Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,233.00 |
4,189.50 |
-43.50 |
-1.0% |
4,314.25 |
High |
4,254.75 |
4,237.75 |
-17.00 |
-0.4% |
4,320.25 |
Low |
4,188.00 |
4,144.75 |
-43.25 |
-1.0% |
4,188.00 |
Close |
4,189.50 |
4,163.75 |
-25.75 |
-0.6% |
4,189.50 |
Range |
66.75 |
93.00 |
26.25 |
39.3% |
132.25 |
ATR |
51.89 |
54.82 |
2.94 |
5.7% |
0.00 |
Volume |
245,579 |
225,299 |
-20,280 |
-8.3% |
1,710,296 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,461.00 |
4,405.50 |
4,215.00 |
|
R3 |
4,368.00 |
4,312.50 |
4,189.25 |
|
R2 |
4,275.00 |
4,275.00 |
4,180.75 |
|
R1 |
4,219.50 |
4,219.50 |
4,172.25 |
4,200.75 |
PP |
4,182.00 |
4,182.00 |
4,182.00 |
4,172.75 |
S1 |
4,126.50 |
4,126.50 |
4,155.25 |
4,107.75 |
S2 |
4,089.00 |
4,089.00 |
4,146.75 |
|
S3 |
3,996.00 |
4,033.50 |
4,138.25 |
|
S4 |
3,903.00 |
3,940.50 |
4,112.50 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,629.25 |
4,541.75 |
4,262.25 |
|
R3 |
4,497.00 |
4,409.50 |
4,225.75 |
|
R2 |
4,364.75 |
4,364.75 |
4,213.75 |
|
R1 |
4,277.25 |
4,277.25 |
4,201.50 |
4,255.00 |
PP |
4,232.50 |
4,232.50 |
4,232.50 |
4,221.50 |
S1 |
4,145.00 |
4,145.00 |
4,177.50 |
4,122.50 |
S2 |
4,100.25 |
4,100.25 |
4,165.25 |
|
S3 |
3,968.00 |
4,012.75 |
4,153.25 |
|
S4 |
3,835.75 |
3,880.50 |
4,116.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,298.50 |
4,144.75 |
153.75 |
3.7% |
79.75 |
1.9% |
12% |
False |
True |
323,035 |
10 |
4,328.50 |
4,144.75 |
183.75 |
4.4% |
58.00 |
1.4% |
10% |
False |
True |
280,086 |
20 |
4,348.00 |
4,144.75 |
203.25 |
4.9% |
49.50 |
1.2% |
9% |
False |
True |
245,152 |
40 |
4,348.00 |
3,793.25 |
554.75 |
13.3% |
51.00 |
1.2% |
67% |
False |
False |
259,016 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.9% |
59.25 |
1.4% |
72% |
False |
False |
325,238 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.9% |
53.50 |
1.3% |
72% |
False |
False |
269,868 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.9% |
50.75 |
1.2% |
72% |
False |
False |
216,032 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.9% |
48.25 |
1.2% |
72% |
False |
False |
180,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,633.00 |
2.618 |
4,481.25 |
1.618 |
4,388.25 |
1.000 |
4,330.75 |
0.618 |
4,295.25 |
HIGH |
4,237.75 |
0.618 |
4,202.25 |
0.500 |
4,191.25 |
0.382 |
4,180.25 |
LOW |
4,144.75 |
0.618 |
4,087.25 |
1.000 |
4,051.75 |
1.618 |
3,994.25 |
2.618 |
3,901.25 |
4.250 |
3,749.50 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,191.25 |
4,221.50 |
PP |
4,182.00 |
4,202.25 |
S1 |
4,173.00 |
4,183.00 |
|