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 |
5,373.0 |
5,450.0 |
77.0 |
1.4% |
5,323.0 |
High |
5,469.0 |
5,461.0 |
-8.0 |
-0.1% |
5,421.0 |
Low |
5,365.0 |
5,371.0 |
6.0 |
0.1% |
5,313.0 |
Close |
5,466.0 |
5,382.0 |
-84.0 |
-1.5% |
5,367.0 |
Range |
104.0 |
90.0 |
-14.0 |
-13.5% |
108.0 |
ATR |
71.2 |
72.9 |
1.7 |
2.4% |
0.0 |
Volume |
17,038 |
17,848 |
810 |
4.8% |
53,977 |
|
Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,674.7 |
5,618.3 |
5,431.5 |
|
R3 |
5,584.7 |
5,528.3 |
5,406.8 |
|
R2 |
5,494.7 |
5,494.7 |
5,398.5 |
|
R1 |
5,438.3 |
5,438.3 |
5,390.3 |
5,421.5 |
PP |
5,404.7 |
5,404.7 |
5,404.7 |
5,396.3 |
S1 |
5,348.3 |
5,348.3 |
5,373.8 |
5,331.5 |
S2 |
5,314.7 |
5,314.7 |
5,365.5 |
|
S3 |
5,224.7 |
5,258.3 |
5,357.3 |
|
S4 |
5,134.7 |
5,168.3 |
5,332.5 |
|
|
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 |
5,313.0 |
156.0 |
2.9% |
84.0 |
1.6% |
44% |
False |
False |
17,772 |
10 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
76.8 |
1.4% |
78% |
False |
False |
42,859 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
72.9 |
1.4% |
78% |
False |
False |
22,181 |
40 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
38.0 |
0.7% |
70% |
False |
False |
11,107 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
26.5 |
0.5% |
70% |
False |
False |
7,423 |
80 |
5,566.0 |
5,081.0 |
485.0 |
9.0% |
19.9 |
0.4% |
62% |
False |
False |
5,567 |
100 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
15.9 |
0.3% |
57% |
False |
False |
4,454 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
13.2 |
0.2% |
57% |
False |
False |
3,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,843.5 |
2.618 |
5,696.6 |
1.618 |
5,606.6 |
1.000 |
5,551.0 |
0.618 |
5,516.6 |
HIGH |
5,461.0 |
0.618 |
5,426.6 |
0.500 |
5,416.0 |
0.382 |
5,405.4 |
LOW |
5,371.0 |
0.618 |
5,315.4 |
1.000 |
5,281.0 |
1.618 |
5,225.4 |
2.618 |
5,135.4 |
4.250 |
4,988.5 |
|
|
Fisher Pivots for day following 30-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,416.0 |
5,395.5 |
PP |
5,404.7 |
5,391.0 |
S1 |
5,393.3 |
5,386.5 |
|