Trading Metrics calculated at close of trading on 24-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1,176.1 |
1,176.8 |
0.7 |
0.1% |
1,222.0 |
High |
1,184.9 |
1,181.2 |
-3.7 |
-0.3% |
1,225.0 |
Low |
1,172.4 |
1,172.7 |
0.3 |
0.0% |
1,182.0 |
Close |
1,178.0 |
1,173.5 |
-4.5 |
-0.4% |
1,196.0 |
Range |
12.5 |
8.5 |
-4.0 |
-32.0% |
43.0 |
ATR |
22.9 |
21.9 |
-1.0 |
-4.5% |
0.0 |
Volume |
105,530 |
43,632 |
-61,898 |
-58.7% |
764,073 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,201.3 |
1,195.9 |
1,178.2 |
|
R3 |
1,192.8 |
1,187.4 |
1,175.8 |
|
R2 |
1,184.3 |
1,184.3 |
1,175.1 |
|
R1 |
1,178.9 |
1,178.9 |
1,174.3 |
1,177.4 |
PP |
1,175.8 |
1,175.8 |
1,175.8 |
1,175.0 |
S1 |
1,170.4 |
1,170.4 |
1,172.7 |
1,168.9 |
S2 |
1,167.3 |
1,167.3 |
1,171.9 |
|
S3 |
1,158.8 |
1,161.9 |
1,171.2 |
|
S4 |
1,150.3 |
1,153.4 |
1,168.8 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.0 |
1,306.0 |
1,219.7 |
|
R3 |
1,287.0 |
1,263.0 |
1,207.8 |
|
R2 |
1,244.0 |
1,244.0 |
1,203.9 |
|
R1 |
1,220.0 |
1,220.0 |
1,199.9 |
1,210.5 |
PP |
1,201.0 |
1,201.0 |
1,201.0 |
1,196.3 |
S1 |
1,177.0 |
1,177.0 |
1,192.1 |
1,167.5 |
S2 |
1,158.0 |
1,158.0 |
1,188.1 |
|
S3 |
1,115.0 |
1,134.0 |
1,184.2 |
|
S4 |
1,072.0 |
1,091.0 |
1,172.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,213.9 |
1,170.7 |
43.2 |
3.7% |
17.5 |
1.5% |
6% |
False |
False |
98,397 |
10 |
1,233.4 |
1,170.7 |
62.7 |
5.3% |
20.8 |
1.8% |
4% |
False |
False |
131,023 |
20 |
1,238.9 |
1,141.7 |
97.2 |
8.3% |
24.1 |
2.1% |
33% |
False |
False |
155,512 |
40 |
1,238.9 |
1,132.0 |
106.9 |
9.1% |
23.2 |
2.0% |
39% |
False |
False |
92,803 |
60 |
1,256.2 |
1,132.0 |
124.2 |
10.6% |
19.8 |
1.7% |
33% |
False |
False |
63,290 |
80 |
1,277.0 |
1,132.0 |
145.0 |
12.4% |
18.1 |
1.5% |
29% |
False |
False |
48,096 |
100 |
1,323.0 |
1,132.0 |
191.0 |
16.3% |
16.8 |
1.4% |
22% |
False |
False |
38,716 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.3% |
16.1 |
1.4% |
19% |
False |
False |
32,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,217.3 |
2.618 |
1,203.5 |
1.618 |
1,195.0 |
1.000 |
1,189.7 |
0.618 |
1,186.5 |
HIGH |
1,181.2 |
0.618 |
1,178.0 |
0.500 |
1,177.0 |
0.382 |
1,175.9 |
LOW |
1,172.7 |
0.618 |
1,167.4 |
1.000 |
1,164.2 |
1.618 |
1,158.9 |
2.618 |
1,150.4 |
4.250 |
1,136.6 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,177.0 |
1,187.2 |
PP |
1,175.8 |
1,182.6 |
S1 |
1,174.7 |
1,178.1 |
|