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 |
4,159.50 |
4,268.50 |
109.00 |
2.6% |
4,184.75 |
High |
4,271.75 |
4,304.50 |
32.75 |
0.8% |
4,304.50 |
Low |
4,150.25 |
4,255.50 |
105.25 |
2.5% |
4,080.75 |
Close |
4,263.00 |
4,282.75 |
19.75 |
0.5% |
4,282.75 |
Range |
121.50 |
49.00 |
-72.50 |
-59.7% |
223.75 |
ATR |
64.34 |
63.24 |
-1.10 |
-1.7% |
0.00 |
Volume |
386,503 |
290,155 |
-96,348 |
-24.9% |
2,375,425 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,428.00 |
4,404.25 |
4,309.75 |
|
R3 |
4,379.00 |
4,355.25 |
4,296.25 |
|
R2 |
4,330.00 |
4,330.00 |
4,291.75 |
|
R1 |
4,306.25 |
4,306.25 |
4,287.25 |
4,318.00 |
PP |
4,281.00 |
4,281.00 |
4,281.00 |
4,286.75 |
S1 |
4,257.25 |
4,257.25 |
4,278.25 |
4,269.00 |
S2 |
4,232.00 |
4,232.00 |
4,273.75 |
|
S3 |
4,183.00 |
4,208.25 |
4,269.25 |
|
S4 |
4,134.00 |
4,159.25 |
4,255.75 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,894.00 |
4,812.00 |
4,405.75 |
|
R3 |
4,670.25 |
4,588.25 |
4,344.25 |
|
R2 |
4,446.50 |
4,446.50 |
4,323.75 |
|
R1 |
4,364.50 |
4,364.50 |
4,303.25 |
4,405.50 |
PP |
4,222.75 |
4,222.75 |
4,222.75 |
4,243.00 |
S1 |
4,140.75 |
4,140.75 |
4,262.25 |
4,181.75 |
S2 |
3,999.00 |
3,999.00 |
4,241.75 |
|
S3 |
3,775.25 |
3,917.00 |
4,221.25 |
|
S4 |
3,551.50 |
3,693.25 |
4,159.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,304.50 |
4,080.75 |
223.75 |
5.2% |
92.75 |
2.2% |
90% |
True |
False |
475,085 |
10 |
4,315.25 |
4,080.75 |
234.50 |
5.5% |
83.00 |
1.9% |
86% |
False |
False |
297,431 |
20 |
4,342.25 |
4,080.75 |
261.50 |
6.1% |
59.25 |
1.4% |
77% |
False |
False |
149,418 |
40 |
4,342.25 |
3,972.00 |
370.25 |
8.6% |
50.00 |
1.2% |
84% |
False |
False |
74,950 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
58.25 |
1.4% |
91% |
False |
False |
50,061 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
52.25 |
1.2% |
91% |
False |
False |
37,552 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
44.50 |
1.0% |
91% |
False |
False |
30,042 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
38.50 |
0.9% |
91% |
False |
False |
25,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,512.75 |
2.618 |
4,432.75 |
1.618 |
4,383.75 |
1.000 |
4,353.50 |
0.618 |
4,334.75 |
HIGH |
4,304.50 |
0.618 |
4,285.75 |
0.500 |
4,280.00 |
0.382 |
4,274.25 |
LOW |
4,255.50 |
0.618 |
4,225.25 |
1.000 |
4,206.50 |
1.618 |
4,176.25 |
2.618 |
4,127.25 |
4.250 |
4,047.25 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,281.75 |
4,252.75 |
PP |
4,281.00 |
4,223.00 |
S1 |
4,280.00 |
4,193.00 |
|