Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,278.00 |
4,282.00 |
4.00 |
0.1% |
4,282.00 |
High |
4,298.50 |
4,322.00 |
23.50 |
0.5% |
4,322.00 |
Low |
4,276.50 |
4,282.00 |
5.50 |
0.1% |
4,274.75 |
Close |
4,282.50 |
4,310.25 |
27.75 |
0.6% |
4,310.25 |
Range |
22.00 |
40.00 |
18.00 |
81.8% |
47.25 |
ATR |
56.23 |
55.07 |
-1.16 |
-2.1% |
0.00 |
Volume |
46,180 |
61,111 |
14,931 |
32.3% |
420,524 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,424.75 |
4,407.50 |
4,332.25 |
|
R3 |
4,384.75 |
4,367.50 |
4,321.25 |
|
R2 |
4,344.75 |
4,344.75 |
4,317.50 |
|
R1 |
4,327.50 |
4,327.50 |
4,314.00 |
4,336.00 |
PP |
4,304.75 |
4,304.75 |
4,304.75 |
4,309.00 |
S1 |
4,287.50 |
4,287.50 |
4,306.50 |
4,296.00 |
S2 |
4,264.75 |
4,264.75 |
4,303.00 |
|
S3 |
4,224.75 |
4,247.50 |
4,299.25 |
|
S4 |
4,184.75 |
4,207.50 |
4,288.25 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,444.00 |
4,424.50 |
4,336.25 |
|
R3 |
4,396.75 |
4,377.25 |
4,323.25 |
|
R2 |
4,349.50 |
4,349.50 |
4,319.00 |
|
R1 |
4,330.00 |
4,330.00 |
4,314.50 |
4,339.75 |
PP |
4,302.25 |
4,302.25 |
4,302.25 |
4,307.25 |
S1 |
4,282.75 |
4,282.75 |
4,306.00 |
4,292.50 |
S2 |
4,255.00 |
4,255.00 |
4,301.50 |
|
S3 |
4,207.75 |
4,235.50 |
4,297.25 |
|
S4 |
4,160.50 |
4,188.25 |
4,284.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,322.00 |
4,255.50 |
66.50 |
1.5% |
34.75 |
0.8% |
82% |
True |
False |
142,135 |
10 |
4,322.00 |
4,080.75 |
241.25 |
5.6% |
65.50 |
1.5% |
95% |
True |
False |
319,854 |
20 |
4,342.25 |
4,080.75 |
261.50 |
6.1% |
58.50 |
1.4% |
88% |
False |
False |
170,300 |
40 |
4,342.25 |
4,041.50 |
300.75 |
7.0% |
48.00 |
1.1% |
89% |
False |
False |
85,440 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
57.25 |
1.3% |
95% |
False |
False |
57,055 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
52.75 |
1.2% |
95% |
False |
False |
42,808 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
44.75 |
1.0% |
95% |
False |
False |
34,247 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
39.50 |
0.9% |
95% |
False |
False |
28,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,492.00 |
2.618 |
4,426.75 |
1.618 |
4,386.75 |
1.000 |
4,362.00 |
0.618 |
4,346.75 |
HIGH |
4,322.00 |
0.618 |
4,306.75 |
0.500 |
4,302.00 |
0.382 |
4,297.25 |
LOW |
4,282.00 |
0.618 |
4,257.25 |
1.000 |
4,242.00 |
1.618 |
4,217.25 |
2.618 |
4,177.25 |
4.250 |
4,112.00 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,307.50 |
4,306.25 |
PP |
4,304.75 |
4,302.25 |
S1 |
4,302.00 |
4,298.50 |
|