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 |
6,211.0 |
6,351.5 |
140.5 |
2.3% |
6,679.0 |
High |
6,341.0 |
6,457.0 |
116.0 |
1.8% |
6,679.0 |
Low |
6,178.5 |
6,302.0 |
123.5 |
2.0% |
6,163.5 |
Close |
6,299.5 |
6,404.0 |
104.5 |
1.7% |
6,245.5 |
Range |
162.5 |
155.0 |
-7.5 |
-4.6% |
515.5 |
ATR |
107.4 |
111.0 |
3.6 |
3.3% |
0.0 |
Volume |
140,716 |
133,577 |
-7,139 |
-5.1% |
81,828 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,852.5 |
6,783.5 |
6,489.0 |
|
R3 |
6,697.5 |
6,628.5 |
6,446.5 |
|
R2 |
6,542.5 |
6,542.5 |
6,432.5 |
|
R1 |
6,473.5 |
6,473.5 |
6,418.0 |
6,508.0 |
PP |
6,387.5 |
6,387.5 |
6,387.5 |
6,405.0 |
S1 |
6,318.5 |
6,318.5 |
6,390.0 |
6,353.0 |
S2 |
6,232.5 |
6,232.5 |
6,375.5 |
|
S3 |
6,077.5 |
6,163.5 |
6,361.5 |
|
S4 |
5,922.5 |
6,008.5 |
6,319.0 |
|
|
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 |
6,457.0 |
6,068.0 |
389.0 |
6.1% |
194.5 |
3.0% |
86% |
True |
False |
117,050 |
10 |
6,700.0 |
6,068.0 |
632.0 |
9.9% |
143.0 |
2.2% |
53% |
False |
False |
62,001 |
20 |
6,715.0 |
6,068.0 |
647.0 |
10.1% |
94.5 |
1.5% |
52% |
False |
False |
31,627 |
40 |
6,715.0 |
6,068.0 |
647.0 |
10.1% |
65.0 |
1.0% |
52% |
False |
False |
15,852 |
60 |
6,715.0 |
6,010.0 |
705.0 |
11.0% |
61.0 |
1.0% |
56% |
False |
False |
10,616 |
80 |
6,808.5 |
6,010.0 |
798.5 |
12.5% |
48.0 |
0.7% |
49% |
False |
False |
7,967 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.5% |
40.0 |
0.6% |
49% |
False |
False |
6,378 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.5% |
33.5 |
0.5% |
49% |
False |
False |
5,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,116.0 |
2.618 |
6,863.0 |
1.618 |
6,708.0 |
1.000 |
6,612.0 |
0.618 |
6,553.0 |
HIGH |
6,457.0 |
0.618 |
6,398.0 |
0.500 |
6,379.5 |
0.382 |
6,361.0 |
LOW |
6,302.0 |
0.618 |
6,206.0 |
1.000 |
6,147.0 |
1.618 |
6,051.0 |
2.618 |
5,896.0 |
4.250 |
5,643.0 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,396.0 |
6,360.0 |
PP |
6,387.5 |
6,315.5 |
S1 |
6,379.5 |
6,271.5 |
|