Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
9,927.0 |
9,819.0 |
-108.0 |
-1.1% |
9,584.0 |
High |
9,937.5 |
9,947.0 |
9.5 |
0.1% |
9,937.5 |
Low |
9,704.5 |
9,817.0 |
112.5 |
1.2% |
9,227.0 |
Close |
9,789.5 |
9,889.0 |
99.5 |
1.0% |
9,789.5 |
Range |
233.0 |
130.0 |
-103.0 |
-44.2% |
710.5 |
ATR |
208.6 |
204.9 |
-3.6 |
-1.7% |
0.0 |
Volume |
135,848 |
62,291 |
-73,557 |
-54.1% |
551,652 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,274.3 |
10,211.7 |
9,960.5 |
|
R3 |
10,144.3 |
10,081.7 |
9,924.8 |
|
R2 |
10,014.3 |
10,014.3 |
9,912.8 |
|
R1 |
9,951.7 |
9,951.7 |
9,900.9 |
9,983.0 |
PP |
9,884.3 |
9,884.3 |
9,884.3 |
9,900.0 |
S1 |
9,821.7 |
9,821.7 |
9,877.1 |
9,853.0 |
S2 |
9,754.3 |
9,754.3 |
9,865.2 |
|
S3 |
9,624.3 |
9,691.7 |
9,853.3 |
|
S4 |
9,494.3 |
9,561.7 |
9,817.5 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,782.8 |
11,496.7 |
10,180.3 |
|
R3 |
11,072.3 |
10,786.2 |
9,984.9 |
|
R2 |
10,361.8 |
10,361.8 |
9,919.8 |
|
R1 |
10,075.7 |
10,075.7 |
9,854.6 |
10,218.8 |
PP |
9,651.3 |
9,651.3 |
9,651.3 |
9,722.9 |
S1 |
9,365.2 |
9,365.2 |
9,724.4 |
9,508.3 |
S2 |
8,940.8 |
8,940.8 |
9,659.2 |
|
S3 |
8,230.3 |
8,654.7 |
9,594.1 |
|
S4 |
7,519.8 |
7,944.2 |
9,398.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,947.0 |
9,227.0 |
720.0 |
7.3% |
237.9 |
2.4% |
92% |
True |
False |
99,342 |
10 |
9,965.5 |
9,227.0 |
738.5 |
7.5% |
230.6 |
2.3% |
90% |
False |
False |
67,243 |
20 |
10,123.0 |
9,227.0 |
896.0 |
9.1% |
177.2 |
1.8% |
74% |
False |
False |
34,915 |
40 |
10,123.0 |
8,910.0 |
1,213.0 |
12.3% |
160.4 |
1.6% |
81% |
False |
False |
18,283 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
173.0 |
1.7% |
87% |
False |
False |
12,355 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
151.7 |
1.5% |
87% |
False |
False |
9,370 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
137.7 |
1.4% |
87% |
False |
False |
7,508 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
126.6 |
1.3% |
87% |
False |
False |
6,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,499.5 |
2.618 |
10,287.3 |
1.618 |
10,157.3 |
1.000 |
10,077.0 |
0.618 |
10,027.3 |
HIGH |
9,947.0 |
0.618 |
9,897.3 |
0.500 |
9,882.0 |
0.382 |
9,866.7 |
LOW |
9,817.0 |
0.618 |
9,736.7 |
1.000 |
9,687.0 |
1.618 |
9,606.7 |
2.618 |
9,476.7 |
4.250 |
9,264.5 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,886.7 |
9,860.8 |
PP |
9,884.3 |
9,832.7 |
S1 |
9,882.0 |
9,804.5 |
|