Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
6,537.0 |
6,550.5 |
13.5 |
0.2% |
6,225.5 |
High |
6,576.5 |
6,575.5 |
-1.0 |
0.0% |
6,541.5 |
Low |
6,515.0 |
6,536.0 |
21.0 |
0.3% |
6,068.0 |
Close |
6,528.0 |
6,539.0 |
11.0 |
0.2% |
6,506.5 |
Range |
61.5 |
39.5 |
-22.0 |
-35.8% |
473.5 |
ATR |
109.8 |
105.4 |
-4.5 |
-4.1% |
0.0 |
Volume |
74,038 |
55,377 |
-18,661 |
-25.2% |
669,549 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,668.5 |
6,643.5 |
6,560.5 |
|
R3 |
6,629.0 |
6,604.0 |
6,550.0 |
|
R2 |
6,589.5 |
6,589.5 |
6,546.0 |
|
R1 |
6,564.5 |
6,564.5 |
6,542.5 |
6,557.0 |
PP |
6,550.0 |
6,550.0 |
6,550.0 |
6,546.5 |
S1 |
6,525.0 |
6,525.0 |
6,535.5 |
6,518.0 |
S2 |
6,510.5 |
6,510.5 |
6,532.0 |
|
S3 |
6,471.0 |
6,485.5 |
6,528.0 |
|
S4 |
6,431.5 |
6,446.0 |
6,517.5 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,792.5 |
7,623.0 |
6,767.0 |
|
R3 |
7,319.0 |
7,149.5 |
6,636.5 |
|
R2 |
6,845.5 |
6,845.5 |
6,593.5 |
|
R1 |
6,676.0 |
6,676.0 |
6,550.0 |
6,761.0 |
PP |
6,372.0 |
6,372.0 |
6,372.0 |
6,414.5 |
S1 |
6,202.5 |
6,202.5 |
6,463.0 |
6,287.0 |
S2 |
5,898.5 |
5,898.5 |
6,419.5 |
|
S3 |
5,425.0 |
5,729.0 |
6,376.5 |
|
S4 |
4,951.5 |
5,255.5 |
6,246.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,576.5 |
6,178.5 |
398.0 |
6.1% |
107.5 |
1.6% |
91% |
False |
False |
107,148 |
10 |
6,576.5 |
6,068.0 |
508.5 |
7.8% |
138.0 |
2.1% |
93% |
False |
False |
87,516 |
20 |
6,705.0 |
6,068.0 |
637.0 |
9.7% |
98.5 |
1.5% |
74% |
False |
False |
44,593 |
40 |
6,715.0 |
6,068.0 |
647.0 |
9.9% |
68.0 |
1.0% |
73% |
False |
False |
22,378 |
60 |
6,715.0 |
6,010.0 |
705.0 |
10.8% |
65.0 |
1.0% |
75% |
False |
False |
14,973 |
80 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
50.5 |
0.8% |
66% |
False |
False |
11,234 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
42.0 |
0.6% |
66% |
False |
False |
8,992 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
35.0 |
0.5% |
66% |
False |
False |
7,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,743.5 |
2.618 |
6,679.0 |
1.618 |
6,639.5 |
1.000 |
6,615.0 |
0.618 |
6,600.0 |
HIGH |
6,575.5 |
0.618 |
6,560.5 |
0.500 |
6,556.0 |
0.382 |
6,551.0 |
LOW |
6,536.0 |
0.618 |
6,511.5 |
1.000 |
6,496.5 |
1.618 |
6,472.0 |
2.618 |
6,432.5 |
4.250 |
6,368.0 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,556.0 |
6,526.0 |
PP |
6,550.0 |
6,512.5 |
S1 |
6,544.5 |
6,499.5 |
|