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 |
18,024 |
18,005 |
-19 |
-0.1% |
17,741 |
High |
18,036 |
18,006 |
-30 |
-0.2% |
18,051 |
Low |
17,941 |
17,889 |
-52 |
-0.3% |
17,741 |
Close |
17,982 |
17,941 |
-41 |
-0.2% |
18,012 |
Range |
95 |
117 |
22 |
23.2% |
310 |
ATR |
179 |
174 |
-4 |
-2.5% |
0 |
Volume |
56,821 |
62,519 |
5,698 |
10.0% |
208,901 |
|
Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,296 |
18,236 |
18,005 |
|
R3 |
18,179 |
18,119 |
17,973 |
|
R2 |
18,062 |
18,062 |
17,963 |
|
R1 |
18,002 |
18,002 |
17,952 |
17,974 |
PP |
17,945 |
17,945 |
17,945 |
17,931 |
S1 |
17,885 |
17,885 |
17,930 |
17,857 |
S2 |
17,828 |
17,828 |
17,920 |
|
S3 |
17,711 |
17,768 |
17,909 |
|
S4 |
17,594 |
17,651 |
17,877 |
|
|
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 |
17,889 |
162 |
0.9% |
94 |
0.5% |
32% |
False |
True |
46,776 |
10 |
18,051 |
16,974 |
1,077 |
6.0% |
199 |
1.1% |
90% |
False |
False |
134,438 |
20 |
18,051 |
16,974 |
1,077 |
6.0% |
200 |
1.1% |
90% |
False |
False |
94,804 |
40 |
18,051 |
16,974 |
1,077 |
6.0% |
145 |
0.8% |
90% |
False |
False |
47,515 |
60 |
18,051 |
15,740 |
2,311 |
12.9% |
176 |
1.0% |
95% |
False |
False |
31,686 |
80 |
18,051 |
15,740 |
2,311 |
12.9% |
158 |
0.9% |
95% |
False |
False |
23,767 |
100 |
18,051 |
15,740 |
2,311 |
12.9% |
132 |
0.7% |
95% |
False |
False |
19,014 |
120 |
18,051 |
15,740 |
2,311 |
12.9% |
114 |
0.6% |
95% |
False |
False |
15,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,503 |
2.618 |
18,312 |
1.618 |
18,195 |
1.000 |
18,123 |
0.618 |
18,078 |
HIGH |
18,006 |
0.618 |
17,961 |
0.500 |
17,948 |
0.382 |
17,934 |
LOW |
17,889 |
0.618 |
17,817 |
1.000 |
17,772 |
1.618 |
17,700 |
2.618 |
17,583 |
4.250 |
17,392 |
|
|
Fisher Pivots for day following 30-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,948 |
17,970 |
PP |
17,945 |
17,960 |
S1 |
17,943 |
17,951 |
|