Trading Metrics calculated at close of trading on 17-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,164.00 |
4,090.75 |
-73.25 |
-1.8% |
4,314.25 |
High |
4,192.75 |
4,176.00 |
-16.75 |
-0.4% |
4,320.25 |
Low |
4,084.25 |
4,085.00 |
0.75 |
0.0% |
4,188.00 |
Close |
4,086.50 |
4,162.75 |
76.25 |
1.9% |
4,189.50 |
Range |
108.50 |
91.00 |
-17.50 |
-16.1% |
132.25 |
ATR |
58.66 |
60.97 |
2.31 |
3.9% |
0.00 |
Volume |
186,208 |
84,867 |
-101,341 |
-54.4% |
1,710,296 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,414.25 |
4,379.50 |
4,212.75 |
|
R3 |
4,323.25 |
4,288.50 |
4,187.75 |
|
R2 |
4,232.25 |
4,232.25 |
4,179.50 |
|
R1 |
4,197.50 |
4,197.50 |
4,171.00 |
4,215.00 |
PP |
4,141.25 |
4,141.25 |
4,141.25 |
4,150.00 |
S1 |
4,106.50 |
4,106.50 |
4,154.50 |
4,124.00 |
S2 |
4,050.25 |
4,050.25 |
4,146.00 |
|
S3 |
3,959.25 |
4,015.50 |
4,137.75 |
|
S4 |
3,868.25 |
3,924.50 |
4,112.75 |
|
|
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 |
4,298.00 |
4,084.25 |
213.75 |
5.1% |
87.50 |
2.1% |
37% |
False |
False |
232,913 |
10 |
4,328.50 |
4,084.25 |
244.25 |
5.9% |
71.75 |
1.7% |
32% |
False |
False |
265,463 |
20 |
4,348.00 |
4,084.25 |
263.75 |
6.3% |
55.50 |
1.3% |
30% |
False |
False |
236,483 |
40 |
4,348.00 |
3,939.50 |
408.50 |
9.8% |
50.50 |
1.2% |
55% |
False |
False |
248,349 |
60 |
4,348.00 |
3,684.00 |
664.00 |
16.0% |
61.00 |
1.5% |
72% |
False |
False |
320,213 |
80 |
4,348.00 |
3,684.00 |
664.00 |
16.0% |
55.50 |
1.3% |
72% |
False |
False |
273,232 |
100 |
4,348.00 |
3,684.00 |
664.00 |
16.0% |
52.00 |
1.2% |
72% |
False |
False |
218,734 |
120 |
4,348.00 |
3,684.00 |
664.00 |
16.0% |
49.50 |
1.2% |
72% |
False |
False |
182,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,562.75 |
2.618 |
4,414.25 |
1.618 |
4,323.25 |
1.000 |
4,267.00 |
0.618 |
4,232.25 |
HIGH |
4,176.00 |
0.618 |
4,141.25 |
0.500 |
4,130.50 |
0.382 |
4,119.75 |
LOW |
4,085.00 |
0.618 |
4,028.75 |
1.000 |
3,994.00 |
1.618 |
3,937.75 |
2.618 |
3,846.75 |
4.250 |
3,698.25 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,152.00 |
4,162.25 |
PP |
4,141.25 |
4,161.50 |
S1 |
4,130.50 |
4,161.00 |
|