Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,778.02 |
17,812.25 |
34.23 |
0.2% |
17,285.74 |
High |
17,874.03 |
17,962.78 |
88.75 |
0.5% |
17,874.03 |
Low |
17,746.55 |
17,812.25 |
65.70 |
0.4% |
17,067.59 |
Close |
17,804.80 |
17,959.44 |
154.64 |
0.9% |
17,804.80 |
Range |
127.48 |
150.53 |
23.05 |
18.1% |
806.44 |
ATR |
199.17 |
196.23 |
-2.94 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,363.08 |
18,311.79 |
18,042.23 |
|
R3 |
18,212.55 |
18,161.26 |
18,000.84 |
|
R2 |
18,062.02 |
18,062.02 |
17,987.04 |
|
R1 |
18,010.73 |
18,010.73 |
17,973.24 |
18,036.38 |
PP |
17,911.49 |
17,911.49 |
17,911.49 |
17,924.31 |
S1 |
17,860.20 |
17,860.20 |
17,945.64 |
17,885.85 |
S2 |
17,760.96 |
17,760.96 |
17,931.84 |
|
S3 |
17,610.43 |
17,709.67 |
17,918.04 |
|
S4 |
17,459.90 |
17,559.14 |
17,876.65 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,001.46 |
19,709.57 |
18,248.34 |
|
R3 |
19,195.02 |
18,903.13 |
18,026.57 |
|
R2 |
18,388.58 |
18,388.58 |
17,952.65 |
|
R1 |
18,096.69 |
18,096.69 |
17,878.72 |
18,242.64 |
PP |
17,582.14 |
17,582.14 |
17,582.14 |
17,655.11 |
S1 |
17,290.25 |
17,290.25 |
17,730.88 |
17,436.20 |
S2 |
16,775.70 |
16,775.70 |
17,656.95 |
|
S3 |
15,969.26 |
16,483.81 |
17,583.03 |
|
S4 |
15,162.82 |
15,677.37 |
17,361.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,962.78 |
17,067.59 |
895.19 |
5.0% |
273.71 |
1.5% |
100% |
True |
False |
|
10 |
17,962.78 |
17,067.59 |
895.19 |
5.0% |
269.79 |
1.5% |
100% |
True |
False |
|
20 |
17,991.19 |
17,067.59 |
923.60 |
5.1% |
180.36 |
1.0% |
97% |
False |
False |
|
40 |
17,991.19 |
16,729.83 |
1,261.36 |
7.0% |
149.47 |
0.8% |
97% |
False |
False |
|
60 |
17,991.19 |
15,855.12 |
2,136.07 |
11.9% |
180.50 |
1.0% |
99% |
False |
False |
|
80 |
17,991.19 |
15,855.12 |
2,136.07 |
11.9% |
166.60 |
0.9% |
99% |
False |
False |
|
100 |
17,991.19 |
15,855.12 |
2,136.07 |
11.9% |
156.70 |
0.9% |
99% |
False |
False |
|
120 |
17,991.19 |
15,855.12 |
2,136.07 |
11.9% |
151.90 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,602.53 |
2.618 |
18,356.87 |
1.618 |
18,206.34 |
1.000 |
18,113.31 |
0.618 |
18,055.81 |
HIGH |
17,962.78 |
0.618 |
17,905.28 |
0.500 |
17,887.52 |
0.382 |
17,869.75 |
LOW |
17,812.25 |
0.618 |
17,719.22 |
1.000 |
17,661.72 |
1.618 |
17,568.69 |
2.618 |
17,418.16 |
4.250 |
17,172.50 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,935.47 |
17,861.40 |
PP |
17,911.49 |
17,763.36 |
S1 |
17,887.52 |
17,665.32 |
|