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 |
6,351.5 |
6,455.5 |
104.0 |
1.6% |
6,225.5 |
High |
6,457.0 |
6,541.5 |
84.5 |
1.3% |
6,541.5 |
Low |
6,302.0 |
6,422.5 |
120.5 |
1.9% |
6,068.0 |
Close |
6,404.0 |
6,506.5 |
102.5 |
1.6% |
6,506.5 |
Range |
155.0 |
119.0 |
-36.0 |
-23.2% |
473.5 |
ATR |
111.0 |
112.9 |
1.9 |
1.7% |
0.0 |
Volume |
133,577 |
132,036 |
-1,541 |
-1.2% |
669,549 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,847.0 |
6,796.0 |
6,572.0 |
|
R3 |
6,728.0 |
6,677.0 |
6,539.0 |
|
R2 |
6,609.0 |
6,609.0 |
6,528.5 |
|
R1 |
6,558.0 |
6,558.0 |
6,517.5 |
6,583.5 |
PP |
6,490.0 |
6,490.0 |
6,490.0 |
6,503.0 |
S1 |
6,439.0 |
6,439.0 |
6,495.5 |
6,464.5 |
S2 |
6,371.0 |
6,371.0 |
6,484.5 |
|
S3 |
6,252.0 |
6,320.0 |
6,474.0 |
|
S4 |
6,133.0 |
6,201.0 |
6,441.0 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,792.5 |
7,623.0 |
6,767.0 |
|
R3 |
7,319.0 |
7,149.5 |
6,636.5 |
|
R2 |
6,845.5 |
6,845.5 |
6,593.5 |
|
R1 |
6,676.0 |
6,676.0 |
6,550.0 |
6,761.0 |
PP |
6,372.0 |
6,372.0 |
6,372.0 |
6,414.5 |
S1 |
6,202.5 |
6,202.5 |
6,463.0 |
6,287.0 |
S2 |
5,898.5 |
5,898.5 |
6,419.5 |
|
S3 |
5,425.0 |
5,729.0 |
6,376.5 |
|
S4 |
4,951.5 |
5,255.5 |
6,246.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,541.5 |
6,068.0 |
473.5 |
7.3% |
175.0 |
2.7% |
93% |
True |
False |
133,909 |
10 |
6,679.0 |
6,068.0 |
611.0 |
9.4% |
151.0 |
2.3% |
72% |
False |
False |
75,137 |
20 |
6,705.0 |
6,068.0 |
637.0 |
9.8% |
97.0 |
1.5% |
69% |
False |
False |
38,229 |
40 |
6,715.0 |
6,068.0 |
647.0 |
9.9% |
67.5 |
1.0% |
68% |
False |
False |
19,152 |
60 |
6,715.0 |
6,010.0 |
705.0 |
10.8% |
63.0 |
1.0% |
70% |
False |
False |
12,817 |
80 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
49.0 |
0.8% |
62% |
False |
False |
9,617 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
41.5 |
0.6% |
62% |
False |
False |
7,698 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
34.5 |
0.5% |
62% |
False |
False |
6,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,047.0 |
2.618 |
6,853.0 |
1.618 |
6,734.0 |
1.000 |
6,660.5 |
0.618 |
6,615.0 |
HIGH |
6,541.5 |
0.618 |
6,496.0 |
0.500 |
6,482.0 |
0.382 |
6,468.0 |
LOW |
6,422.5 |
0.618 |
6,349.0 |
1.000 |
6,303.5 |
1.618 |
6,230.0 |
2.618 |
6,111.0 |
4.250 |
5,917.0 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,498.5 |
6,457.5 |
PP |
6,490.0 |
6,409.0 |
S1 |
6,482.0 |
6,360.0 |
|