Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,164.50 |
4,268.00 |
103.50 |
2.5% |
4,189.50 |
High |
4,274.75 |
4,307.00 |
32.25 |
0.8% |
4,307.00 |
Low |
4,154.00 |
4,258.20 |
104.20 |
2.5% |
4,084.25 |
Close |
4,265.00 |
4,258.20 |
-6.80 |
-0.2% |
4,258.20 |
Range |
120.75 |
48.80 |
-71.95 |
-59.6% |
222.75 |
ATR |
65.24 |
64.06 |
-1.17 |
-1.8% |
0.00 |
Volume |
60,276 |
8,199 |
-52,077 |
-86.4% |
564,849 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,420.75 |
4,388.25 |
4,285.00 |
|
R3 |
4,372.00 |
4,339.50 |
4,271.50 |
|
R2 |
4,323.25 |
4,323.25 |
4,267.25 |
|
R1 |
4,290.75 |
4,290.75 |
4,262.75 |
4,282.50 |
PP |
4,274.50 |
4,274.50 |
4,274.50 |
4,270.50 |
S1 |
4,242.00 |
4,242.00 |
4,253.75 |
4,233.75 |
S2 |
4,225.75 |
4,225.75 |
4,249.25 |
|
S3 |
4,176.75 |
4,193.25 |
4,244.75 |
|
S4 |
4,128.00 |
4,144.25 |
4,231.25 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,884.75 |
4,794.25 |
4,380.75 |
|
R3 |
4,662.00 |
4,571.50 |
4,319.50 |
|
R2 |
4,439.25 |
4,439.25 |
4,299.00 |
|
R1 |
4,348.75 |
4,348.75 |
4,278.50 |
4,394.00 |
PP |
4,216.50 |
4,216.50 |
4,216.50 |
4,239.00 |
S1 |
4,126.00 |
4,126.00 |
4,237.75 |
4,171.25 |
S2 |
3,993.75 |
3,993.75 |
4,217.25 |
|
S3 |
3,771.00 |
3,903.25 |
4,197.00 |
|
S4 |
3,548.25 |
3,680.50 |
4,135.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,307.00 |
4,084.25 |
222.75 |
5.2% |
92.50 |
2.2% |
78% |
True |
False |
112,969 |
10 |
4,320.25 |
4,084.25 |
236.00 |
5.5% |
83.00 |
1.9% |
74% |
False |
False |
227,514 |
20 |
4,348.00 |
4,084.25 |
263.75 |
6.2% |
59.75 |
1.4% |
66% |
False |
False |
217,396 |
40 |
4,348.00 |
3,970.50 |
377.50 |
8.9% |
51.50 |
1.2% |
76% |
False |
False |
232,771 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.6% |
61.50 |
1.4% |
86% |
False |
False |
309,334 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.6% |
57.25 |
1.3% |
86% |
False |
False |
274,066 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.6% |
53.25 |
1.2% |
86% |
False |
False |
219,411 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.6% |
50.25 |
1.2% |
86% |
False |
False |
182,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,514.50 |
2.618 |
4,434.75 |
1.618 |
4,386.00 |
1.000 |
4,355.75 |
0.618 |
4,337.25 |
HIGH |
4,307.00 |
0.618 |
4,288.25 |
0.500 |
4,282.50 |
0.382 |
4,276.75 |
LOW |
4,258.25 |
0.618 |
4,228.00 |
1.000 |
4,209.50 |
1.618 |
4,179.25 |
2.618 |
4,130.50 |
4.250 |
4,050.75 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,282.50 |
4,237.50 |
PP |
4,274.50 |
4,216.75 |
S1 |
4,266.25 |
4,196.00 |
|