Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1,198.0 |
1,196.0 |
-2.0 |
-0.2% |
1,222.0 |
High |
1,201.5 |
1,203.6 |
2.1 |
0.2% |
1,225.0 |
Low |
1,193.2 |
1,170.7 |
-22.5 |
-1.9% |
1,182.0 |
Close |
1,196.0 |
1,179.8 |
-16.2 |
-1.4% |
1,196.0 |
Range |
8.3 |
32.9 |
24.6 |
296.4% |
43.0 |
ATR |
23.0 |
23.7 |
0.7 |
3.1% |
0.0 |
Volume |
73,333 |
132,152 |
58,819 |
80.2% |
764,073 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.4 |
1,264.5 |
1,197.9 |
|
R3 |
1,250.5 |
1,231.6 |
1,188.8 |
|
R2 |
1,217.6 |
1,217.6 |
1,185.8 |
|
R1 |
1,198.7 |
1,198.7 |
1,182.8 |
1,191.7 |
PP |
1,184.7 |
1,184.7 |
1,184.7 |
1,181.2 |
S1 |
1,165.8 |
1,165.8 |
1,176.8 |
1,158.8 |
S2 |
1,151.8 |
1,151.8 |
1,173.8 |
|
S3 |
1,118.9 |
1,132.9 |
1,170.8 |
|
S4 |
1,086.0 |
1,100.0 |
1,161.7 |
|
|
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 |
1,223.9 |
1,170.7 |
53.2 |
4.5% |
24.8 |
2.1% |
17% |
False |
True |
148,768 |
10 |
1,238.9 |
1,170.7 |
68.2 |
5.8% |
23.9 |
2.0% |
13% |
False |
True |
154,565 |
20 |
1,238.9 |
1,141.7 |
97.2 |
8.2% |
24.2 |
2.1% |
39% |
False |
False |
158,013 |
40 |
1,238.9 |
1,132.0 |
106.9 |
9.1% |
23.1 |
2.0% |
45% |
False |
False |
89,322 |
60 |
1,256.2 |
1,132.0 |
124.2 |
10.5% |
19.8 |
1.7% |
38% |
False |
False |
60,860 |
80 |
1,292.5 |
1,132.0 |
160.5 |
13.6% |
18.3 |
1.5% |
30% |
False |
False |
46,275 |
100 |
1,323.0 |
1,132.0 |
191.0 |
16.2% |
16.8 |
1.4% |
25% |
False |
False |
37,235 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.2% |
16.1 |
1.4% |
22% |
False |
False |
31,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.4 |
2.618 |
1,289.7 |
1.618 |
1,256.8 |
1.000 |
1,236.5 |
0.618 |
1,223.9 |
HIGH |
1,203.6 |
0.618 |
1,191.0 |
0.500 |
1,187.2 |
0.382 |
1,183.3 |
LOW |
1,170.7 |
0.618 |
1,150.4 |
1.000 |
1,137.8 |
1.618 |
1,117.5 |
2.618 |
1,084.6 |
4.250 |
1,030.9 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,187.2 |
1,192.3 |
PP |
1,184.7 |
1,188.1 |
S1 |
1,182.3 |
1,184.0 |
|