Trading Metrics calculated at close of trading on 29-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
9,928.5 |
9,948.5 |
20.0 |
0.2% |
9,819.0 |
High |
9,949.0 |
9,958.5 |
9.5 |
0.1% |
9,949.0 |
Low |
9,865.0 |
9,791.5 |
-73.5 |
-0.7% |
9,817.0 |
Close |
9,930.0 |
9,943.5 |
13.5 |
0.1% |
9,930.0 |
Range |
84.0 |
167.0 |
83.0 |
98.8% |
132.0 |
ATR |
196.3 |
194.2 |
-2.1 |
-1.1% |
0.0 |
Volume |
75,833 |
49,761 |
-26,072 |
-34.4% |
138,124 |
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,398.8 |
10,338.2 |
10,035.4 |
|
R3 |
10,231.8 |
10,171.2 |
9,989.4 |
|
R2 |
10,064.8 |
10,064.8 |
9,974.1 |
|
R1 |
10,004.2 |
10,004.2 |
9,958.8 |
9,951.0 |
PP |
9,897.8 |
9,897.8 |
9,897.8 |
9,871.3 |
S1 |
9,837.2 |
9,837.2 |
9,928.2 |
9,784.0 |
S2 |
9,730.8 |
9,730.8 |
9,912.9 |
|
S3 |
9,563.8 |
9,670.2 |
9,897.6 |
|
S4 |
9,396.8 |
9,503.2 |
9,851.7 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,294.7 |
10,244.3 |
10,002.6 |
|
R3 |
10,162.7 |
10,112.3 |
9,966.3 |
|
R2 |
10,030.7 |
10,030.7 |
9,954.2 |
|
R1 |
9,980.3 |
9,980.3 |
9,942.1 |
10,005.5 |
PP |
9,898.7 |
9,898.7 |
9,898.7 |
9,911.3 |
S1 |
9,848.3 |
9,848.3 |
9,917.9 |
9,873.5 |
S2 |
9,766.7 |
9,766.7 |
9,905.8 |
|
S3 |
9,634.7 |
9,716.3 |
9,893.7 |
|
S4 |
9,502.7 |
9,584.3 |
9,857.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,958.5 |
9,662.0 |
296.5 |
3.0% |
167.4 |
1.7% |
95% |
True |
False |
91,916 |
10 |
9,958.5 |
9,227.0 |
731.5 |
7.4% |
221.8 |
2.2% |
98% |
True |
False |
78,087 |
20 |
10,123.0 |
9,227.0 |
896.0 |
9.0% |
179.4 |
1.8% |
80% |
False |
False |
41,060 |
40 |
10,123.0 |
8,910.0 |
1,213.0 |
12.2% |
159.5 |
1.6% |
85% |
False |
False |
21,412 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.7% |
172.5 |
1.7% |
90% |
False |
False |
14,439 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.7% |
153.9 |
1.5% |
90% |
False |
False |
10,911 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.7% |
138.8 |
1.4% |
90% |
False |
False |
8,764 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.7% |
127.9 |
1.3% |
90% |
False |
False |
7,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,668.3 |
2.618 |
10,395.7 |
1.618 |
10,228.7 |
1.000 |
10,125.5 |
0.618 |
10,061.7 |
HIGH |
9,958.5 |
0.618 |
9,894.7 |
0.500 |
9,875.0 |
0.382 |
9,855.3 |
LOW |
9,791.5 |
0.618 |
9,688.3 |
1.000 |
9,624.5 |
1.618 |
9,521.3 |
2.618 |
9,354.3 |
4.250 |
9,081.8 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,920.7 |
9,920.7 |
PP |
9,897.8 |
9,897.8 |
S1 |
9,875.0 |
9,875.0 |
|