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 |
18,035.73 |
18,038.30 |
2.57 |
0.0% |
17,812.25 |
High |
18,086.24 |
18,103.45 |
17.21 |
0.1% |
18,103.45 |
Low |
18,027.78 |
18,038.30 |
10.52 |
0.1% |
17,812.25 |
Close |
18,030.21 |
18,053.71 |
23.50 |
0.1% |
18,053.71 |
Range |
58.46 |
65.15 |
6.69 |
11.4% |
291.20 |
ATR |
180.92 |
173.22 |
-7.69 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,260.60 |
18,222.31 |
18,089.54 |
|
R3 |
18,195.45 |
18,157.16 |
18,071.63 |
|
R2 |
18,130.30 |
18,130.30 |
18,065.65 |
|
R1 |
18,092.01 |
18,092.01 |
18,059.68 |
18,111.16 |
PP |
18,065.15 |
18,065.15 |
18,065.15 |
18,074.73 |
S1 |
18,026.86 |
18,026.86 |
18,047.74 |
18,046.01 |
S2 |
18,000.00 |
18,000.00 |
18,041.77 |
|
S3 |
17,934.85 |
17,961.71 |
18,035.79 |
|
S4 |
17,869.70 |
17,896.56 |
18,017.88 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,863.40 |
18,749.76 |
18,213.87 |
|
R3 |
18,572.20 |
18,458.56 |
18,133.79 |
|
R2 |
18,281.00 |
18,281.00 |
18,107.10 |
|
R1 |
18,167.36 |
18,167.36 |
18,080.40 |
18,224.18 |
PP |
17,989.80 |
17,989.80 |
17,989.80 |
18,018.22 |
S1 |
17,876.16 |
17,876.16 |
18,027.02 |
17,932.98 |
S2 |
17,698.60 |
17,698.60 |
18,000.32 |
|
S3 |
17,407.40 |
17,584.96 |
17,973.63 |
|
S4 |
17,116.20 |
17,293.76 |
17,893.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,103.45 |
17,746.55 |
356.90 |
2.0% |
100.14 |
0.6% |
86% |
True |
False |
|
10 |
18,103.45 |
17,067.59 |
1,035.86 |
5.7% |
218.87 |
1.2% |
95% |
True |
False |
|
20 |
18,103.45 |
17,067.59 |
1,035.86 |
5.7% |
183.06 |
1.0% |
95% |
True |
False |
|
40 |
18,103.45 |
16,920.76 |
1,182.69 |
6.6% |
143.57 |
0.8% |
96% |
True |
False |
|
60 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
174.77 |
1.0% |
98% |
True |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
165.99 |
0.9% |
98% |
True |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
154.06 |
0.9% |
98% |
True |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
151.13 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,380.34 |
2.618 |
18,274.01 |
1.618 |
18,208.86 |
1.000 |
18,168.60 |
0.618 |
18,143.71 |
HIGH |
18,103.45 |
0.618 |
18,078.56 |
0.500 |
18,070.88 |
0.382 |
18,063.19 |
LOW |
18,038.30 |
0.618 |
17,998.04 |
1.000 |
17,973.15 |
1.618 |
17,932.89 |
2.618 |
17,867.74 |
4.250 |
17,761.41 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
18,070.88 |
18,048.08 |
PP |
18,065.15 |
18,042.44 |
S1 |
18,059.43 |
18,036.81 |
|