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 |
4,189.50 |
4,164.00 |
-25.50 |
-0.6% |
4,314.25 |
High |
4,237.75 |
4,192.75 |
-45.00 |
-1.1% |
4,320.25 |
Low |
4,144.75 |
4,084.25 |
-60.50 |
-1.5% |
4,188.00 |
Close |
4,163.75 |
4,086.50 |
-77.25 |
-1.9% |
4,189.50 |
Range |
93.00 |
108.50 |
15.50 |
16.7% |
132.25 |
ATR |
54.82 |
58.66 |
3.83 |
7.0% |
0.00 |
Volume |
225,299 |
186,208 |
-39,091 |
-17.4% |
1,710,296 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,446.75 |
4,375.00 |
4,146.25 |
|
R3 |
4,338.25 |
4,266.50 |
4,116.25 |
|
R2 |
4,229.75 |
4,229.75 |
4,106.50 |
|
R1 |
4,158.00 |
4,158.00 |
4,096.50 |
4,139.50 |
PP |
4,121.25 |
4,121.25 |
4,121.25 |
4,112.00 |
S1 |
4,049.50 |
4,049.50 |
4,076.50 |
4,031.00 |
S2 |
4,012.75 |
4,012.75 |
4,066.50 |
|
S3 |
3,904.25 |
3,941.00 |
4,056.75 |
|
S4 |
3,795.75 |
3,832.50 |
4,026.75 |
|
|
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 |
4,298.25 |
4,084.25 |
214.00 |
5.2% |
85.00 |
2.1% |
1% |
False |
True |
292,378 |
10 |
4,328.50 |
4,084.25 |
244.25 |
6.0% |
66.00 |
1.6% |
1% |
False |
True |
276,057 |
20 |
4,348.00 |
4,084.25 |
263.75 |
6.5% |
53.25 |
1.3% |
1% |
False |
True |
242,914 |
40 |
4,348.00 |
3,846.00 |
502.00 |
12.3% |
51.50 |
1.3% |
48% |
False |
False |
255,784 |
60 |
4,348.00 |
3,684.00 |
664.00 |
16.2% |
60.25 |
1.5% |
61% |
False |
False |
323,414 |
80 |
4,348.00 |
3,684.00 |
664.00 |
16.2% |
54.50 |
1.3% |
61% |
False |
False |
272,189 |
100 |
4,348.00 |
3,684.00 |
664.00 |
16.2% |
51.50 |
1.3% |
61% |
False |
False |
217,891 |
120 |
4,348.00 |
3,684.00 |
664.00 |
16.2% |
49.00 |
1.2% |
61% |
False |
False |
181,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,654.00 |
2.618 |
4,476.75 |
1.618 |
4,368.25 |
1.000 |
4,301.25 |
0.618 |
4,259.75 |
HIGH |
4,192.75 |
0.618 |
4,151.25 |
0.500 |
4,138.50 |
0.382 |
4,125.75 |
LOW |
4,084.25 |
0.618 |
4,017.25 |
1.000 |
3,975.75 |
1.618 |
3,908.75 |
2.618 |
3,800.25 |
4.250 |
3,623.00 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,138.50 |
4,169.50 |
PP |
4,121.25 |
4,141.75 |
S1 |
4,103.75 |
4,114.25 |
|