Trading Metrics calculated at close of trading on 30-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
18,046.58 |
18,035.02 |
-11.56 |
-0.1% |
17,812.25 |
High |
18,073.04 |
18,035.02 |
-38.02 |
-0.2% |
18,103.45 |
Low |
18,021.57 |
17,959.70 |
-61.87 |
-0.3% |
17,812.25 |
Close |
18,038.23 |
17,983.07 |
-55.16 |
-0.3% |
18,053.71 |
Range |
51.47 |
75.32 |
23.85 |
46.3% |
291.20 |
ATR |
164.53 |
158.38 |
-6.14 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,218.56 |
18,176.13 |
18,024.50 |
|
R3 |
18,143.24 |
18,100.81 |
18,003.78 |
|
R2 |
18,067.92 |
18,067.92 |
17,996.88 |
|
R1 |
18,025.49 |
18,025.49 |
17,989.97 |
18,009.05 |
PP |
17,992.60 |
17,992.60 |
17,992.60 |
17,984.37 |
S1 |
17,950.17 |
17,950.17 |
17,976.17 |
17,933.73 |
S2 |
17,917.28 |
17,917.28 |
17,969.26 |
|
S3 |
17,841.96 |
17,874.85 |
17,962.36 |
|
S4 |
17,766.64 |
17,799.53 |
17,941.64 |
|
|
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 |
17,959.70 |
143.75 |
0.8% |
69.89 |
0.4% |
16% |
False |
True |
|
10 |
18,103.45 |
17,067.59 |
1,035.86 |
5.8% |
171.80 |
1.0% |
88% |
False |
False |
|
20 |
18,103.45 |
17,067.59 |
1,035.86 |
5.8% |
180.09 |
1.0% |
88% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.8% |
134.50 |
0.7% |
88% |
False |
False |
|
60 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
170.07 |
0.9% |
95% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
164.34 |
0.9% |
95% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
152.43 |
0.8% |
95% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
150.02 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,355.13 |
2.618 |
18,232.21 |
1.618 |
18,156.89 |
1.000 |
18,110.34 |
0.618 |
18,081.57 |
HIGH |
18,035.02 |
0.618 |
18,006.25 |
0.500 |
17,997.36 |
0.382 |
17,988.47 |
LOW |
17,959.70 |
0.618 |
17,913.15 |
1.000 |
17,884.38 |
1.618 |
17,837.83 |
2.618 |
17,762.51 |
4.250 |
17,639.59 |
|
|
Fisher Pivots for day following 30-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,997.36 |
18,031.58 |
PP |
17,992.60 |
18,015.41 |
S1 |
17,987.83 |
17,999.24 |
|