Trading Metrics calculated at close of trading on 17-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,162.25 |
4,088.25 |
-74.00 |
-1.8% |
4,307.75 |
High |
4,189.75 |
4,173.00 |
-16.75 |
-0.4% |
4,315.25 |
Low |
4,080.75 |
4,081.50 |
0.75 |
0.0% |
4,184.00 |
Close |
4,083.25 |
4,159.50 |
76.25 |
1.9% |
4,185.75 |
Range |
109.00 |
91.50 |
-17.50 |
-16.1% |
131.25 |
ATR |
57.52 |
59.94 |
2.43 |
4.2% |
0.00 |
Volume |
639,787 |
509,046 |
-130,741 |
-20.4% |
598,892 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,412.50 |
4,377.50 |
4,209.75 |
|
R3 |
4,321.00 |
4,286.00 |
4,184.75 |
|
R2 |
4,229.50 |
4,229.50 |
4,176.25 |
|
R1 |
4,194.50 |
4,194.50 |
4,168.00 |
4,212.00 |
PP |
4,138.00 |
4,138.00 |
4,138.00 |
4,146.75 |
S1 |
4,103.00 |
4,103.00 |
4,151.00 |
4,120.50 |
S2 |
4,046.50 |
4,046.50 |
4,142.75 |
|
S3 |
3,955.00 |
4,011.50 |
4,134.25 |
|
S4 |
3,863.50 |
3,920.00 |
4,109.25 |
|
|
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 |
5.1% |
87.75 |
2.1% |
37% |
False |
False |
448,899 |
10 |
4,323.50 |
4,080.75 |
242.75 |
5.8% |
71.75 |
1.7% |
32% |
False |
False |
230,066 |
20 |
4,342.25 |
4,080.75 |
261.50 |
6.3% |
54.75 |
1.3% |
30% |
False |
False |
115,759 |
40 |
4,342.25 |
3,936.25 |
406.00 |
9.8% |
48.50 |
1.2% |
55% |
False |
False |
58,051 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
57.75 |
1.4% |
72% |
False |
False |
38,785 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
50.25 |
1.2% |
72% |
False |
False |
29,094 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
43.25 |
1.0% |
72% |
False |
False |
23,275 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
37.00 |
0.9% |
72% |
False |
False |
19,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,562.00 |
2.618 |
4,412.50 |
1.618 |
4,321.00 |
1.000 |
4,264.50 |
0.618 |
4,229.50 |
HIGH |
4,173.00 |
0.618 |
4,138.00 |
0.500 |
4,127.25 |
0.382 |
4,116.50 |
LOW |
4,081.50 |
0.618 |
4,025.00 |
1.000 |
3,990.00 |
1.618 |
3,933.50 |
2.618 |
3,842.00 |
4.250 |
3,692.50 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,148.75 |
4,158.75 |
PP |
4,138.00 |
4,158.00 |
S1 |
4,127.25 |
4,157.50 |
|