Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,090.75 |
4,164.50 |
73.75 |
1.8% |
4,314.25 |
High |
4,176.00 |
4,274.75 |
98.75 |
2.4% |
4,320.25 |
Low |
4,085.00 |
4,154.00 |
69.00 |
1.7% |
4,188.00 |
Close |
4,162.75 |
4,265.00 |
102.25 |
2.5% |
4,189.50 |
Range |
91.00 |
120.75 |
29.75 |
32.7% |
132.25 |
ATR |
60.97 |
65.24 |
4.27 |
7.0% |
0.00 |
Volume |
84,867 |
60,276 |
-24,591 |
-29.0% |
1,710,296 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,593.50 |
4,550.00 |
4,331.50 |
|
R3 |
4,472.75 |
4,429.25 |
4,298.25 |
|
R2 |
4,352.00 |
4,352.00 |
4,287.25 |
|
R1 |
4,308.50 |
4,308.50 |
4,276.00 |
4,330.25 |
PP |
4,231.25 |
4,231.25 |
4,231.25 |
4,242.00 |
S1 |
4,187.75 |
4,187.75 |
4,254.00 |
4,209.50 |
S2 |
4,110.50 |
4,110.50 |
4,242.75 |
|
S3 |
3,989.75 |
4,067.00 |
4,231.75 |
|
S4 |
3,869.00 |
3,946.25 |
4,198.50 |
|
|
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 |
4,274.75 |
4,084.25 |
190.50 |
4.5% |
96.00 |
2.3% |
95% |
True |
False |
160,445 |
10 |
4,326.75 |
4,084.25 |
242.50 |
5.7% |
80.50 |
1.9% |
75% |
False |
False |
246,618 |
20 |
4,348.00 |
4,084.25 |
263.75 |
6.2% |
59.50 |
1.4% |
69% |
False |
False |
227,709 |
40 |
4,348.00 |
3,939.50 |
408.50 |
9.6% |
52.25 |
1.2% |
80% |
False |
False |
241,269 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.6% |
62.25 |
1.5% |
88% |
False |
False |
316,579 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.6% |
56.75 |
1.3% |
88% |
False |
False |
273,975 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.6% |
53.00 |
1.2% |
88% |
False |
False |
219,333 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.6% |
50.25 |
1.2% |
88% |
False |
False |
182,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,788.00 |
2.618 |
4,590.75 |
1.618 |
4,470.00 |
1.000 |
4,395.50 |
0.618 |
4,349.25 |
HIGH |
4,274.75 |
0.618 |
4,228.50 |
0.500 |
4,214.50 |
0.382 |
4,200.25 |
LOW |
4,154.00 |
0.618 |
4,079.50 |
1.000 |
4,033.25 |
1.618 |
3,958.75 |
2.618 |
3,838.00 |
4.250 |
3,640.75 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,248.00 |
4,236.50 |
PP |
4,231.25 |
4,208.00 |
S1 |
4,214.50 |
4,179.50 |
|