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 |
4,230.00 |
4,184.75 |
-45.25 |
-1.1% |
4,307.75 |
High |
4,251.25 |
4,234.00 |
-17.25 |
-0.4% |
4,315.25 |
Low |
4,184.00 |
4,141.00 |
-43.00 |
-1.0% |
4,184.00 |
Close |
4,185.75 |
4,160.25 |
-25.50 |
-0.6% |
4,185.75 |
Range |
67.25 |
93.00 |
25.75 |
38.3% |
131.25 |
ATR |
50.52 |
53.56 |
3.03 |
6.0% |
0.00 |
Volume |
402,592 |
549,934 |
147,342 |
36.6% |
598,892 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,457.50 |
4,401.75 |
4,211.50 |
|
R3 |
4,364.50 |
4,308.75 |
4,185.75 |
|
R2 |
4,271.50 |
4,271.50 |
4,177.25 |
|
R1 |
4,215.75 |
4,215.75 |
4,168.75 |
4,197.00 |
PP |
4,178.50 |
4,178.50 |
4,178.50 |
4,169.00 |
S1 |
4,122.75 |
4,122.75 |
4,151.75 |
4,104.00 |
S2 |
4,085.50 |
4,085.50 |
4,143.25 |
|
S3 |
3,992.50 |
4,029.75 |
4,134.75 |
|
S4 |
3,899.50 |
3,936.75 |
4,109.00 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,622.00 |
4,535.25 |
4,258.00 |
|
R3 |
4,490.75 |
4,404.00 |
4,221.75 |
|
R2 |
4,359.50 |
4,359.50 |
4,209.75 |
|
R1 |
4,272.75 |
4,272.75 |
4,197.75 |
4,250.50 |
PP |
4,228.25 |
4,228.25 |
4,228.25 |
4,217.25 |
S1 |
4,141.50 |
4,141.50 |
4,173.75 |
4,119.25 |
S2 |
4,097.00 |
4,097.00 |
4,161.75 |
|
S3 |
3,965.75 |
4,010.25 |
4,149.75 |
|
S4 |
3,834.50 |
3,879.00 |
4,113.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,294.00 |
4,141.00 |
153.00 |
3.7% |
79.75 |
1.9% |
13% |
False |
True |
228,908 |
10 |
4,323.50 |
4,141.00 |
182.50 |
4.4% |
57.75 |
1.4% |
11% |
False |
True |
115,624 |
20 |
4,342.25 |
4,141.00 |
201.25 |
4.8% |
48.25 |
1.2% |
10% |
False |
True |
58,371 |
40 |
4,342.25 |
3,787.50 |
554.75 |
13.3% |
49.00 |
1.2% |
67% |
False |
False |
29,358 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
55.50 |
1.3% |
72% |
False |
False |
19,640 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
48.00 |
1.2% |
72% |
False |
False |
14,733 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
41.50 |
1.0% |
72% |
False |
False |
11,787 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
35.50 |
0.9% |
72% |
False |
False |
9,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,629.25 |
2.618 |
4,477.50 |
1.618 |
4,384.50 |
1.000 |
4,327.00 |
0.618 |
4,291.50 |
HIGH |
4,234.00 |
0.618 |
4,198.50 |
0.500 |
4,187.50 |
0.382 |
4,176.50 |
LOW |
4,141.00 |
0.618 |
4,083.50 |
1.000 |
4,048.00 |
1.618 |
3,990.50 |
2.618 |
3,897.50 |
4.250 |
3,745.75 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,187.50 |
4,217.50 |
PP |
4,178.50 |
4,198.50 |
S1 |
4,169.25 |
4,179.25 |
|