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 |
18,005 |
17,937 |
-68 |
-0.4% |
17,741 |
High |
18,006 |
17,984 |
-22 |
-0.1% |
18,051 |
Low |
17,889 |
17,739 |
-150 |
-0.8% |
17,741 |
Close |
17,941 |
17,752 |
-189 |
-1.1% |
18,012 |
Range |
117 |
245 |
128 |
109.4% |
310 |
ATR |
174 |
179 |
5 |
2.9% |
0 |
Volume |
62,519 |
69,573 |
7,054 |
11.3% |
208,901 |
|
Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,560 |
18,401 |
17,887 |
|
R3 |
18,315 |
18,156 |
17,820 |
|
R2 |
18,070 |
18,070 |
17,797 |
|
R1 |
17,911 |
17,911 |
17,775 |
17,868 |
PP |
17,825 |
17,825 |
17,825 |
17,804 |
S1 |
17,666 |
17,666 |
17,730 |
17,623 |
S2 |
17,580 |
17,580 |
17,707 |
|
S3 |
17,335 |
17,421 |
17,685 |
|
S4 |
17,090 |
17,176 |
17,617 |
|
|
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 |
17,739 |
312 |
1.8% |
117 |
0.7% |
4% |
False |
True |
46,608 |
10 |
18,051 |
17,016 |
1,035 |
5.8% |
185 |
1.0% |
71% |
False |
False |
107,998 |
20 |
18,051 |
16,974 |
1,077 |
6.1% |
206 |
1.2% |
72% |
False |
False |
98,262 |
40 |
18,051 |
16,974 |
1,077 |
6.1% |
148 |
0.8% |
72% |
False |
False |
49,252 |
60 |
18,051 |
15,740 |
2,311 |
13.0% |
178 |
1.0% |
87% |
False |
False |
32,845 |
80 |
18,051 |
15,740 |
2,311 |
13.0% |
161 |
0.9% |
87% |
False |
False |
24,637 |
100 |
18,051 |
15,740 |
2,311 |
13.0% |
135 |
0.8% |
87% |
False |
False |
19,710 |
120 |
18,051 |
15,740 |
2,311 |
13.0% |
116 |
0.7% |
87% |
False |
False |
16,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,025 |
2.618 |
18,626 |
1.618 |
18,381 |
1.000 |
18,229 |
0.618 |
18,136 |
HIGH |
17,984 |
0.618 |
17,891 |
0.500 |
17,862 |
0.382 |
17,833 |
LOW |
17,739 |
0.618 |
17,588 |
1.000 |
17,494 |
1.618 |
17,343 |
2.618 |
17,098 |
4.250 |
16,698 |
|
|
Fisher Pivots for day following 31-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,862 |
17,888 |
PP |
17,825 |
17,842 |
S1 |
17,789 |
17,797 |
|