Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
5,087.0 |
5,164.0 |
77.0 |
1.5% |
5,303.0 |
High |
5,150.0 |
5,228.0 |
78.0 |
1.5% |
5,363.0 |
Low |
5,081.0 |
5,150.0 |
69.0 |
1.4% |
5,132.0 |
Close |
5,120.0 |
5,163.0 |
43.0 |
0.8% |
5,174.0 |
Range |
69.0 |
78.0 |
9.0 |
13.0% |
231.0 |
ATR |
56.0 |
59.7 |
3.7 |
6.6% |
0.0 |
Volume |
83,454 |
29,080 |
-54,374 |
-65.2% |
14,229 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,414.3 |
5,366.7 |
5,205.9 |
|
R3 |
5,336.3 |
5,288.7 |
5,184.5 |
|
R2 |
5,258.3 |
5,258.3 |
5,177.3 |
|
R1 |
5,210.7 |
5,210.7 |
5,170.2 |
5,195.5 |
PP |
5,180.3 |
5,180.3 |
5,180.3 |
5,172.8 |
S1 |
5,132.7 |
5,132.7 |
5,155.9 |
5,117.5 |
S2 |
5,102.3 |
5,102.3 |
5,148.7 |
|
S3 |
5,024.3 |
5,054.7 |
5,141.6 |
|
S4 |
4,946.3 |
4,976.7 |
5,120.1 |
|
|
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 |
5,228.0 |
5,081.0 |
147.0 |
2.8% |
58.4 |
1.1% |
56% |
True |
False |
63,247 |
10 |
5,363.0 |
5,081.0 |
282.0 |
5.5% |
64.3 |
1.2% |
29% |
False |
False |
32,298 |
20 |
5,372.0 |
5,081.0 |
291.0 |
5.6% |
46.8 |
0.9% |
28% |
False |
False |
16,195 |
40 |
5,513.0 |
5,081.0 |
432.0 |
8.4% |
25.2 |
0.5% |
19% |
False |
False |
8,114 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.4% |
17.8 |
0.3% |
19% |
False |
False |
5,426 |
80 |
5,611.0 |
5,081.0 |
530.0 |
10.3% |
13.3 |
0.3% |
15% |
False |
False |
4,069 |
100 |
5,611.0 |
5,081.0 |
530.0 |
10.3% |
10.7 |
0.2% |
15% |
False |
False |
3,255 |
120 |
5,611.0 |
5,081.0 |
530.0 |
10.3% |
8.9 |
0.2% |
15% |
False |
False |
2,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,559.5 |
2.618 |
5,432.2 |
1.618 |
5,354.2 |
1.000 |
5,306.0 |
0.618 |
5,276.2 |
HIGH |
5,228.0 |
0.618 |
5,198.2 |
0.500 |
5,189.0 |
0.382 |
5,179.8 |
LOW |
5,150.0 |
0.618 |
5,101.8 |
1.000 |
5,072.0 |
1.618 |
5,023.8 |
2.618 |
4,945.8 |
4.250 |
4,818.5 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,189.0 |
5,160.2 |
PP |
5,180.3 |
5,157.3 |
S1 |
5,171.7 |
5,154.5 |
|