Trading Metrics calculated at close of trading on 24-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
5,400.0 |
5,351.0 |
-49.0 |
-0.9% |
5,117.0 |
High |
5,400.0 |
5,369.0 |
-31.0 |
-0.6% |
5,318.0 |
Low |
5,329.0 |
5,322.0 |
-7.0 |
-0.1% |
5,081.0 |
Close |
5,339.0 |
5,367.0 |
28.0 |
0.5% |
5,312.0 |
Range |
71.0 |
47.0 |
-24.0 |
-33.8% |
237.0 |
ATR |
70.3 |
68.7 |
-1.7 |
-2.4% |
0.0 |
Volume |
15,777 |
8,712 |
-7,065 |
-44.8% |
339,728 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,493.7 |
5,477.3 |
5,392.9 |
|
R3 |
5,446.7 |
5,430.3 |
5,379.9 |
|
R2 |
5,399.7 |
5,399.7 |
5,375.6 |
|
R1 |
5,383.3 |
5,383.3 |
5,371.3 |
5,391.5 |
PP |
5,352.7 |
5,352.7 |
5,352.7 |
5,356.8 |
S1 |
5,336.3 |
5,336.3 |
5,362.7 |
5,344.5 |
S2 |
5,305.7 |
5,305.7 |
5,358.4 |
|
S3 |
5,258.7 |
5,289.3 |
5,354.1 |
|
S4 |
5,211.7 |
5,242.3 |
5,341.2 |
|
|
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 |
5,150.0 |
271.0 |
5.0% |
81.2 |
1.5% |
80% |
False |
False |
22,807 |
10 |
5,421.0 |
5,081.0 |
340.0 |
6.3% |
69.9 |
1.3% |
84% |
False |
False |
40,418 |
20 |
5,421.0 |
5,081.0 |
340.0 |
6.3% |
63.2 |
1.2% |
84% |
False |
False |
20,437 |
40 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
33.2 |
0.6% |
66% |
False |
False |
10,235 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
23.3 |
0.4% |
66% |
False |
False |
6,842 |
80 |
5,595.0 |
5,081.0 |
514.0 |
9.6% |
17.4 |
0.3% |
56% |
False |
False |
5,131 |
100 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
14.0 |
0.3% |
54% |
False |
False |
4,105 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
11.6 |
0.2% |
54% |
False |
False |
3,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,568.8 |
2.618 |
5,492.0 |
1.618 |
5,445.0 |
1.000 |
5,416.0 |
0.618 |
5,398.0 |
HIGH |
5,369.0 |
0.618 |
5,351.0 |
0.500 |
5,345.5 |
0.382 |
5,340.0 |
LOW |
5,322.0 |
0.618 |
5,293.0 |
1.000 |
5,275.0 |
1.618 |
5,246.0 |
2.618 |
5,199.0 |
4.250 |
5,122.3 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,359.8 |
5,367.0 |
PP |
5,352.7 |
5,367.0 |
S1 |
5,345.5 |
5,367.0 |
|