Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,184.75 |
4,162.25 |
-22.50 |
-0.5% |
4,307.75 |
High |
4,234.00 |
4,189.75 |
-44.25 |
-1.0% |
4,315.25 |
Low |
4,141.00 |
4,080.75 |
-60.25 |
-1.5% |
4,184.00 |
Close |
4,160.25 |
4,083.25 |
-77.00 |
-1.9% |
4,185.75 |
Range |
93.00 |
109.00 |
16.00 |
17.2% |
131.25 |
ATR |
53.56 |
57.52 |
3.96 |
7.4% |
0.00 |
Volume |
549,934 |
639,787 |
89,853 |
16.3% |
598,892 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,445.00 |
4,373.00 |
4,143.25 |
|
R3 |
4,336.00 |
4,264.00 |
4,113.25 |
|
R2 |
4,227.00 |
4,227.00 |
4,103.25 |
|
R1 |
4,155.00 |
4,155.00 |
4,093.25 |
4,136.50 |
PP |
4,118.00 |
4,118.00 |
4,118.00 |
4,108.50 |
S1 |
4,046.00 |
4,046.00 |
4,073.25 |
4,027.50 |
S2 |
4,009.00 |
4,009.00 |
4,063.25 |
|
S3 |
3,900.00 |
3,937.00 |
4,053.25 |
|
S4 |
3,791.00 |
3,828.00 |
4,023.25 |
|
|
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 |
4,080.75 |
213.25 |
5.2% |
85.25 |
2.1% |
1% |
False |
True |
354,547 |
10 |
4,323.50 |
4,080.75 |
242.75 |
5.9% |
65.75 |
1.6% |
1% |
False |
True |
179,446 |
20 |
4,342.25 |
4,080.75 |
261.50 |
6.4% |
52.25 |
1.3% |
1% |
False |
True |
90,335 |
40 |
4,342.25 |
3,840.50 |
501.75 |
12.3% |
49.50 |
1.2% |
48% |
False |
False |
45,339 |
60 |
4,342.25 |
3,687.00 |
655.25 |
16.0% |
56.75 |
1.4% |
60% |
False |
False |
30,302 |
80 |
4,342.25 |
3,687.00 |
655.25 |
16.0% |
49.25 |
1.2% |
60% |
False |
False |
22,731 |
100 |
4,342.25 |
3,687.00 |
655.25 |
16.0% |
42.50 |
1.0% |
60% |
False |
False |
18,185 |
120 |
4,342.25 |
3,687.00 |
655.25 |
16.0% |
36.25 |
0.9% |
60% |
False |
False |
15,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,653.00 |
2.618 |
4,475.00 |
1.618 |
4,366.00 |
1.000 |
4,298.75 |
0.618 |
4,257.00 |
HIGH |
4,189.75 |
0.618 |
4,148.00 |
0.500 |
4,135.25 |
0.382 |
4,122.50 |
LOW |
4,080.75 |
0.618 |
4,013.50 |
1.000 |
3,971.75 |
1.618 |
3,904.50 |
2.618 |
3,795.50 |
4.250 |
3,617.50 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,135.25 |
4,166.00 |
PP |
4,118.00 |
4,138.50 |
S1 |
4,100.50 |
4,110.75 |
|