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 |
9,948.5 |
9,930.5 |
-18.0 |
-0.2% |
9,819.0 |
High |
9,958.5 |
9,932.5 |
-26.0 |
-0.3% |
9,949.0 |
Low |
9,791.5 |
9,774.5 |
-17.0 |
-0.2% |
9,817.0 |
Close |
9,943.5 |
9,843.5 |
-100.0 |
-1.0% |
9,930.0 |
Range |
167.0 |
158.0 |
-9.0 |
-5.4% |
132.0 |
ATR |
194.2 |
192.4 |
-1.8 |
-0.9% |
0.0 |
Volume |
49,761 |
78,835 |
29,074 |
58.4% |
138,124 |
|
Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,324.2 |
10,241.8 |
9,930.4 |
|
R3 |
10,166.2 |
10,083.8 |
9,887.0 |
|
R2 |
10,008.2 |
10,008.2 |
9,872.5 |
|
R1 |
9,925.8 |
9,925.8 |
9,858.0 |
9,888.0 |
PP |
9,850.2 |
9,850.2 |
9,850.2 |
9,831.3 |
S1 |
9,767.8 |
9,767.8 |
9,829.0 |
9,730.0 |
S2 |
9,692.2 |
9,692.2 |
9,814.5 |
|
S3 |
9,534.2 |
9,609.8 |
9,800.1 |
|
S4 |
9,376.2 |
9,451.8 |
9,756.6 |
|
|
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 |
9,704.5 |
254.0 |
2.6% |
154.4 |
1.6% |
55% |
False |
False |
80,513 |
10 |
9,958.5 |
9,227.0 |
731.5 |
7.4% |
223.5 |
2.3% |
84% |
False |
False |
84,877 |
20 |
10,123.0 |
9,227.0 |
896.0 |
9.1% |
183.7 |
1.9% |
69% |
False |
False |
44,969 |
40 |
10,123.0 |
9,145.5 |
977.5 |
9.9% |
157.1 |
1.6% |
71% |
False |
False |
23,366 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
171.2 |
1.7% |
84% |
False |
False |
15,747 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
153.9 |
1.6% |
84% |
False |
False |
11,888 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
138.9 |
1.4% |
84% |
False |
False |
9,552 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
128.9 |
1.3% |
84% |
False |
False |
7,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,604.0 |
2.618 |
10,346.1 |
1.618 |
10,188.1 |
1.000 |
10,090.5 |
0.618 |
10,030.1 |
HIGH |
9,932.5 |
0.618 |
9,872.1 |
0.500 |
9,853.5 |
0.382 |
9,834.9 |
LOW |
9,774.5 |
0.618 |
9,676.9 |
1.000 |
9,616.5 |
1.618 |
9,518.9 |
2.618 |
9,360.9 |
4.250 |
9,103.0 |
|
|
Fisher Pivots for day following 30-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
9,853.5 |
9,866.5 |
PP |
9,850.2 |
9,858.8 |
S1 |
9,846.8 |
9,851.2 |
|