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 |
5,231.0 |
5,323.0 |
92.0 |
1.8% |
5,117.0 |
High |
5,318.0 |
5,421.0 |
103.0 |
1.9% |
5,318.0 |
Low |
5,216.0 |
5,313.0 |
97.0 |
1.9% |
5,081.0 |
Close |
5,312.0 |
5,409.0 |
97.0 |
1.8% |
5,312.0 |
Range |
102.0 |
108.0 |
6.0 |
5.9% |
237.0 |
ATR |
66.5 |
69.6 |
3.0 |
4.6% |
0.0 |
Volume |
30,980 |
29,488 |
-1,492 |
-4.8% |
339,728 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,705.0 |
5,665.0 |
5,468.4 |
|
R3 |
5,597.0 |
5,557.0 |
5,438.7 |
|
R2 |
5,489.0 |
5,489.0 |
5,428.8 |
|
R1 |
5,449.0 |
5,449.0 |
5,418.9 |
5,469.0 |
PP |
5,381.0 |
5,381.0 |
5,381.0 |
5,391.0 |
S1 |
5,341.0 |
5,341.0 |
5,399.1 |
5,361.0 |
S2 |
5,273.0 |
5,273.0 |
5,389.2 |
|
S3 |
5,165.0 |
5,233.0 |
5,379.3 |
|
S4 |
5,057.0 |
5,125.0 |
5,349.6 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,948.0 |
5,867.0 |
5,442.4 |
|
R3 |
5,711.0 |
5,630.0 |
5,377.2 |
|
R2 |
5,474.0 |
5,474.0 |
5,355.5 |
|
R1 |
5,393.0 |
5,393.0 |
5,333.7 |
5,433.5 |
PP |
5,237.0 |
5,237.0 |
5,237.0 |
5,257.3 |
S1 |
5,156.0 |
5,156.0 |
5,290.3 |
5,196.5 |
S2 |
5,000.0 |
5,000.0 |
5,268.6 |
|
S3 |
4,763.0 |
4,919.0 |
5,246.8 |
|
S4 |
4,526.0 |
4,682.0 |
5,181.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,421.0 |
5,081.0 |
340.0 |
6.3% |
78.4 |
1.4% |
96% |
True |
False |
61,717 |
10 |
5,421.0 |
5,081.0 |
340.0 |
6.3% |
72.4 |
1.3% |
96% |
True |
False |
38,319 |
20 |
5,421.0 |
5,081.0 |
340.0 |
6.3% |
57.3 |
1.1% |
96% |
True |
False |
19,212 |
40 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
30.2 |
0.6% |
76% |
False |
False |
9,623 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
21.3 |
0.4% |
76% |
False |
False |
6,434 |
80 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
16.0 |
0.3% |
62% |
False |
False |
4,825 |
100 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
12.8 |
0.2% |
62% |
False |
False |
3,860 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
10.6 |
0.2% |
62% |
False |
False |
3,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,880.0 |
2.618 |
5,703.7 |
1.618 |
5,595.7 |
1.000 |
5,529.0 |
0.618 |
5,487.7 |
HIGH |
5,421.0 |
0.618 |
5,379.7 |
0.500 |
5,367.0 |
0.382 |
5,354.3 |
LOW |
5,313.0 |
0.618 |
5,246.3 |
1.000 |
5,205.0 |
1.618 |
5,138.3 |
2.618 |
5,030.3 |
4.250 |
4,854.0 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,395.0 |
5,367.8 |
PP |
5,381.0 |
5,326.7 |
S1 |
5,367.0 |
5,285.5 |
|