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 |
17,812.25 |
17,971.51 |
159.26 |
0.9% |
17,285.74 |
High |
17,962.78 |
18,069.22 |
106.44 |
0.6% |
17,874.03 |
Low |
17,812.25 |
17,970.16 |
157.91 |
0.9% |
17,067.59 |
Close |
17,959.44 |
18,024.17 |
64.73 |
0.4% |
17,804.80 |
Range |
150.53 |
99.06 |
-51.47 |
-34.2% |
806.44 |
ATR |
196.23 |
190.06 |
-6.18 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,318.36 |
18,270.33 |
18,078.65 |
|
R3 |
18,219.30 |
18,171.27 |
18,051.41 |
|
R2 |
18,120.24 |
18,120.24 |
18,042.33 |
|
R1 |
18,072.21 |
18,072.21 |
18,033.25 |
18,096.23 |
PP |
18,021.18 |
18,021.18 |
18,021.18 |
18,033.19 |
S1 |
17,973.15 |
17,973.15 |
18,015.09 |
17,997.17 |
S2 |
17,922.12 |
17,922.12 |
18,006.01 |
|
S3 |
17,823.06 |
17,874.09 |
17,996.93 |
|
S4 |
17,724.00 |
17,775.03 |
17,969.69 |
|
|
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 |
18,069.22 |
17,069.16 |
1,000.06 |
5.5% |
221.55 |
1.2% |
95% |
True |
False |
|
10 |
18,069.22 |
17,067.59 |
1,001.63 |
5.6% |
257.92 |
1.4% |
96% |
True |
False |
|
20 |
18,069.22 |
17,067.59 |
1,001.63 |
5.6% |
182.21 |
1.0% |
96% |
True |
False |
|
40 |
18,069.22 |
16,825.19 |
1,244.03 |
6.9% |
149.27 |
0.8% |
96% |
True |
False |
|
60 |
18,069.22 |
15,855.12 |
2,214.10 |
12.3% |
179.26 |
1.0% |
98% |
True |
False |
|
80 |
18,069.22 |
15,855.12 |
2,214.10 |
12.3% |
166.90 |
0.9% |
98% |
True |
False |
|
100 |
18,069.22 |
15,855.12 |
2,214.10 |
12.3% |
156.21 |
0.9% |
98% |
True |
False |
|
120 |
18,069.22 |
15,855.12 |
2,214.10 |
12.3% |
151.92 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,490.23 |
2.618 |
18,328.56 |
1.618 |
18,229.50 |
1.000 |
18,168.28 |
0.618 |
18,130.44 |
HIGH |
18,069.22 |
0.618 |
18,031.38 |
0.500 |
18,019.69 |
0.382 |
18,008.00 |
LOW |
17,970.16 |
0.618 |
17,908.94 |
1.000 |
17,871.10 |
1.618 |
17,809.88 |
2.618 |
17,710.82 |
4.250 |
17,549.16 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
18,022.68 |
17,985.41 |
PP |
18,021.18 |
17,946.65 |
S1 |
18,019.69 |
17,907.89 |
|