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 |
6,367.5 |
6,225.5 |
-142.0 |
-2.2% |
6,679.0 |
High |
6,380.0 |
6,298.0 |
-82.0 |
-1.3% |
6,679.0 |
Low |
6,163.5 |
6,068.0 |
-95.5 |
-1.5% |
6,163.5 |
Close |
6,245.5 |
6,131.0 |
-114.5 |
-1.8% |
6,245.5 |
Range |
216.5 |
230.0 |
13.5 |
6.2% |
515.5 |
ATR |
84.7 |
95.1 |
10.4 |
12.2% |
0.0 |
Volume |
47,740 |
93,416 |
45,676 |
95.7% |
81,828 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,855.5 |
6,723.5 |
6,257.5 |
|
R3 |
6,625.5 |
6,493.5 |
6,194.0 |
|
R2 |
6,395.5 |
6,395.5 |
6,173.0 |
|
R1 |
6,263.5 |
6,263.5 |
6,152.0 |
6,214.5 |
PP |
6,165.5 |
6,165.5 |
6,165.5 |
6,141.0 |
S1 |
6,033.5 |
6,033.5 |
6,110.0 |
5,984.5 |
S2 |
5,935.5 |
5,935.5 |
6,089.0 |
|
S3 |
5,705.5 |
5,803.5 |
6,068.0 |
|
S4 |
5,475.5 |
5,573.5 |
6,004.5 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,909.0 |
7,593.0 |
6,529.0 |
|
R3 |
7,393.5 |
7,077.5 |
6,387.5 |
|
R2 |
6,878.0 |
6,878.0 |
6,340.0 |
|
R1 |
6,562.0 |
6,562.0 |
6,293.0 |
6,462.0 |
PP |
6,362.5 |
6,362.5 |
6,362.5 |
6,313.0 |
S1 |
6,046.5 |
6,046.5 |
6,198.0 |
5,947.0 |
S2 |
5,847.0 |
5,847.0 |
6,151.0 |
|
S3 |
5,331.5 |
5,531.0 |
6,103.5 |
|
S4 |
4,816.0 |
5,015.5 |
5,962.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,597.0 |
6,068.0 |
529.0 |
8.6% |
154.0 |
2.5% |
12% |
False |
True |
34,499 |
10 |
6,703.0 |
6,068.0 |
635.0 |
10.4% |
105.5 |
1.7% |
10% |
False |
True |
18,054 |
20 |
6,715.0 |
6,068.0 |
647.0 |
10.6% |
73.0 |
1.2% |
10% |
False |
True |
9,428 |
40 |
6,715.0 |
6,068.0 |
647.0 |
10.6% |
55.5 |
0.9% |
10% |
False |
True |
4,813 |
60 |
6,715.0 |
6,010.0 |
705.0 |
11.5% |
53.5 |
0.9% |
17% |
False |
False |
3,217 |
80 |
6,808.5 |
6,010.0 |
798.5 |
13.0% |
41.0 |
0.7% |
15% |
False |
False |
2,416 |
100 |
6,808.5 |
6,010.0 |
798.5 |
13.0% |
35.0 |
0.6% |
15% |
False |
False |
1,937 |
120 |
6,808.5 |
6,010.0 |
798.5 |
13.0% |
29.0 |
0.5% |
15% |
False |
False |
1,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,275.5 |
2.618 |
6,900.0 |
1.618 |
6,670.0 |
1.000 |
6,528.0 |
0.618 |
6,440.0 |
HIGH |
6,298.0 |
0.618 |
6,210.0 |
0.500 |
6,183.0 |
0.382 |
6,156.0 |
LOW |
6,068.0 |
0.618 |
5,926.0 |
1.000 |
5,838.0 |
1.618 |
5,696.0 |
2.618 |
5,466.0 |
4.250 |
5,090.5 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,183.0 |
6,267.0 |
PP |
6,165.5 |
6,221.5 |
S1 |
6,148.5 |
6,176.5 |
|