Trading Metrics calculated at close of trading on 30-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,315.00 |
4,316.25 |
1.25 |
0.0% |
4,282.00 |
High |
4,320.75 |
4,318.00 |
-2.75 |
-0.1% |
4,322.00 |
Low |
4,298.25 |
4,273.75 |
-24.50 |
-0.6% |
4,274.75 |
Close |
4,311.00 |
4,282.75 |
-28.25 |
-0.7% |
4,310.25 |
Range |
22.50 |
44.25 |
21.75 |
96.7% |
47.25 |
ATR |
52.75 |
52.14 |
-0.61 |
-1.2% |
0.00 |
Volume |
102,425 |
110,089 |
7,664 |
7.5% |
420,524 |
|
Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,424.25 |
4,397.75 |
4,307.00 |
|
R3 |
4,380.00 |
4,353.50 |
4,295.00 |
|
R2 |
4,335.75 |
4,335.75 |
4,290.75 |
|
R1 |
4,309.25 |
4,309.25 |
4,286.75 |
4,300.50 |
PP |
4,291.50 |
4,291.50 |
4,291.50 |
4,287.00 |
S1 |
4,265.00 |
4,265.00 |
4,278.75 |
4,256.00 |
S2 |
4,247.25 |
4,247.25 |
4,274.75 |
|
S3 |
4,203.00 |
4,220.75 |
4,270.50 |
|
S4 |
4,158.75 |
4,176.50 |
4,258.50 |
|
|
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 |
4,273.75 |
48.25 |
1.1% |
33.25 |
0.8% |
19% |
False |
True |
93,641 |
10 |
4,322.00 |
4,080.75 |
241.25 |
5.6% |
56.25 |
1.3% |
84% |
False |
False |
245,852 |
20 |
4,323.50 |
4,080.75 |
242.75 |
5.7% |
57.00 |
1.3% |
83% |
False |
False |
180,738 |
40 |
4,342.25 |
4,080.75 |
261.50 |
6.1% |
46.75 |
1.1% |
77% |
False |
False |
90,739 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
56.50 |
1.3% |
91% |
False |
False |
60,586 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
53.00 |
1.2% |
91% |
False |
False |
45,463 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
45.00 |
1.0% |
91% |
False |
False |
36,372 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
39.75 |
0.9% |
91% |
False |
False |
30,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,506.00 |
2.618 |
4,433.75 |
1.618 |
4,389.50 |
1.000 |
4,362.25 |
0.618 |
4,345.25 |
HIGH |
4,318.00 |
0.618 |
4,301.00 |
0.500 |
4,296.00 |
0.382 |
4,290.75 |
LOW |
4,273.75 |
0.618 |
4,246.50 |
1.000 |
4,229.50 |
1.618 |
4,202.25 |
2.618 |
4,158.00 |
4.250 |
4,085.75 |
|
|
Fisher Pivots for day following 30-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,296.00 |
4,298.00 |
PP |
4,291.50 |
4,292.75 |
S1 |
4,287.00 |
4,287.75 |
|