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 |
1,138.0 |
1,135.3 |
-2.7 |
-0.2% |
1,179.9 |
High |
1,154.0 |
1,171.6 |
17.6 |
1.5% |
1,184.2 |
Low |
1,128.2 |
1,132.0 |
3.8 |
0.3% |
1,141.7 |
Close |
1,131.4 |
1,171.1 |
39.7 |
3.5% |
1,142.3 |
Range |
25.8 |
39.6 |
13.8 |
53.5% |
42.5 |
ATR |
19.1 |
20.6 |
1.5 |
7.9% |
0.0 |
Volume |
257,579 |
218,581 |
-38,998 |
-15.1% |
321,473 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.0 |
1,263.8 |
1,193.0 |
|
R3 |
1,237.5 |
1,224.0 |
1,182.0 |
|
R2 |
1,197.8 |
1,197.8 |
1,178.3 |
|
R1 |
1,184.5 |
1,184.5 |
1,174.8 |
1,191.3 |
PP |
1,158.3 |
1,158.3 |
1,158.3 |
1,161.5 |
S1 |
1,144.8 |
1,144.8 |
1,167.5 |
1,151.5 |
S2 |
1,118.8 |
1,118.8 |
1,163.8 |
|
S3 |
1,079.0 |
1,105.3 |
1,160.3 |
|
S4 |
1,039.5 |
1,065.8 |
1,149.3 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.5 |
1,255.5 |
1,165.8 |
|
R3 |
1,241.0 |
1,213.0 |
1,154.0 |
|
R2 |
1,198.5 |
1,198.5 |
1,150.0 |
|
R1 |
1,170.5 |
1,170.5 |
1,146.3 |
1,163.3 |
PP |
1,156.0 |
1,156.0 |
1,156.0 |
1,152.5 |
S1 |
1,128.0 |
1,128.0 |
1,138.5 |
1,120.8 |
S2 |
1,113.5 |
1,113.5 |
1,134.5 |
|
S3 |
1,071.0 |
1,085.5 |
1,130.5 |
|
S4 |
1,028.5 |
1,043.0 |
1,119.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,177.7 |
1,128.2 |
49.5 |
4.2% |
27.0 |
2.3% |
87% |
False |
False |
200,083 |
10 |
1,184.2 |
1,128.2 |
56.0 |
4.8% |
24.8 |
2.1% |
77% |
False |
False |
103,640 |
20 |
1,188.0 |
1,128.2 |
59.8 |
5.1% |
20.3 |
1.7% |
72% |
False |
False |
52,126 |
40 |
1,188.0 |
1,090.9 |
97.1 |
8.3% |
15.5 |
1.3% |
83% |
False |
False |
26,079 |
60 |
1,188.0 |
1,038.8 |
149.2 |
12.7% |
15.0 |
1.3% |
89% |
False |
False |
17,395 |
80 |
1,188.0 |
1,038.8 |
149.2 |
12.7% |
11.5 |
1.0% |
89% |
False |
False |
13,047 |
100 |
1,188.0 |
1,038.8 |
149.2 |
12.7% |
9.3 |
0.8% |
89% |
False |
False |
10,438 |
120 |
1,195.6 |
1,038.8 |
156.8 |
13.4% |
7.8 |
0.7% |
84% |
False |
False |
8,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.0 |
2.618 |
1,275.3 |
1.618 |
1,235.8 |
1.000 |
1,211.3 |
0.618 |
1,196.0 |
HIGH |
1,171.5 |
0.618 |
1,156.5 |
0.500 |
1,151.8 |
0.382 |
1,147.3 |
LOW |
1,132.0 |
0.618 |
1,107.5 |
1.000 |
1,092.5 |
1.618 |
1,068.0 |
2.618 |
1,028.3 |
4.250 |
963.8 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,164.8 |
1,164.0 |
PP |
1,158.3 |
1,157.0 |
S1 |
1,151.8 |
1,150.0 |
|