Trading Metrics calculated at close of trading on 29-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,282.00 |
4,315.00 |
33.00 |
0.8% |
4,282.00 |
High |
4,322.00 |
4,320.75 |
-1.25 |
0.0% |
4,322.00 |
Low |
4,282.00 |
4,298.25 |
16.25 |
0.4% |
4,274.75 |
Close |
4,310.25 |
4,311.00 |
0.75 |
0.0% |
4,310.25 |
Range |
40.00 |
22.50 |
-17.50 |
-43.8% |
47.25 |
ATR |
55.07 |
52.75 |
-2.33 |
-4.2% |
0.00 |
Volume |
61,111 |
102,425 |
41,314 |
67.6% |
420,524 |
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,377.50 |
4,366.75 |
4,323.50 |
|
R3 |
4,355.00 |
4,344.25 |
4,317.25 |
|
R2 |
4,332.50 |
4,332.50 |
4,315.00 |
|
R1 |
4,321.75 |
4,321.75 |
4,313.00 |
4,316.00 |
PP |
4,310.00 |
4,310.00 |
4,310.00 |
4,307.00 |
S1 |
4,299.25 |
4,299.25 |
4,309.00 |
4,293.50 |
S2 |
4,287.50 |
4,287.50 |
4,307.00 |
|
S3 |
4,265.00 |
4,276.75 |
4,304.75 |
|
S4 |
4,242.50 |
4,254.25 |
4,298.50 |
|
|
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 |
4,274.75 |
47.25 |
1.1% |
29.50 |
0.7% |
77% |
False |
False |
104,589 |
10 |
4,322.00 |
4,080.75 |
241.25 |
5.6% |
61.00 |
1.4% |
95% |
False |
False |
289,837 |
20 |
4,330.00 |
4,080.75 |
249.25 |
5.8% |
58.00 |
1.3% |
92% |
False |
False |
175,366 |
40 |
4,342.25 |
4,080.75 |
261.50 |
6.1% |
47.25 |
1.1% |
88% |
False |
False |
87,991 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
56.50 |
1.3% |
95% |
False |
False |
58,754 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
52.75 |
1.2% |
95% |
False |
False |
44,088 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
45.00 |
1.0% |
95% |
False |
False |
35,271 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
39.50 |
0.9% |
95% |
False |
False |
29,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,416.50 |
2.618 |
4,379.75 |
1.618 |
4,357.25 |
1.000 |
4,343.25 |
0.618 |
4,334.75 |
HIGH |
4,320.75 |
0.618 |
4,312.25 |
0.500 |
4,309.50 |
0.382 |
4,306.75 |
LOW |
4,298.25 |
0.618 |
4,284.25 |
1.000 |
4,275.75 |
1.618 |
4,261.75 |
2.618 |
4,239.25 |
4.250 |
4,202.50 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,310.50 |
4,307.00 |
PP |
4,310.00 |
4,303.25 |
S1 |
4,309.50 |
4,299.25 |
|