Trading Metrics calculated at close of trading on 24-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,903 |
17,974 |
71 |
0.4% |
17,187 |
High |
18,019 |
18,031 |
12 |
0.1% |
17,845 |
Low |
17,893 |
17,965 |
72 |
0.4% |
16,974 |
Close |
17,976 |
17,988 |
12 |
0.1% |
17,761 |
Range |
126 |
66 |
-60 |
-47.6% |
871 |
ATR |
204 |
195 |
-10 |
-4.8% |
0 |
Volume |
70,412 |
20,264 |
-50,148 |
-71.2% |
1,277,146 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,193 |
18,156 |
18,024 |
|
R3 |
18,127 |
18,090 |
18,006 |
|
R2 |
18,061 |
18,061 |
18,000 |
|
R1 |
18,024 |
18,024 |
17,994 |
18,043 |
PP |
17,995 |
17,995 |
17,995 |
18,004 |
S1 |
17,958 |
17,958 |
17,982 |
17,977 |
S2 |
17,929 |
17,929 |
17,976 |
|
S3 |
17,863 |
17,892 |
17,970 |
|
S4 |
17,797 |
17,826 |
17,952 |
|
|
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 |
18,031 |
17,268 |
763 |
4.2% |
203 |
1.1% |
94% |
True |
False |
113,962 |
10 |
18,031 |
16,974 |
1,057 |
5.9% |
258 |
1.4% |
96% |
True |
False |
172,322 |
20 |
18,031 |
16,974 |
1,057 |
5.9% |
200 |
1.1% |
96% |
True |
False |
87,716 |
40 |
18,031 |
16,763 |
1,268 |
7.0% |
156 |
0.9% |
97% |
True |
False |
43,939 |
60 |
18,031 |
15,740 |
2,291 |
12.7% |
178 |
1.0% |
98% |
True |
False |
29,299 |
80 |
18,031 |
15,740 |
2,291 |
12.7% |
156 |
0.9% |
98% |
True |
False |
21,977 |
100 |
18,031 |
15,740 |
2,291 |
12.7% |
130 |
0.7% |
98% |
True |
False |
17,582 |
120 |
18,031 |
15,740 |
2,291 |
12.7% |
112 |
0.6% |
98% |
True |
False |
14,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,312 |
2.618 |
18,204 |
1.618 |
18,138 |
1.000 |
18,097 |
0.618 |
18,072 |
HIGH |
18,031 |
0.618 |
18,006 |
0.500 |
17,998 |
0.382 |
17,990 |
LOW |
17,965 |
0.618 |
17,924 |
1.000 |
17,899 |
1.618 |
17,858 |
2.618 |
17,792 |
4.250 |
17,685 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,998 |
17,954 |
PP |
17,995 |
17,920 |
S1 |
17,991 |
17,886 |
|