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 |
6,550.5 |
6,565.0 |
14.5 |
0.2% |
6,225.5 |
High |
6,575.5 |
6,585.0 |
9.5 |
0.1% |
6,541.5 |
Low |
6,536.0 |
6,553.0 |
17.0 |
0.3% |
6,068.0 |
Close |
6,539.0 |
6,572.0 |
33.0 |
0.5% |
6,506.5 |
Range |
39.5 |
32.0 |
-7.5 |
-19.0% |
473.5 |
ATR |
105.4 |
101.1 |
-4.2 |
-4.0% |
0.0 |
Volume |
55,377 |
0 |
-55,377 |
-100.0% |
669,549 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,666.0 |
6,651.0 |
6,589.5 |
|
R3 |
6,634.0 |
6,619.0 |
6,581.0 |
|
R2 |
6,602.0 |
6,602.0 |
6,578.0 |
|
R1 |
6,587.0 |
6,587.0 |
6,575.0 |
6,594.5 |
PP |
6,570.0 |
6,570.0 |
6,570.0 |
6,574.0 |
S1 |
6,555.0 |
6,555.0 |
6,569.0 |
6,562.5 |
S2 |
6,538.0 |
6,538.0 |
6,566.0 |
|
S3 |
6,506.0 |
6,523.0 |
6,563.0 |
|
S4 |
6,474.0 |
6,491.0 |
6,554.5 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,792.5 |
7,623.0 |
6,767.0 |
|
R3 |
7,319.0 |
7,149.5 |
6,636.5 |
|
R2 |
6,845.5 |
6,845.5 |
6,593.5 |
|
R1 |
6,676.0 |
6,676.0 |
6,550.0 |
6,761.0 |
PP |
6,372.0 |
6,372.0 |
6,372.0 |
6,414.5 |
S1 |
6,202.5 |
6,202.5 |
6,463.0 |
6,287.0 |
S2 |
5,898.5 |
5,898.5 |
6,419.5 |
|
S3 |
5,425.0 |
5,729.0 |
6,376.5 |
|
S4 |
4,951.5 |
5,255.5 |
6,246.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,585.0 |
6,302.0 |
283.0 |
4.3% |
81.5 |
1.2% |
95% |
True |
False |
79,005 |
10 |
6,585.0 |
6,068.0 |
517.0 |
7.9% |
132.0 |
2.0% |
97% |
True |
False |
85,912 |
20 |
6,703.0 |
6,068.0 |
635.0 |
9.7% |
98.0 |
1.5% |
79% |
False |
False |
44,593 |
40 |
6,715.0 |
6,068.0 |
647.0 |
9.8% |
68.5 |
1.0% |
78% |
False |
False |
22,375 |
60 |
6,715.0 |
6,010.0 |
705.0 |
10.7% |
64.5 |
1.0% |
80% |
False |
False |
14,973 |
80 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
51.0 |
0.8% |
70% |
False |
False |
11,234 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
42.0 |
0.6% |
70% |
False |
False |
8,992 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
35.5 |
0.5% |
70% |
False |
False |
7,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,721.0 |
2.618 |
6,669.0 |
1.618 |
6,637.0 |
1.000 |
6,617.0 |
0.618 |
6,605.0 |
HIGH |
6,585.0 |
0.618 |
6,573.0 |
0.500 |
6,569.0 |
0.382 |
6,565.0 |
LOW |
6,553.0 |
0.618 |
6,533.0 |
1.000 |
6,521.0 |
1.618 |
6,501.0 |
2.618 |
6,469.0 |
4.250 |
6,417.0 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,571.0 |
6,564.5 |
PP |
6,570.0 |
6,557.5 |
S1 |
6,569.0 |
6,550.0 |
|