Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1,177.7 |
1,176.0 |
-1.7 |
-0.1% |
1,195.0 |
High |
1,181.0 |
1,199.5 |
18.5 |
1.6% |
1,204.0 |
Low |
1,173.7 |
1,176.0 |
2.3 |
0.2% |
1,172.0 |
Close |
1,174.3 |
1,196.1 |
21.8 |
1.9% |
1,196.1 |
Range |
7.3 |
23.5 |
16.2 |
221.9% |
32.0 |
ATR |
20.6 |
21.0 |
0.3 |
1.6% |
0.0 |
Volume |
1,873 |
2,739 |
866 |
46.2% |
10,553 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.0 |
1,252.1 |
1,209.0 |
|
R3 |
1,237.5 |
1,228.6 |
1,202.6 |
|
R2 |
1,214.0 |
1,214.0 |
1,200.4 |
|
R1 |
1,205.1 |
1,205.1 |
1,198.3 |
1,209.6 |
PP |
1,190.5 |
1,190.5 |
1,190.5 |
1,192.8 |
S1 |
1,181.6 |
1,181.6 |
1,193.9 |
1,186.1 |
S2 |
1,167.0 |
1,167.0 |
1,191.8 |
|
S3 |
1,143.5 |
1,158.1 |
1,189.6 |
|
S4 |
1,120.0 |
1,134.6 |
1,183.2 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.7 |
1,273.4 |
1,213.7 |
|
R3 |
1,254.7 |
1,241.4 |
1,204.9 |
|
R2 |
1,222.7 |
1,222.7 |
1,202.0 |
|
R1 |
1,209.4 |
1,209.4 |
1,199.0 |
1,216.1 |
PP |
1,190.7 |
1,190.7 |
1,190.7 |
1,194.0 |
S1 |
1,177.4 |
1,177.4 |
1,193.2 |
1,184.1 |
S2 |
1,158.7 |
1,158.7 |
1,190.2 |
|
S3 |
1,126.7 |
1,145.4 |
1,187.3 |
|
S4 |
1,094.7 |
1,113.4 |
1,178.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,204.0 |
1,172.0 |
32.0 |
2.7% |
16.2 |
1.4% |
75% |
False |
False |
3,104 |
10 |
1,228.7 |
1,172.0 |
56.7 |
4.7% |
20.4 |
1.7% |
43% |
False |
False |
4,101 |
20 |
1,239.4 |
1,143.4 |
96.0 |
8.0% |
23.6 |
2.0% |
55% |
False |
False |
4,025 |
40 |
1,239.4 |
1,132.1 |
107.3 |
9.0% |
21.7 |
1.8% |
60% |
False |
False |
4,124 |
60 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
18.5 |
1.5% |
52% |
False |
False |
3,268 |
80 |
1,274.3 |
1,132.1 |
142.2 |
11.9% |
16.7 |
1.4% |
45% |
False |
False |
2,885 |
100 |
1,321.1 |
1,132.1 |
189.0 |
15.8% |
14.9 |
1.2% |
34% |
False |
False |
2,426 |
120 |
1,347.2 |
1,132.1 |
215.1 |
18.0% |
13.7 |
1.1% |
30% |
False |
False |
2,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.4 |
2.618 |
1,261.0 |
1.618 |
1,237.5 |
1.000 |
1,223.0 |
0.618 |
1,214.0 |
HIGH |
1,199.5 |
0.618 |
1,190.5 |
0.500 |
1,187.8 |
0.382 |
1,185.0 |
LOW |
1,176.0 |
0.618 |
1,161.5 |
1.000 |
1,152.5 |
1.618 |
1,138.0 |
2.618 |
1,114.5 |
4.250 |
1,076.1 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1,193.3 |
1,192.9 |
PP |
1,190.5 |
1,189.7 |
S1 |
1,187.8 |
1,186.5 |
|