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 |
1,223.0 |
1,198.0 |
-25.0 |
-2.0% |
1,191.2 |
High |
1,224.4 |
1,224.3 |
-0.1 |
0.0% |
1,240.0 |
Low |
1,193.3 |
1,190.9 |
-2.4 |
-0.2% |
1,189.1 |
Close |
1,208.8 |
1,195.5 |
-13.3 |
-1.1% |
1,223.6 |
Range |
31.1 |
33.4 |
2.3 |
7.4% |
50.9 |
ATR |
22.0 |
22.8 |
0.8 |
3.7% |
0.0 |
Volume |
3,596 |
834 |
-2,762 |
-76.8% |
15,119 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.8 |
1,283.0 |
1,213.9 |
|
R3 |
1,270.4 |
1,249.6 |
1,204.7 |
|
R2 |
1,237.0 |
1,237.0 |
1,201.6 |
|
R1 |
1,216.2 |
1,216.2 |
1,198.6 |
1,209.9 |
PP |
1,203.6 |
1,203.6 |
1,203.6 |
1,200.4 |
S1 |
1,182.8 |
1,182.8 |
1,192.4 |
1,176.5 |
S2 |
1,170.2 |
1,170.2 |
1,189.4 |
|
S3 |
1,136.8 |
1,149.4 |
1,186.3 |
|
S4 |
1,103.4 |
1,116.0 |
1,177.1 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.3 |
1,347.8 |
1,251.6 |
|
R3 |
1,319.4 |
1,296.9 |
1,237.6 |
|
R2 |
1,268.5 |
1,268.5 |
1,232.9 |
|
R1 |
1,246.0 |
1,246.0 |
1,228.3 |
1,257.3 |
PP |
1,217.6 |
1,217.6 |
1,217.6 |
1,223.2 |
S1 |
1,195.1 |
1,195.1 |
1,218.9 |
1,206.4 |
S2 |
1,166.7 |
1,166.7 |
1,214.3 |
|
S3 |
1,115.8 |
1,144.2 |
1,209.6 |
|
S4 |
1,064.9 |
1,093.3 |
1,195.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,240.0 |
1,190.9 |
49.1 |
4.1% |
20.9 |
1.7% |
9% |
False |
True |
2,945 |
10 |
1,240.0 |
1,188.0 |
52.0 |
4.3% |
21.2 |
1.8% |
14% |
False |
False |
2,384 |
20 |
1,240.0 |
1,143.2 |
96.8 |
8.1% |
22.7 |
1.9% |
54% |
False |
False |
3,279 |
40 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
20.5 |
1.7% |
50% |
False |
False |
2,882 |
60 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
18.0 |
1.5% |
50% |
False |
False |
2,250 |
80 |
1,293.5 |
1,134.1 |
159.4 |
13.3% |
15.4 |
1.3% |
39% |
False |
False |
1,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.3 |
2.618 |
1,311.7 |
1.618 |
1,278.3 |
1.000 |
1,257.7 |
0.618 |
1,244.9 |
HIGH |
1,224.3 |
0.618 |
1,211.5 |
0.500 |
1,207.6 |
0.382 |
1,203.7 |
LOW |
1,190.9 |
0.618 |
1,170.3 |
1.000 |
1,157.5 |
1.618 |
1,136.9 |
2.618 |
1,103.5 |
4.250 |
1,049.0 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,207.6 |
1,210.4 |
PP |
1,203.6 |
1,205.4 |
S1 |
1,199.5 |
1,200.5 |
|