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 |
6,557.0 |
6,530.0 |
-27.0 |
-0.4% |
6,537.0 |
High |
6,569.5 |
6,530.5 |
-39.0 |
-0.6% |
6,585.0 |
Low |
6,469.5 |
6,493.5 |
24.0 |
0.4% |
6,515.0 |
Close |
6,494.5 |
6,522.5 |
28.0 |
0.4% |
6,572.0 |
Range |
100.0 |
37.0 |
-63.0 |
-63.0% |
70.0 |
ATR |
100.2 |
95.7 |
-4.5 |
-4.5% |
0.0 |
Volume |
63,787 |
15,379 |
-48,408 |
-75.9% |
129,415 |
|
Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,626.5 |
6,611.5 |
6,543.0 |
|
R3 |
6,589.5 |
6,574.5 |
6,532.5 |
|
R2 |
6,552.5 |
6,552.5 |
6,529.5 |
|
R1 |
6,537.5 |
6,537.5 |
6,526.0 |
6,526.5 |
PP |
6,515.5 |
6,515.5 |
6,515.5 |
6,510.0 |
S1 |
6,500.5 |
6,500.5 |
6,519.0 |
6,489.5 |
S2 |
6,478.5 |
6,478.5 |
6,515.5 |
|
S3 |
6,441.5 |
6,463.5 |
6,512.5 |
|
S4 |
6,404.5 |
6,426.5 |
6,502.0 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,767.5 |
6,739.5 |
6,610.5 |
|
R3 |
6,697.5 |
6,669.5 |
6,591.0 |
|
R2 |
6,627.5 |
6,627.5 |
6,585.0 |
|
R1 |
6,599.5 |
6,599.5 |
6,578.5 |
6,613.5 |
PP |
6,557.5 |
6,557.5 |
6,557.5 |
6,564.0 |
S1 |
6,529.5 |
6,529.5 |
6,565.5 |
6,543.5 |
S2 |
6,487.5 |
6,487.5 |
6,559.0 |
|
S3 |
6,417.5 |
6,459.5 |
6,553.0 |
|
S4 |
6,347.5 |
6,389.5 |
6,533.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,615.0 |
6,469.5 |
145.5 |
2.2% |
56.5 |
0.9% |
36% |
False |
False |
39,141 |
10 |
6,615.0 |
6,086.0 |
529.0 |
8.1% |
99.0 |
1.5% |
83% |
False |
False |
84,587 |
20 |
6,703.0 |
6,068.0 |
635.0 |
9.7% |
102.0 |
1.6% |
72% |
False |
False |
51,320 |
40 |
6,715.0 |
6,068.0 |
647.0 |
9.9% |
70.5 |
1.1% |
70% |
False |
False |
25,880 |
60 |
6,715.0 |
6,010.0 |
705.0 |
10.8% |
66.5 |
1.0% |
73% |
False |
False |
17,312 |
80 |
6,766.0 |
6,010.0 |
756.0 |
11.6% |
53.0 |
0.8% |
68% |
False |
False |
12,987 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
44.0 |
0.7% |
64% |
False |
False |
10,395 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
37.5 |
0.6% |
64% |
False |
False |
8,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,688.0 |
2.618 |
6,627.5 |
1.618 |
6,590.5 |
1.000 |
6,567.5 |
0.618 |
6,553.5 |
HIGH |
6,530.5 |
0.618 |
6,516.5 |
0.500 |
6,512.0 |
0.382 |
6,507.5 |
LOW |
6,493.5 |
0.618 |
6,470.5 |
1.000 |
6,456.5 |
1.618 |
6,433.5 |
2.618 |
6,396.5 |
4.250 |
6,336.0 |
|
|
Fisher Pivots for day following 31-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,519.0 |
6,542.0 |
PP |
6,515.5 |
6,535.5 |
S1 |
6,512.0 |
6,529.0 |
|