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 |
6,170.5 |
6,211.0 |
40.5 |
0.7% |
6,679.0 |
High |
6,294.0 |
6,341.0 |
47.0 |
0.7% |
6,679.0 |
Low |
6,086.0 |
6,178.5 |
92.5 |
1.5% |
6,163.5 |
Close |
6,269.5 |
6,299.5 |
30.0 |
0.5% |
6,245.5 |
Range |
208.0 |
162.5 |
-45.5 |
-21.9% |
515.5 |
ATR |
103.2 |
107.4 |
4.2 |
4.1% |
0.0 |
Volume |
169,804 |
140,716 |
-29,088 |
-17.1% |
81,828 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,760.5 |
6,692.5 |
6,389.0 |
|
R3 |
6,598.0 |
6,530.0 |
6,344.0 |
|
R2 |
6,435.5 |
6,435.5 |
6,329.5 |
|
R1 |
6,367.5 |
6,367.5 |
6,314.5 |
6,401.5 |
PP |
6,273.0 |
6,273.0 |
6,273.0 |
6,290.0 |
S1 |
6,205.0 |
6,205.0 |
6,284.5 |
6,239.0 |
S2 |
6,110.5 |
6,110.5 |
6,269.5 |
|
S3 |
5,948.0 |
6,042.5 |
6,255.0 |
|
S4 |
5,785.5 |
5,880.0 |
6,210.0 |
|
|
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 |
6,466.0 |
6,068.0 |
398.0 |
6.3% |
183.0 |
2.9% |
58% |
False |
False |
92,819 |
10 |
6,700.0 |
6,068.0 |
632.0 |
10.0% |
133.0 |
2.1% |
37% |
False |
False |
48,855 |
20 |
6,715.0 |
6,068.0 |
647.0 |
10.3% |
89.0 |
1.4% |
36% |
False |
False |
24,948 |
40 |
6,715.0 |
6,068.0 |
647.0 |
10.3% |
62.0 |
1.0% |
36% |
False |
False |
12,537 |
60 |
6,715.0 |
6,010.0 |
705.0 |
11.2% |
58.5 |
0.9% |
41% |
False |
False |
8,390 |
80 |
6,808.5 |
6,010.0 |
798.5 |
12.7% |
46.0 |
0.7% |
36% |
False |
False |
6,297 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.7% |
38.5 |
0.6% |
36% |
False |
False |
5,042 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.7% |
32.0 |
0.5% |
36% |
False |
False |
4,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,031.5 |
2.618 |
6,766.5 |
1.618 |
6,604.0 |
1.000 |
6,503.5 |
0.618 |
6,441.5 |
HIGH |
6,341.0 |
0.618 |
6,279.0 |
0.500 |
6,260.0 |
0.382 |
6,240.5 |
LOW |
6,178.5 |
0.618 |
6,078.0 |
1.000 |
6,016.0 |
1.618 |
5,915.5 |
2.618 |
5,753.0 |
4.250 |
5,488.0 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,286.0 |
6,268.0 |
PP |
6,273.0 |
6,236.0 |
S1 |
6,260.0 |
6,204.5 |
|