Trading Metrics calculated at close of trading on 29-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3,169.0 |
3,200.0 |
31.0 |
1.0% |
3,151.0 |
High |
3,200.0 |
3,212.0 |
12.0 |
0.4% |
3,200.0 |
Low |
3,151.0 |
3,127.0 |
-24.0 |
-0.8% |
3,139.0 |
Close |
3,189.0 |
3,184.0 |
-5.0 |
-0.2% |
3,189.0 |
Range |
49.0 |
85.0 |
36.0 |
73.5% |
61.0 |
ATR |
72.4 |
73.3 |
0.9 |
1.2% |
0.0 |
Volume |
646,831 |
520,850 |
-125,981 |
-19.5% |
1,171,135 |
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,429.3 |
3,391.7 |
3,230.8 |
|
R3 |
3,344.3 |
3,306.7 |
3,207.4 |
|
R2 |
3,259.3 |
3,259.3 |
3,199.6 |
|
R1 |
3,221.7 |
3,221.7 |
3,191.8 |
3,198.0 |
PP |
3,174.3 |
3,174.3 |
3,174.3 |
3,162.5 |
S1 |
3,136.7 |
3,136.7 |
3,176.2 |
3,113.0 |
S2 |
3,089.3 |
3,089.3 |
3,168.4 |
|
S3 |
3,004.3 |
3,051.7 |
3,160.6 |
|
S4 |
2,919.3 |
2,966.7 |
3,137.3 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,359.0 |
3,335.0 |
3,222.6 |
|
R3 |
3,298.0 |
3,274.0 |
3,205.8 |
|
R2 |
3,237.0 |
3,237.0 |
3,200.2 |
|
R1 |
3,213.0 |
3,213.0 |
3,194.6 |
3,225.0 |
PP |
3,176.0 |
3,176.0 |
3,176.0 |
3,182.0 |
S1 |
3,152.0 |
3,152.0 |
3,183.4 |
3,164.0 |
S2 |
3,115.0 |
3,115.0 |
3,177.8 |
|
S3 |
3,054.0 |
3,091.0 |
3,172.2 |
|
S4 |
2,993.0 |
3,030.0 |
3,155.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,212.0 |
3,081.0 |
131.0 |
4.1% |
71.2 |
2.2% |
79% |
True |
False |
941,915 |
10 |
3,212.0 |
2,913.0 |
299.0 |
9.4% |
86.1 |
2.7% |
91% |
True |
False |
1,072,353 |
20 |
3,276.0 |
2,913.0 |
363.0 |
11.4% |
68.0 |
2.1% |
75% |
False |
False |
591,203 |
40 |
3,276.0 |
2,913.0 |
363.0 |
11.4% |
59.9 |
1.9% |
75% |
False |
False |
305,746 |
60 |
3,276.0 |
2,768.0 |
508.0 |
16.0% |
64.0 |
2.0% |
82% |
False |
False |
207,876 |
80 |
3,285.0 |
2,768.0 |
517.0 |
16.2% |
57.5 |
1.8% |
80% |
False |
False |
156,407 |
100 |
3,285.0 |
2,768.0 |
517.0 |
16.2% |
52.0 |
1.6% |
80% |
False |
False |
125,231 |
120 |
3,285.0 |
2,768.0 |
517.0 |
16.2% |
48.1 |
1.5% |
80% |
False |
False |
104,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,573.3 |
2.618 |
3,434.5 |
1.618 |
3,349.5 |
1.000 |
3,297.0 |
0.618 |
3,264.5 |
HIGH |
3,212.0 |
0.618 |
3,179.5 |
0.500 |
3,169.5 |
0.382 |
3,159.5 |
LOW |
3,127.0 |
0.618 |
3,074.5 |
1.000 |
3,042.0 |
1.618 |
2,989.5 |
2.618 |
2,904.5 |
4.250 |
2,765.8 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3,179.2 |
3,179.2 |
PP |
3,174.3 |
3,174.3 |
S1 |
3,169.5 |
3,169.5 |
|