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 |
2,078.75 |
2,086.00 |
7.25 |
0.3% |
2,065.00 |
High |
2,088.75 |
2,088.75 |
0.00 |
0.0% |
2,088.75 |
Low |
2,078.50 |
2,076.00 |
-2.50 |
-0.1% |
2,064.00 |
Close |
2,084.25 |
2,085.75 |
1.50 |
0.1% |
2,084.25 |
Range |
10.25 |
12.75 |
2.50 |
24.4% |
24.75 |
ATR |
23.20 |
22.46 |
-0.75 |
-3.2% |
0.00 |
Volume |
309,281 |
636,345 |
327,064 |
105.7% |
2,180,703 |
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,121.75 |
2,116.50 |
2,092.75 |
|
R3 |
2,109.00 |
2,103.75 |
2,089.25 |
|
R2 |
2,096.25 |
2,096.25 |
2,088.00 |
|
R1 |
2,091.00 |
2,091.00 |
2,087.00 |
2,087.25 |
PP |
2,083.50 |
2,083.50 |
2,083.50 |
2,081.50 |
S1 |
2,078.25 |
2,078.25 |
2,084.50 |
2,074.50 |
S2 |
2,070.75 |
2,070.75 |
2,083.50 |
|
S3 |
2,058.00 |
2,065.50 |
2,082.25 |
|
S4 |
2,045.25 |
2,052.75 |
2,078.75 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,153.25 |
2,143.50 |
2,097.75 |
|
R3 |
2,128.50 |
2,118.75 |
2,091.00 |
|
R2 |
2,103.75 |
2,103.75 |
2,088.75 |
|
R1 |
2,094.00 |
2,094.00 |
2,086.50 |
2,099.00 |
PP |
2,079.00 |
2,079.00 |
2,079.00 |
2,081.50 |
S1 |
2,069.25 |
2,069.25 |
2,082.00 |
2,074.00 |
S2 |
2,054.25 |
2,054.25 |
2,079.75 |
|
S3 |
2,029.50 |
2,044.50 |
2,077.50 |
|
S4 |
2,004.75 |
2,019.75 |
2,070.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,088.75 |
2,064.00 |
24.75 |
1.2% |
11.00 |
0.5% |
88% |
True |
False |
563,409 |
10 |
2,088.75 |
1,961.50 |
127.25 |
6.1% |
26.50 |
1.3% |
98% |
True |
False |
1,588,383 |
20 |
2,088.75 |
1,961.50 |
127.25 |
6.1% |
24.75 |
1.2% |
98% |
True |
False |
992,984 |
40 |
2,088.75 |
1,961.50 |
127.25 |
6.1% |
19.50 |
0.9% |
98% |
True |
False |
500,627 |
60 |
2,088.75 |
1,805.00 |
283.75 |
13.6% |
25.00 |
1.2% |
99% |
True |
False |
335,397 |
80 |
2,088.75 |
1,805.00 |
283.75 |
13.6% |
23.50 |
1.1% |
99% |
True |
False |
251,806 |
100 |
2,088.75 |
1,805.00 |
283.75 |
13.6% |
21.25 |
1.0% |
99% |
True |
False |
201,456 |
120 |
2,088.75 |
1,805.00 |
283.75 |
13.6% |
20.25 |
1.0% |
99% |
True |
False |
167,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,143.00 |
2.618 |
2,122.25 |
1.618 |
2,109.50 |
1.000 |
2,101.50 |
0.618 |
2,096.75 |
HIGH |
2,088.75 |
0.618 |
2,084.00 |
0.500 |
2,082.50 |
0.382 |
2,080.75 |
LOW |
2,076.00 |
0.618 |
2,068.00 |
1.000 |
2,063.25 |
1.618 |
2,055.25 |
2.618 |
2,042.50 |
4.250 |
2,021.75 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
2,084.50 |
2,084.50 |
PP |
2,083.50 |
2,083.50 |
S1 |
2,082.50 |
2,082.50 |
|