Trading Metrics calculated at close of trading on 29-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
5,351.0 |
5,373.0 |
22.0 |
0.4% |
5,323.0 |
High |
5,369.0 |
5,469.0 |
100.0 |
1.9% |
5,421.0 |
Low |
5,322.0 |
5,365.0 |
43.0 |
0.8% |
5,313.0 |
Close |
5,367.0 |
5,466.0 |
99.0 |
1.8% |
5,367.0 |
Range |
47.0 |
104.0 |
57.0 |
121.3% |
108.0 |
ATR |
68.7 |
71.2 |
2.5 |
3.7% |
0.0 |
Volume |
8,712 |
17,038 |
8,326 |
95.6% |
53,977 |
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,745.3 |
5,709.7 |
5,523.2 |
|
R3 |
5,641.3 |
5,605.7 |
5,494.6 |
|
R2 |
5,537.3 |
5,537.3 |
5,485.1 |
|
R1 |
5,501.7 |
5,501.7 |
5,475.5 |
5,519.5 |
PP |
5,433.3 |
5,433.3 |
5,433.3 |
5,442.3 |
S1 |
5,397.7 |
5,397.7 |
5,456.5 |
5,415.5 |
S2 |
5,329.3 |
5,329.3 |
5,446.9 |
|
S3 |
5,225.3 |
5,293.7 |
5,437.4 |
|
S4 |
5,121.3 |
5,189.7 |
5,408.8 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,691.0 |
5,637.0 |
5,426.4 |
|
R3 |
5,583.0 |
5,529.0 |
5,396.7 |
|
R2 |
5,475.0 |
5,475.0 |
5,386.8 |
|
R1 |
5,421.0 |
5,421.0 |
5,376.9 |
5,448.0 |
PP |
5,367.0 |
5,367.0 |
5,367.0 |
5,380.5 |
S1 |
5,313.0 |
5,313.0 |
5,357.1 |
5,340.0 |
S2 |
5,259.0 |
5,259.0 |
5,347.2 |
|
S3 |
5,151.0 |
5,205.0 |
5,337.3 |
|
S4 |
5,043.0 |
5,097.0 |
5,307.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,469.0 |
5,216.0 |
253.0 |
4.6% |
86.4 |
1.6% |
99% |
True |
False |
20,399 |
10 |
5,469.0 |
5,081.0 |
388.0 |
7.1% |
72.4 |
1.3% |
99% |
True |
False |
41,823 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.1% |
68.4 |
1.3% |
99% |
True |
False |
21,288 |
40 |
5,513.0 |
5,081.0 |
432.0 |
7.9% |
35.8 |
0.7% |
89% |
False |
False |
10,661 |
60 |
5,513.0 |
5,081.0 |
432.0 |
7.9% |
25.0 |
0.5% |
89% |
False |
False |
7,126 |
80 |
5,566.0 |
5,081.0 |
485.0 |
8.9% |
18.7 |
0.3% |
79% |
False |
False |
5,344 |
100 |
5,611.0 |
5,081.0 |
530.0 |
9.7% |
15.0 |
0.3% |
73% |
False |
False |
4,275 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.7% |
12.5 |
0.2% |
73% |
False |
False |
3,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,911.0 |
2.618 |
5,741.3 |
1.618 |
5,637.3 |
1.000 |
5,573.0 |
0.618 |
5,533.3 |
HIGH |
5,469.0 |
0.618 |
5,429.3 |
0.500 |
5,417.0 |
0.382 |
5,404.7 |
LOW |
5,365.0 |
0.618 |
5,300.7 |
1.000 |
5,261.0 |
1.618 |
5,196.7 |
2.618 |
5,092.7 |
4.250 |
4,923.0 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,449.7 |
5,442.5 |
PP |
5,433.3 |
5,419.0 |
S1 |
5,417.0 |
5,395.5 |
|