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 |
17,285.74 |
17,173.07 |
-112.67 |
-0.7% |
17,954.94 |
High |
17,403.54 |
17,427.44 |
23.90 |
0.1% |
17,960.56 |
Low |
17,115.28 |
17,067.59 |
-47.69 |
-0.3% |
17,280.83 |
Close |
17,180.84 |
17,068.87 |
-111.97 |
-0.7% |
17,280.83 |
Range |
288.26 |
359.85 |
71.59 |
24.8% |
679.73 |
ATR |
163.82 |
177.82 |
14.00 |
8.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,267.52 |
18,028.04 |
17,266.79 |
|
R3 |
17,907.67 |
17,668.19 |
17,167.83 |
|
R2 |
17,547.82 |
17,547.82 |
17,134.84 |
|
R1 |
17,308.34 |
17,308.34 |
17,101.86 |
17,248.16 |
PP |
17,187.97 |
17,187.97 |
17,187.97 |
17,157.87 |
S1 |
16,948.49 |
16,948.49 |
17,035.88 |
16,888.31 |
S2 |
16,828.12 |
16,828.12 |
17,002.90 |
|
S3 |
16,468.27 |
16,588.64 |
16,969.91 |
|
S4 |
16,108.42 |
16,228.79 |
16,870.95 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,546.60 |
19,093.44 |
17,654.68 |
|
R3 |
18,866.87 |
18,413.71 |
17,467.76 |
|
R2 |
18,187.14 |
18,187.14 |
17,405.45 |
|
R1 |
17,733.98 |
17,733.98 |
17,343.14 |
17,620.70 |
PP |
17,507.41 |
17,507.41 |
17,507.41 |
17,450.76 |
S1 |
17,054.25 |
17,054.25 |
17,218.52 |
16,940.97 |
S2 |
16,827.68 |
16,827.68 |
17,156.21 |
|
S3 |
16,147.95 |
16,374.52 |
17,093.90 |
|
S4 |
15,468.22 |
15,694.79 |
16,906.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,797.99 |
17,067.59 |
730.40 |
4.3% |
294.29 |
1.7% |
0% |
False |
True |
|
10 |
17,991.19 |
17,067.59 |
923.60 |
5.4% |
212.54 |
1.2% |
0% |
False |
True |
|
20 |
17,991.19 |
17,067.59 |
923.60 |
5.4% |
153.51 |
0.9% |
0% |
False |
True |
|
40 |
17,991.19 |
16,405.77 |
1,585.42 |
9.3% |
146.02 |
0.9% |
42% |
False |
False |
|
60 |
17,991.19 |
15,855.12 |
2,136.07 |
12.5% |
176.48 |
1.0% |
57% |
False |
False |
|
80 |
17,991.19 |
15,855.12 |
2,136.07 |
12.5% |
158.14 |
0.9% |
57% |
False |
False |
|
100 |
17,991.19 |
15,855.12 |
2,136.07 |
12.5% |
154.02 |
0.9% |
57% |
False |
False |
|
120 |
17,991.19 |
15,855.12 |
2,136.07 |
12.5% |
146.53 |
0.9% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,956.80 |
2.618 |
18,369.53 |
1.618 |
18,009.68 |
1.000 |
17,787.29 |
0.618 |
17,649.83 |
HIGH |
17,427.44 |
0.618 |
17,289.98 |
0.500 |
17,247.52 |
0.382 |
17,205.05 |
LOW |
17,067.59 |
0.618 |
16,845.20 |
1.000 |
16,707.74 |
1.618 |
16,485.35 |
2.618 |
16,125.50 |
4.250 |
15,538.23 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,247.52 |
17,328.82 |
PP |
17,187.97 |
17,242.17 |
S1 |
17,128.42 |
17,155.52 |
|