Trading Metrics calculated at close of trading on 31-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
5,450.0 |
5,395.0 |
-55.0 |
-1.0% |
5,323.0 |
High |
5,461.0 |
5,404.0 |
-57.0 |
-1.0% |
5,421.0 |
Low |
5,371.0 |
5,362.0 |
-9.0 |
-0.2% |
5,313.0 |
Close |
5,382.0 |
5,383.0 |
1.0 |
0.0% |
5,367.0 |
Range |
90.0 |
42.0 |
-48.0 |
-53.3% |
108.0 |
ATR |
72.9 |
70.7 |
-2.2 |
-3.0% |
0.0 |
Volume |
17,848 |
8,404 |
-9,444 |
-52.9% |
53,977 |
|
Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,509.0 |
5,488.0 |
5,406.1 |
|
R3 |
5,467.0 |
5,446.0 |
5,394.6 |
|
R2 |
5,425.0 |
5,425.0 |
5,390.7 |
|
R1 |
5,404.0 |
5,404.0 |
5,386.9 |
5,393.5 |
PP |
5,383.0 |
5,383.0 |
5,383.0 |
5,377.8 |
S1 |
5,362.0 |
5,362.0 |
5,379.2 |
5,351.5 |
S2 |
5,341.0 |
5,341.0 |
5,375.3 |
|
S3 |
5,299.0 |
5,320.0 |
5,371.5 |
|
S4 |
5,257.0 |
5,278.0 |
5,359.9 |
|
|
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 |
5,322.0 |
147.0 |
2.7% |
70.8 |
1.3% |
41% |
False |
False |
13,555 |
10 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
74.6 |
1.4% |
78% |
False |
False |
37,636 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
69.4 |
1.3% |
78% |
False |
False |
22,598 |
40 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
39.0 |
0.7% |
70% |
False |
False |
11,313 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
27.2 |
0.5% |
70% |
False |
False |
7,563 |
80 |
5,566.0 |
5,081.0 |
485.0 |
9.0% |
20.4 |
0.4% |
62% |
False |
False |
5,672 |
100 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
16.3 |
0.3% |
57% |
False |
False |
4,538 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
13.6 |
0.3% |
57% |
False |
False |
3,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,582.5 |
2.618 |
5,514.0 |
1.618 |
5,472.0 |
1.000 |
5,446.0 |
0.618 |
5,430.0 |
HIGH |
5,404.0 |
0.618 |
5,388.0 |
0.500 |
5,383.0 |
0.382 |
5,378.0 |
LOW |
5,362.0 |
0.618 |
5,336.0 |
1.000 |
5,320.0 |
1.618 |
5,294.0 |
2.618 |
5,252.0 |
4.250 |
5,183.5 |
|
|
Fisher Pivots for day following 31-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,383.0 |
5,415.5 |
PP |
5,383.0 |
5,404.7 |
S1 |
5,383.0 |
5,393.8 |
|