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 |
17,741 |
17,903 |
162 |
0.9% |
17,187 |
High |
17,928 |
18,019 |
91 |
0.5% |
17,845 |
Low |
17,741 |
17,893 |
152 |
0.9% |
16,974 |
Close |
17,897 |
17,976 |
79 |
0.4% |
17,761 |
Range |
187 |
126 |
-61 |
-32.6% |
871 |
ATR |
210 |
204 |
-6 |
-2.9% |
0 |
Volume |
94,360 |
70,412 |
-23,948 |
-25.4% |
1,277,146 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,341 |
18,284 |
18,045 |
|
R3 |
18,215 |
18,158 |
18,011 |
|
R2 |
18,089 |
18,089 |
17,999 |
|
R1 |
18,032 |
18,032 |
17,988 |
18,061 |
PP |
17,963 |
17,963 |
17,963 |
17,977 |
S1 |
17,906 |
17,906 |
17,965 |
17,935 |
S2 |
17,837 |
17,837 |
17,953 |
|
S3 |
17,711 |
17,780 |
17,941 |
|
S4 |
17,585 |
17,654 |
17,907 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,140 |
19,821 |
18,240 |
|
R3 |
19,269 |
18,950 |
18,001 |
|
R2 |
18,398 |
18,398 |
17,921 |
|
R1 |
18,079 |
18,079 |
17,841 |
18,239 |
PP |
17,527 |
17,527 |
17,527 |
17,606 |
S1 |
17,208 |
17,208 |
17,681 |
17,368 |
S2 |
16,656 |
16,656 |
17,601 |
|
S3 |
15,785 |
16,337 |
17,522 |
|
S4 |
14,914 |
15,466 |
17,282 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,019 |
17,016 |
1,003 |
5.6% |
252 |
1.4% |
96% |
True |
False |
169,388 |
10 |
18,019 |
16,974 |
1,045 |
5.8% |
282 |
1.6% |
96% |
True |
False |
172,043 |
20 |
18,019 |
16,974 |
1,045 |
5.8% |
200 |
1.1% |
96% |
True |
False |
86,727 |
40 |
18,019 |
16,745 |
1,274 |
7.1% |
157 |
0.9% |
97% |
True |
False |
43,432 |
60 |
18,019 |
15,740 |
2,279 |
12.7% |
179 |
1.0% |
98% |
True |
False |
28,962 |
80 |
18,019 |
15,740 |
2,279 |
12.7% |
155 |
0.9% |
98% |
True |
False |
21,724 |
100 |
18,019 |
15,740 |
2,279 |
12.7% |
129 |
0.7% |
98% |
True |
False |
17,380 |
120 |
18,019 |
15,740 |
2,279 |
12.7% |
111 |
0.6% |
98% |
True |
False |
14,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,555 |
2.618 |
18,349 |
1.618 |
18,223 |
1.000 |
18,145 |
0.618 |
18,097 |
HIGH |
18,019 |
0.618 |
17,971 |
0.500 |
17,956 |
0.382 |
17,941 |
LOW |
17,893 |
0.618 |
17,815 |
1.000 |
17,767 |
1.618 |
17,689 |
2.618 |
17,563 |
4.250 |
17,358 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,969 |
17,935 |
PP |
17,963 |
17,894 |
S1 |
17,956 |
17,853 |
|