Trading Metrics calculated at close of trading on 31-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
18,035.02 |
17,987.66 |
-47.36 |
-0.3% |
17,812.25 |
High |
18,035.02 |
18,043.22 |
8.20 |
0.0% |
18,103.45 |
Low |
17,959.70 |
17,820.88 |
-138.82 |
-0.8% |
17,812.25 |
Close |
17,983.07 |
17,823.07 |
-160.00 |
-0.9% |
18,053.71 |
Range |
75.32 |
222.34 |
147.02 |
195.2% |
291.20 |
ATR |
158.38 |
162.95 |
4.57 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,562.74 |
18,415.25 |
17,945.36 |
|
R3 |
18,340.40 |
18,192.91 |
17,884.21 |
|
R2 |
18,118.06 |
18,118.06 |
17,863.83 |
|
R1 |
17,970.57 |
17,970.57 |
17,843.45 |
17,933.15 |
PP |
17,895.72 |
17,895.72 |
17,895.72 |
17,877.01 |
S1 |
17,748.23 |
17,748.23 |
17,802.69 |
17,710.81 |
S2 |
17,673.38 |
17,673.38 |
17,782.31 |
|
S3 |
17,451.04 |
17,525.89 |
17,761.93 |
|
S4 |
17,228.70 |
17,303.55 |
17,700.78 |
|
|
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 |
17,820.88 |
282.57 |
1.6% |
94.55 |
0.5% |
1% |
False |
True |
|
10 |
18,103.45 |
17,069.16 |
1,034.29 |
5.8% |
158.05 |
0.9% |
73% |
False |
False |
|
20 |
18,103.45 |
17,067.59 |
1,035.86 |
5.8% |
185.29 |
1.0% |
73% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.8% |
138.28 |
0.8% |
73% |
False |
False |
|
60 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
170.96 |
1.0% |
88% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
166.38 |
0.9% |
88% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
152.73 |
0.9% |
88% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
151.13 |
0.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,988.17 |
2.618 |
18,625.31 |
1.618 |
18,402.97 |
1.000 |
18,265.56 |
0.618 |
18,180.63 |
HIGH |
18,043.22 |
0.618 |
17,958.29 |
0.500 |
17,932.05 |
0.382 |
17,905.81 |
LOW |
17,820.88 |
0.618 |
17,683.47 |
1.000 |
17,598.54 |
1.618 |
17,461.13 |
2.618 |
17,238.79 |
4.250 |
16,875.94 |
|
|
Fisher Pivots for day following 31-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,932.05 |
17,946.96 |
PP |
17,895.72 |
17,905.66 |
S1 |
17,859.40 |
17,864.37 |
|