Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,282.00 |
4,292.75 |
10.75 |
0.3% |
4,184.75 |
High |
4,301.25 |
4,312.00 |
10.75 |
0.2% |
4,304.50 |
Low |
4,276.00 |
4,274.75 |
-1.25 |
0.0% |
4,080.75 |
Close |
4,291.75 |
4,278.00 |
-13.75 |
-0.3% |
4,282.75 |
Range |
25.25 |
37.25 |
12.00 |
47.5% |
223.75 |
ATR |
60.53 |
58.87 |
-1.66 |
-2.7% |
0.00 |
Volume |
164,830 |
148,403 |
-16,427 |
-10.0% |
2,375,425 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,400.00 |
4,376.25 |
4,298.50 |
|
R3 |
4,362.75 |
4,339.00 |
4,288.25 |
|
R2 |
4,325.50 |
4,325.50 |
4,284.75 |
|
R1 |
4,301.75 |
4,301.75 |
4,281.50 |
4,295.00 |
PP |
4,288.25 |
4,288.25 |
4,288.25 |
4,285.00 |
S1 |
4,264.50 |
4,264.50 |
4,274.50 |
4,257.75 |
S2 |
4,251.00 |
4,251.00 |
4,271.25 |
|
S3 |
4,213.75 |
4,227.25 |
4,267.75 |
|
S4 |
4,176.50 |
4,190.00 |
4,257.50 |
|
|
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 |
4,312.00 |
4,081.50 |
230.50 |
5.4% |
65.00 |
1.5% |
85% |
True |
False |
299,787 |
10 |
4,312.00 |
4,080.75 |
231.25 |
5.4% |
75.00 |
1.8% |
85% |
True |
False |
327,167 |
20 |
4,342.25 |
4,080.75 |
261.50 |
6.1% |
58.25 |
1.4% |
75% |
False |
False |
165,006 |
40 |
4,342.25 |
4,031.50 |
310.75 |
7.3% |
49.00 |
1.1% |
79% |
False |
False |
82,768 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
58.00 |
1.4% |
90% |
False |
False |
55,278 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
52.75 |
1.2% |
90% |
False |
False |
41,467 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
44.50 |
1.0% |
90% |
False |
False |
33,174 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
39.00 |
0.9% |
90% |
False |
False |
27,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,470.25 |
2.618 |
4,409.50 |
1.618 |
4,372.25 |
1.000 |
4,349.25 |
0.618 |
4,335.00 |
HIGH |
4,312.00 |
0.618 |
4,297.75 |
0.500 |
4,293.50 |
0.382 |
4,289.00 |
LOW |
4,274.75 |
0.618 |
4,251.75 |
1.000 |
4,237.50 |
1.618 |
4,214.50 |
2.618 |
4,177.25 |
4.250 |
4,116.50 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,293.50 |
4,283.75 |
PP |
4,288.25 |
4,281.75 |
S1 |
4,283.00 |
4,280.00 |
|