Trading Metrics calculated at close of trading on 31-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4,316.25 |
4,283.00 |
-33.25 |
-0.8% |
4,282.00 |
High |
4,318.00 |
4,305.00 |
-13.00 |
-0.3% |
4,322.00 |
Low |
4,273.75 |
4,228.00 |
-45.75 |
-1.1% |
4,274.75 |
Close |
4,282.75 |
4,232.75 |
-50.00 |
-1.2% |
4,310.25 |
Range |
44.25 |
77.00 |
32.75 |
74.0% |
47.25 |
ATR |
52.14 |
53.92 |
1.78 |
3.4% |
0.00 |
Volume |
110,089 |
146,914 |
36,825 |
33.5% |
420,524 |
|
Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,486.25 |
4,436.50 |
4,275.00 |
|
R3 |
4,409.25 |
4,359.50 |
4,254.00 |
|
R2 |
4,332.25 |
4,332.25 |
4,246.75 |
|
R1 |
4,282.50 |
4,282.50 |
4,239.75 |
4,269.00 |
PP |
4,255.25 |
4,255.25 |
4,255.25 |
4,248.50 |
S1 |
4,205.50 |
4,205.50 |
4,225.75 |
4,192.00 |
S2 |
4,178.25 |
4,178.25 |
4,218.75 |
|
S3 |
4,101.25 |
4,128.50 |
4,211.50 |
|
S4 |
4,024.25 |
4,051.50 |
4,190.50 |
|
|
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 |
4,228.00 |
94.00 |
2.2% |
41.25 |
1.0% |
5% |
False |
True |
93,343 |
10 |
4,322.00 |
4,081.50 |
240.50 |
5.7% |
53.00 |
1.3% |
63% |
False |
False |
196,565 |
20 |
4,323.50 |
4,080.75 |
242.75 |
5.7% |
59.50 |
1.4% |
63% |
False |
False |
188,006 |
40 |
4,342.25 |
4,080.75 |
261.50 |
6.2% |
47.75 |
1.1% |
58% |
False |
False |
94,405 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
57.00 |
1.3% |
83% |
False |
False |
63,032 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
54.00 |
1.3% |
83% |
False |
False |
47,300 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
45.25 |
1.1% |
83% |
False |
False |
37,841 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
40.25 |
1.0% |
83% |
False |
False |
31,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,632.25 |
2.618 |
4,506.50 |
1.618 |
4,429.50 |
1.000 |
4,382.00 |
0.618 |
4,352.50 |
HIGH |
4,305.00 |
0.618 |
4,275.50 |
0.500 |
4,266.50 |
0.382 |
4,257.50 |
LOW |
4,228.00 |
0.618 |
4,180.50 |
1.000 |
4,151.00 |
1.618 |
4,103.50 |
2.618 |
4,026.50 |
4.250 |
3,900.75 |
|
|
Fisher Pivots for day following 31-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4,266.50 |
4,274.50 |
PP |
4,255.25 |
4,260.50 |
S1 |
4,244.00 |
4,246.50 |
|