Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,088.25 |
4,159.50 |
71.25 |
1.7% |
4,307.75 |
High |
4,173.00 |
4,271.75 |
98.75 |
2.4% |
4,315.25 |
Low |
4,081.50 |
4,150.25 |
68.75 |
1.7% |
4,184.00 |
Close |
4,159.50 |
4,263.00 |
103.50 |
2.5% |
4,185.75 |
Range |
91.50 |
121.50 |
30.00 |
32.8% |
131.25 |
ATR |
59.94 |
64.34 |
4.40 |
7.3% |
0.00 |
Volume |
509,046 |
386,503 |
-122,543 |
-24.1% |
598,892 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,592.75 |
4,549.50 |
4,329.75 |
|
R3 |
4,471.25 |
4,428.00 |
4,296.50 |
|
R2 |
4,349.75 |
4,349.75 |
4,285.25 |
|
R1 |
4,306.50 |
4,306.50 |
4,274.25 |
4,328.00 |
PP |
4,228.25 |
4,228.25 |
4,228.25 |
4,239.25 |
S1 |
4,185.00 |
4,185.00 |
4,251.75 |
4,206.50 |
S2 |
4,106.75 |
4,106.75 |
4,240.75 |
|
S3 |
3,985.25 |
4,063.50 |
4,229.50 |
|
S4 |
3,863.75 |
3,942.00 |
4,196.25 |
|
|
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 |
4,271.75 |
4,080.75 |
191.00 |
4.5% |
96.50 |
2.3% |
95% |
True |
False |
497,572 |
10 |
4,320.50 |
4,080.75 |
239.75 |
5.6% |
80.50 |
1.9% |
76% |
False |
False |
268,579 |
20 |
4,342.25 |
4,080.75 |
261.50 |
6.1% |
59.00 |
1.4% |
70% |
False |
False |
134,987 |
40 |
4,342.25 |
3,937.25 |
405.00 |
9.5% |
50.50 |
1.2% |
80% |
False |
False |
67,702 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
59.00 |
1.4% |
88% |
False |
False |
45,226 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
51.75 |
1.2% |
88% |
False |
False |
33,925 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
44.25 |
1.0% |
88% |
False |
False |
27,140 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
38.00 |
0.9% |
88% |
False |
False |
22,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,788.00 |
2.618 |
4,589.75 |
1.618 |
4,468.25 |
1.000 |
4,393.25 |
0.618 |
4,346.75 |
HIGH |
4,271.75 |
0.618 |
4,225.25 |
0.500 |
4,211.00 |
0.382 |
4,196.75 |
LOW |
4,150.25 |
0.618 |
4,075.25 |
1.000 |
4,028.75 |
1.618 |
3,953.75 |
2.618 |
3,832.25 |
4.250 |
3,634.00 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,245.75 |
4,234.00 |
PP |
4,228.25 |
4,205.25 |
S1 |
4,211.00 |
4,176.25 |
|