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 |
5,117.0 |
5,106.0 |
-11.0 |
-0.2% |
5,303.0 |
High |
5,166.0 |
5,132.0 |
-34.0 |
-0.7% |
5,363.0 |
Low |
5,102.0 |
5,097.0 |
-5.0 |
-0.1% |
5,132.0 |
Close |
5,135.0 |
5,111.0 |
-24.0 |
-0.5% |
5,174.0 |
Range |
64.0 |
35.0 |
-29.0 |
-45.3% |
231.0 |
ATR |
56.3 |
55.0 |
-1.3 |
-2.3% |
0.0 |
Volume |
60,629 |
135,585 |
74,956 |
123.6% |
14,229 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,218.3 |
5,199.7 |
5,130.3 |
|
R3 |
5,183.3 |
5,164.7 |
5,120.6 |
|
R2 |
5,148.3 |
5,148.3 |
5,117.4 |
|
R1 |
5,129.7 |
5,129.7 |
5,114.2 |
5,139.0 |
PP |
5,113.3 |
5,113.3 |
5,113.3 |
5,118.0 |
S1 |
5,094.7 |
5,094.7 |
5,107.8 |
5,104.0 |
S2 |
5,078.3 |
5,078.3 |
5,104.6 |
|
S3 |
5,043.3 |
5,059.7 |
5,101.4 |
|
S4 |
5,008.3 |
5,024.7 |
5,091.8 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,916.0 |
5,776.0 |
5,301.1 |
|
R3 |
5,685.0 |
5,545.0 |
5,237.5 |
|
R2 |
5,454.0 |
5,454.0 |
5,216.4 |
|
R1 |
5,314.0 |
5,314.0 |
5,195.2 |
5,268.5 |
PP |
5,223.0 |
5,223.0 |
5,223.0 |
5,200.3 |
S1 |
5,083.0 |
5,083.0 |
5,152.8 |
5,037.5 |
S2 |
4,992.0 |
4,992.0 |
5,131.7 |
|
S3 |
4,761.0 |
4,852.0 |
5,110.5 |
|
S4 |
4,530.0 |
4,621.0 |
5,047.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,256.0 |
5,097.0 |
159.0 |
3.1% |
59.6 |
1.2% |
9% |
False |
True |
41,843 |
10 |
5,363.0 |
5,097.0 |
266.0 |
5.2% |
60.0 |
1.2% |
5% |
False |
True |
21,104 |
20 |
5,372.0 |
5,097.0 |
275.0 |
5.4% |
40.2 |
0.8% |
5% |
False |
True |
10,571 |
40 |
5,513.0 |
5,097.0 |
416.0 |
8.1% |
21.5 |
0.4% |
3% |
False |
True |
5,300 |
60 |
5,513.0 |
5,091.0 |
422.0 |
8.3% |
15.3 |
0.3% |
5% |
False |
False |
3,550 |
80 |
5,611.0 |
5,091.0 |
520.0 |
10.2% |
11.5 |
0.2% |
4% |
False |
False |
2,663 |
100 |
5,611.0 |
5,091.0 |
520.0 |
10.2% |
9.2 |
0.2% |
4% |
False |
False |
2,130 |
120 |
5,611.0 |
5,091.0 |
520.0 |
10.2% |
7.7 |
0.2% |
4% |
False |
False |
1,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,280.8 |
2.618 |
5,223.6 |
1.618 |
5,188.6 |
1.000 |
5,167.0 |
0.618 |
5,153.6 |
HIGH |
5,132.0 |
0.618 |
5,118.6 |
0.500 |
5,114.5 |
0.382 |
5,110.4 |
LOW |
5,097.0 |
0.618 |
5,075.4 |
1.000 |
5,062.0 |
1.618 |
5,040.4 |
2.618 |
5,005.4 |
4.250 |
4,948.3 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,114.5 |
5,150.5 |
PP |
5,113.3 |
5,137.3 |
S1 |
5,112.2 |
5,124.2 |
|