Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,974 |
17,988 |
14 |
0.1% |
17,741 |
High |
18,031 |
18,051 |
20 |
0.1% |
18,051 |
Low |
17,965 |
17,988 |
23 |
0.1% |
17,741 |
Close |
17,988 |
18,012 |
24 |
0.1% |
18,012 |
Range |
66 |
63 |
-3 |
-4.5% |
310 |
ATR |
195 |
185 |
-9 |
-4.8% |
0 |
Volume |
20,264 |
23,865 |
3,601 |
17.8% |
208,901 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,206 |
18,172 |
18,047 |
|
R3 |
18,143 |
18,109 |
18,029 |
|
R2 |
18,080 |
18,080 |
18,024 |
|
R1 |
18,046 |
18,046 |
18,018 |
18,063 |
PP |
18,017 |
18,017 |
18,017 |
18,026 |
S1 |
17,983 |
17,983 |
18,006 |
18,000 |
S2 |
17,954 |
17,954 |
18,001 |
|
S3 |
17,891 |
17,920 |
17,995 |
|
S4 |
17,828 |
17,857 |
17,977 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,865 |
18,748 |
18,183 |
|
R3 |
18,555 |
18,438 |
18,097 |
|
R2 |
18,245 |
18,245 |
18,069 |
|
R1 |
18,128 |
18,128 |
18,041 |
18,187 |
PP |
17,935 |
17,935 |
17,935 |
17,964 |
S1 |
17,818 |
17,818 |
17,984 |
17,877 |
S2 |
17,625 |
17,625 |
17,955 |
|
S3 |
17,315 |
17,508 |
17,927 |
|
S4 |
17,005 |
17,198 |
17,842 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,051 |
17,686 |
365 |
2.0% |
120 |
0.7% |
89% |
True |
False |
74,986 |
10 |
18,051 |
16,974 |
1,077 |
6.0% |
240 |
1.3% |
96% |
True |
False |
168,852 |
20 |
18,051 |
16,974 |
1,077 |
6.0% |
200 |
1.1% |
96% |
True |
False |
88,897 |
40 |
18,051 |
16,790 |
1,261 |
7.0% |
154 |
0.9% |
97% |
True |
False |
44,534 |
60 |
18,051 |
15,740 |
2,311 |
12.8% |
176 |
1.0% |
98% |
True |
False |
29,697 |
80 |
18,051 |
15,740 |
2,311 |
12.8% |
156 |
0.9% |
98% |
True |
False |
22,275 |
100 |
18,051 |
15,740 |
2,311 |
12.8% |
130 |
0.7% |
98% |
True |
False |
17,821 |
120 |
18,051 |
15,740 |
2,311 |
12.8% |
112 |
0.6% |
98% |
True |
False |
14,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,319 |
2.618 |
18,216 |
1.618 |
18,153 |
1.000 |
18,114 |
0.618 |
18,090 |
HIGH |
18,051 |
0.618 |
18,027 |
0.500 |
18,020 |
0.382 |
18,012 |
LOW |
17,988 |
0.618 |
17,949 |
1.000 |
17,925 |
1.618 |
17,886 |
2.618 |
17,823 |
4.250 |
17,720 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
18,020 |
17,999 |
PP |
18,017 |
17,985 |
S1 |
18,015 |
17,972 |
|