Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,268.50 |
4,282.00 |
13.50 |
0.3% |
4,184.75 |
High |
4,304.50 |
4,301.25 |
-3.25 |
-0.1% |
4,304.50 |
Low |
4,255.50 |
4,276.00 |
20.50 |
0.5% |
4,080.75 |
Close |
4,282.75 |
4,291.75 |
9.00 |
0.2% |
4,282.75 |
Range |
49.00 |
25.25 |
-23.75 |
-48.5% |
223.75 |
ATR |
63.24 |
60.53 |
-2.71 |
-4.3% |
0.00 |
Volume |
290,155 |
164,830 |
-125,325 |
-43.2% |
2,375,425 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,365.50 |
4,353.75 |
4,305.75 |
|
R3 |
4,340.25 |
4,328.50 |
4,298.75 |
|
R2 |
4,315.00 |
4,315.00 |
4,296.50 |
|
R1 |
4,303.25 |
4,303.25 |
4,294.00 |
4,309.00 |
PP |
4,289.75 |
4,289.75 |
4,289.75 |
4,292.50 |
S1 |
4,278.00 |
4,278.00 |
4,289.50 |
4,284.00 |
S2 |
4,264.50 |
4,264.50 |
4,287.00 |
|
S3 |
4,239.25 |
4,252.75 |
4,284.75 |
|
S4 |
4,214.00 |
4,227.50 |
4,277.75 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,894.00 |
4,812.00 |
4,405.75 |
|
R3 |
4,670.25 |
4,588.25 |
4,344.25 |
|
R2 |
4,446.50 |
4,446.50 |
4,323.75 |
|
R1 |
4,364.50 |
4,364.50 |
4,303.25 |
4,405.50 |
PP |
4,222.75 |
4,222.75 |
4,222.75 |
4,243.00 |
S1 |
4,140.75 |
4,140.75 |
4,262.25 |
4,181.75 |
S2 |
3,999.00 |
3,999.00 |
4,241.75 |
|
S3 |
3,775.25 |
3,917.00 |
4,221.25 |
|
S4 |
3,551.50 |
3,693.25 |
4,159.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,304.50 |
4,080.75 |
223.75 |
5.2% |
79.25 |
1.8% |
94% |
False |
False |
398,064 |
10 |
4,304.50 |
4,080.75 |
223.75 |
5.2% |
79.50 |
1.9% |
94% |
False |
False |
313,486 |
20 |
4,342.25 |
4,080.75 |
261.50 |
6.1% |
58.25 |
1.4% |
81% |
False |
False |
157,621 |
40 |
4,342.25 |
4,003.50 |
338.75 |
7.9% |
49.00 |
1.1% |
85% |
False |
False |
79,066 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
58.00 |
1.4% |
92% |
False |
False |
52,806 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
52.50 |
1.2% |
92% |
False |
False |
39,612 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
44.25 |
1.0% |
92% |
False |
False |
31,690 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
38.75 |
0.9% |
92% |
False |
False |
26,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,408.50 |
2.618 |
4,367.25 |
1.618 |
4,342.00 |
1.000 |
4,326.50 |
0.618 |
4,316.75 |
HIGH |
4,301.25 |
0.618 |
4,291.50 |
0.500 |
4,288.50 |
0.382 |
4,285.75 |
LOW |
4,276.00 |
0.618 |
4,260.50 |
1.000 |
4,250.75 |
1.618 |
4,235.25 |
2.618 |
4,210.00 |
4.250 |
4,168.75 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,290.75 |
4,270.25 |
PP |
4,289.75 |
4,248.75 |
S1 |
4,288.50 |
4,227.50 |
|