Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1,990.50 |
1,984.50 |
-6.00 |
-0.3% |
2,068.75 |
High |
2,012.25 |
2,011.25 |
-1.00 |
0.0% |
2,070.50 |
Low |
1,974.50 |
1,961.50 |
-13.00 |
-0.7% |
1,989.75 |
Close |
1,983.25 |
1,965.00 |
-18.25 |
-0.9% |
1,990.50 |
Range |
37.75 |
49.75 |
12.00 |
31.8% |
80.75 |
ATR |
22.45 |
24.40 |
1.95 |
8.7% |
0.00 |
Volume |
2,811,936 |
3,365,454 |
553,518 |
19.7% |
3,856,299 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,128.50 |
2,096.50 |
1,992.25 |
|
R3 |
2,078.75 |
2,046.75 |
1,978.75 |
|
R2 |
2,029.00 |
2,029.00 |
1,974.00 |
|
R1 |
1,997.00 |
1,997.00 |
1,969.50 |
1,988.00 |
PP |
1,979.25 |
1,979.25 |
1,979.25 |
1,974.75 |
S1 |
1,947.25 |
1,947.25 |
1,960.50 |
1,938.50 |
S2 |
1,929.50 |
1,929.50 |
1,956.00 |
|
S3 |
1,879.75 |
1,897.50 |
1,951.25 |
|
S4 |
1,830.00 |
1,847.75 |
1,937.75 |
|
|
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 |
2,053.00 |
1,961.50 |
91.50 |
4.7% |
38.50 |
2.0% |
4% |
False |
True |
1,964,547 |
10 |
2,071.75 |
1,961.50 |
110.25 |
5.6% |
28.25 |
1.4% |
3% |
False |
True |
1,012,543 |
20 |
2,071.75 |
1,961.50 |
110.25 |
5.6% |
21.25 |
1.1% |
3% |
False |
True |
512,693 |
40 |
2,071.75 |
1,879.50 |
192.25 |
9.8% |
21.00 |
1.1% |
44% |
False |
False |
258,997 |
60 |
2,071.75 |
1,805.00 |
266.75 |
13.6% |
25.25 |
1.3% |
60% |
False |
False |
173,867 |
80 |
2,071.75 |
1,805.00 |
266.75 |
13.6% |
22.25 |
1.1% |
60% |
False |
False |
130,484 |
100 |
2,071.75 |
1,805.00 |
266.75 |
13.6% |
21.00 |
1.1% |
60% |
False |
False |
104,397 |
120 |
2,071.75 |
1,805.00 |
266.75 |
13.6% |
19.25 |
1.0% |
60% |
False |
False |
87,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,222.75 |
2.618 |
2,141.50 |
1.618 |
2,091.75 |
1.000 |
2,061.00 |
0.618 |
2,042.00 |
HIGH |
2,011.25 |
0.618 |
1,992.25 |
0.500 |
1,986.50 |
0.382 |
1,980.50 |
LOW |
1,961.50 |
0.618 |
1,930.75 |
1.000 |
1,911.75 |
1.618 |
1,881.00 |
2.618 |
1,831.25 |
4.250 |
1,750.00 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,986.50 |
1,993.50 |
PP |
1,979.25 |
1,984.00 |
S1 |
1,972.00 |
1,974.50 |
|