Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
2,022.50 |
1,990.50 |
-32.00 |
-1.6% |
2,068.75 |
High |
2,025.50 |
2,012.25 |
-13.25 |
-0.7% |
2,070.50 |
Low |
1,989.75 |
1,974.50 |
-15.25 |
-0.8% |
1,989.75 |
Close |
1,990.50 |
1,983.25 |
-7.25 |
-0.4% |
1,990.50 |
Range |
35.75 |
37.75 |
2.00 |
5.6% |
80.75 |
ATR |
21.28 |
22.45 |
1.18 |
5.5% |
0.00 |
Volume |
2,464,056 |
2,811,936 |
347,880 |
14.1% |
3,856,299 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,103.25 |
2,081.00 |
2,004.00 |
|
R3 |
2,065.50 |
2,043.25 |
1,993.75 |
|
R2 |
2,027.75 |
2,027.75 |
1,990.25 |
|
R1 |
2,005.50 |
2,005.50 |
1,986.75 |
1,997.75 |
PP |
1,990.00 |
1,990.00 |
1,990.00 |
1,986.00 |
S1 |
1,967.75 |
1,967.75 |
1,979.75 |
1,960.00 |
S2 |
1,952.25 |
1,952.25 |
1,976.25 |
|
S3 |
1,914.50 |
1,930.00 |
1,972.75 |
|
S4 |
1,876.75 |
1,892.25 |
1,962.50 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,259.25 |
2,205.50 |
2,035.00 |
|
R3 |
2,178.50 |
2,124.75 |
2,012.75 |
|
R2 |
2,097.75 |
2,097.75 |
2,005.25 |
|
R1 |
2,044.00 |
2,044.00 |
1,998.00 |
2,030.50 |
PP |
2,017.00 |
2,017.00 |
2,017.00 |
2,010.00 |
S1 |
1,963.25 |
1,963.25 |
1,983.00 |
1,949.75 |
S2 |
1,936.25 |
1,936.25 |
1,975.75 |
|
S3 |
1,855.50 |
1,882.50 |
1,968.25 |
|
S4 |
1,774.75 |
1,801.75 |
1,946.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,055.00 |
1,974.50 |
80.50 |
4.1% |
34.25 |
1.7% |
11% |
False |
True |
1,321,424 |
10 |
2,071.75 |
1,974.50 |
97.25 |
4.9% |
25.00 |
1.3% |
9% |
False |
True |
677,532 |
20 |
2,071.75 |
1,974.50 |
97.25 |
4.9% |
19.50 |
1.0% |
9% |
False |
True |
344,875 |
40 |
2,071.75 |
1,865.00 |
206.75 |
10.4% |
20.50 |
1.0% |
57% |
False |
False |
175,018 |
60 |
2,071.75 |
1,805.00 |
266.75 |
13.5% |
24.75 |
1.2% |
67% |
False |
False |
117,802 |
80 |
2,071.75 |
1,805.00 |
266.75 |
13.5% |
21.75 |
1.1% |
67% |
False |
False |
88,416 |
100 |
2,071.75 |
1,805.00 |
266.75 |
13.5% |
20.50 |
1.0% |
67% |
False |
False |
70,743 |
120 |
2,071.75 |
1,805.00 |
266.75 |
13.5% |
19.00 |
1.0% |
67% |
False |
False |
58,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,172.75 |
2.618 |
2,111.00 |
1.618 |
2,073.25 |
1.000 |
2,050.00 |
0.618 |
2,035.50 |
HIGH |
2,012.25 |
0.618 |
1,997.75 |
0.500 |
1,993.50 |
0.382 |
1,989.00 |
LOW |
1,974.50 |
0.618 |
1,951.25 |
1.000 |
1,936.75 |
1.618 |
1,913.50 |
2.618 |
1,875.75 |
4.250 |
1,814.00 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,993.50 |
2,012.00 |
PP |
1,990.00 |
2,002.50 |
S1 |
1,986.50 |
1,992.75 |
|