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 |
4,292.75 |
4,278.00 |
-14.75 |
-0.3% |
4,184.75 |
High |
4,312.00 |
4,298.50 |
-13.50 |
-0.3% |
4,304.50 |
Low |
4,274.75 |
4,276.50 |
1.75 |
0.0% |
4,080.75 |
Close |
4,278.00 |
4,282.50 |
4.50 |
0.1% |
4,282.75 |
Range |
37.25 |
22.00 |
-15.25 |
-40.9% |
223.75 |
ATR |
58.87 |
56.23 |
-2.63 |
-4.5% |
0.00 |
Volume |
148,403 |
46,180 |
-102,223 |
-68.9% |
2,375,425 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,351.75 |
4,339.25 |
4,294.50 |
|
R3 |
4,329.75 |
4,317.25 |
4,288.50 |
|
R2 |
4,307.75 |
4,307.75 |
4,286.50 |
|
R1 |
4,295.25 |
4,295.25 |
4,284.50 |
4,301.50 |
PP |
4,285.75 |
4,285.75 |
4,285.75 |
4,289.00 |
S1 |
4,273.25 |
4,273.25 |
4,280.50 |
4,279.50 |
S2 |
4,263.75 |
4,263.75 |
4,278.50 |
|
S3 |
4,241.75 |
4,251.25 |
4,276.50 |
|
S4 |
4,219.75 |
4,229.25 |
4,270.50 |
|
|
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 |
4,150.25 |
161.75 |
3.8% |
51.00 |
1.2% |
82% |
False |
False |
207,214 |
10 |
4,312.00 |
4,080.75 |
231.25 |
5.4% |
69.25 |
1.6% |
87% |
False |
False |
328,056 |
20 |
4,342.25 |
4,080.75 |
261.50 |
6.1% |
58.25 |
1.4% |
77% |
False |
False |
167,279 |
40 |
4,342.25 |
4,041.50 |
300.75 |
7.0% |
48.00 |
1.1% |
80% |
False |
False |
83,916 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
57.75 |
1.3% |
91% |
False |
False |
56,041 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
52.75 |
1.2% |
91% |
False |
False |
42,044 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
44.75 |
1.0% |
91% |
False |
False |
33,636 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
39.25 |
0.9% |
91% |
False |
False |
28,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,392.00 |
2.618 |
4,356.00 |
1.618 |
4,334.00 |
1.000 |
4,320.50 |
0.618 |
4,312.00 |
HIGH |
4,298.50 |
0.618 |
4,290.00 |
0.500 |
4,287.50 |
0.382 |
4,285.00 |
LOW |
4,276.50 |
0.618 |
4,263.00 |
1.000 |
4,254.50 |
1.618 |
4,241.00 |
2.618 |
4,219.00 |
4.250 |
4,183.00 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,287.50 |
4,293.50 |
PP |
4,285.75 |
4,289.75 |
S1 |
4,284.25 |
4,286.00 |
|