175.7 |
1,191.4 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.0 |
1,306.0 |
1,219.7 |
|
R3 |
1,287.0 |
1,263.0 |
1,207.8 |
|
R2 |
1,244.0 |
1,244.0 |
1,203.9 |
|
R1 |
1,220.0 |
1,220.0 |
1,199.9 |
1,210.5 |
PP |
1,201.0 |
1,201.0 |
1,201.0 |
1,196.3 |
S1 |
1,177.0 |
1,177.0 |
1,192.1 |
1,167.5 |
S2 |
1,158.0 |
1,158.0 |
1,188.1 |
|
S3 |
1,115.0 |
1,134.0 |
1,184.2 |
|
S4 |
1,072.0 |
1,091.0 |
1,172.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,225.0 |
1,182.0 |
43.0 |
3.6% |
24.9 |
2.1% |
33% |
False |
False |
152,814 |
10 |
1,238.9 |
1,182.0 |
56.9 |
4.8% |
22.9 |
1.9% |
25% |
False |
False |
152,100 |
20 |
1,238.9 |
1,141.7 |
97.2 |
8.1% |
23.7 |
2.0% |
56% |
False |
False |
153,049 |
40 |
1,238.9 |
1,132.0 |
106.9 |
8.9% |
22.4 |
1.9% |
60% |
False |
False |
86,206 |
60 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
19.5 |
1.6% |
52% |
False |
False |
58,702 |
80 |
1,298.4 |
1,132.0 |
166.4 |
13.9% |
18.0 |
1.5% |
38% |
False |
False |
44,646 |
100 |
1,323.0 |
1,132.0 |
191.0 |
16.0% |
16.6 |
1.4% |
34% |
False |
False |
35,928 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
15.9 |
1.3% |
30% |
False |
False |
30,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,236.8 |
2.618 |
1,223.2 |
1.618 |
1,214.9 |
1.000 |
1,209.8 |
0.618 |
1,206.6 |
HIGH |
1,201.5 |
0.618 |
1,198.3 |
0.500 |
1,197.4 |
0.382 |
1,196.4 |
LOW |
1,193.2 |
0.618 |
1,188.1 |
1.000 |
1,184.9 |
1.618 |
1,179.8 |
2.618 |
1,171.5 |
4.250 |
1,157.9 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,197.4 |
1,198.0 |
PP |
1,196.9 |
1,197.3 |
S1 |
1,196.5 |
1,196.7 |
|