Trading Metrics calculated at close of trading on 29-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
18,038.30 |
18,046.58 |
8.28 |
0.0% |
17,812.25 |
High |
18,103.45 |
18,073.04 |
-30.41 |
-0.2% |
18,103.45 |
Low |
18,038.30 |
18,021.57 |
-16.73 |
-0.1% |
17,812.25 |
Close |
18,053.71 |
18,038.23 |
-15.48 |
-0.1% |
18,053.71 |
Range |
65.15 |
51.47 |
-13.68 |
-21.0% |
291.20 |
ATR |
173.22 |
164.53 |
-8.70 |
-5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,198.69 |
18,169.93 |
18,066.54 |
|
R3 |
18,147.22 |
18,118.46 |
18,052.38 |
|
R2 |
18,095.75 |
18,095.75 |
18,047.67 |
|
R1 |
18,066.99 |
18,066.99 |
18,042.95 |
18,055.64 |
PP |
18,044.28 |
18,044.28 |
18,044.28 |
18,038.60 |
S1 |
18,015.52 |
18,015.52 |
18,033.51 |
18,004.17 |
S2 |
17,992.81 |
17,992.81 |
18,028.79 |
|
S3 |
17,941.34 |
17,964.05 |
18,024.08 |
|
S4 |
17,889.87 |
17,912.58 |
18,009.92 |
|
|
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 |
17,812.25 |
291.20 |
1.6% |
84.93 |
0.5% |
78% |
False |
False |
|
10 |
18,103.45 |
17,067.59 |
1,035.86 |
5.7% |
193.10 |
1.1% |
94% |
False |
False |
|
20 |
18,103.45 |
17,067.59 |
1,035.86 |
5.7% |
181.36 |
1.0% |
94% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.7% |
137.28 |
0.8% |
94% |
False |
False |
|
60 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
172.57 |
1.0% |
97% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
164.99 |
0.9% |
97% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
153.39 |
0.9% |
97% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
150.85 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,291.79 |
2.618 |
18,207.79 |
1.618 |
18,156.32 |
1.000 |
18,124.51 |
0.618 |
18,104.85 |
HIGH |
18,073.04 |
0.618 |
18,053.38 |
0.500 |
18,047.31 |
0.382 |
18,041.23 |
LOW |
18,021.57 |
0.618 |
17,989.76 |
1.000 |
17,970.10 |
1.618 |
17,938.29 |
2.618 |
17,886.82 |
4.250 |
17,802.82 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
18,047.31 |
18,062.51 |
PP |
18,044.28 |
18,054.42 |
S1 |
18,041.26 |
18,046.32 |
|