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 |
9,584.0 |
9,370.0 |
-214.0 |
-2.2% |
10,093.0 |
High |
9,690.5 |
9,585.5 |
-105.0 |
-1.1% |
10,099.5 |
Low |
9,310.0 |
9,227.0 |
-83.0 |
-0.9% |
9,555.0 |
Close |
9,350.0 |
9,574.0 |
224.0 |
2.4% |
9,600.0 |
Range |
380.5 |
358.5 |
-22.0 |
-5.8% |
544.5 |
ATR |
183.5 |
196.0 |
12.5 |
6.8% |
0.0 |
Volume |
117,232 |
73,260 |
-43,972 |
-37.5% |
63,700 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,537.7 |
10,414.3 |
9,771.2 |
|
R3 |
10,179.2 |
10,055.8 |
9,672.6 |
|
R2 |
9,820.7 |
9,820.7 |
9,639.7 |
|
R1 |
9,697.3 |
9,697.3 |
9,606.9 |
9,759.0 |
PP |
9,462.2 |
9,462.2 |
9,462.2 |
9,493.0 |
S1 |
9,338.8 |
9,338.8 |
9,541.1 |
9,400.5 |
S2 |
9,103.7 |
9,103.7 |
9,508.3 |
|
S3 |
8,745.2 |
8,980.3 |
9,475.4 |
|
S4 |
8,386.7 |
8,621.8 |
9,376.8 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,385.0 |
11,037.0 |
9,899.5 |
|
R3 |
10,840.5 |
10,492.5 |
9,749.7 |
|
R2 |
10,296.0 |
10,296.0 |
9,699.8 |
|
R1 |
9,948.0 |
9,948.0 |
9,649.9 |
9,849.8 |
PP |
9,751.5 |
9,751.5 |
9,751.5 |
9,702.4 |
S1 |
9,403.5 |
9,403.5 |
9,550.1 |
9,305.3 |
S2 |
9,207.0 |
9,207.0 |
9,500.2 |
|
S3 |
8,662.5 |
8,859.0 |
9,450.3 |
|
S4 |
8,118.0 |
8,314.5 |
9,300.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,921.0 |
9,227.0 |
694.0 |
7.2% |
261.8 |
2.7% |
50% |
False |
True |
49,192 |
10 |
10,123.0 |
9,227.0 |
896.0 |
9.4% |
213.9 |
2.2% |
39% |
False |
True |
26,395 |
20 |
10,123.0 |
9,227.0 |
896.0 |
9.4% |
162.2 |
1.7% |
39% |
False |
True |
14,846 |
40 |
10,123.0 |
8,833.5 |
1,289.5 |
13.5% |
156.9 |
1.6% |
57% |
False |
False |
7,733 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
18.3% |
169.6 |
1.8% |
69% |
False |
False |
5,313 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
18.3% |
144.3 |
1.5% |
69% |
False |
False |
4,082 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
18.3% |
134.0 |
1.4% |
69% |
False |
False |
3,275 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
18.3% |
120.4 |
1.3% |
69% |
False |
False |
2,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,109.1 |
2.618 |
10,524.1 |
1.618 |
10,165.6 |
1.000 |
9,944.0 |
0.618 |
9,807.1 |
HIGH |
9,585.5 |
0.618 |
9,448.6 |
0.500 |
9,406.3 |
0.382 |
9,363.9 |
LOW |
9,227.0 |
0.618 |
9,005.4 |
1.000 |
8,868.5 |
1.618 |
8,646.9 |
2.618 |
8,288.4 |
4.250 |
7,703.4 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,518.1 |
9,555.6 |
PP |
9,462.2 |
9,537.2 |
S1 |
9,406.3 |
9,518.8 |
|