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 |
17,795 |
17,855 |
60 |
0.3% |
17,265 |
High |
17,870 |
18,000 |
130 |
0.7% |
17,860 |
Low |
17,650 |
17,800 |
150 |
0.8% |
16,525 |
Close |
17,860 |
17,935 |
75 |
0.4% |
17,780 |
Range |
220 |
200 |
-20 |
-9.1% |
1,335 |
ATR |
377 |
365 |
-13 |
-3.4% |
0 |
Volume |
7,668 |
4,399 |
-3,269 |
-42.6% |
124,383 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,512 |
18,423 |
18,045 |
|
R3 |
18,312 |
18,223 |
17,990 |
|
R2 |
18,112 |
18,112 |
17,972 |
|
R1 |
18,023 |
18,023 |
17,953 |
18,068 |
PP |
17,912 |
17,912 |
17,912 |
17,934 |
S1 |
17,823 |
17,823 |
17,917 |
17,868 |
S2 |
17,712 |
17,712 |
17,898 |
|
S3 |
17,512 |
17,623 |
17,880 |
|
S4 |
17,312 |
17,423 |
17,825 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,393 |
20,922 |
18,514 |
|
R3 |
20,058 |
19,587 |
18,147 |
|
R2 |
18,723 |
18,723 |
18,025 |
|
R1 |
18,252 |
18,252 |
17,903 |
18,488 |
PP |
17,388 |
17,388 |
17,388 |
17,506 |
S1 |
16,917 |
16,917 |
17,658 |
17,153 |
S2 |
16,053 |
16,053 |
17,535 |
|
S3 |
14,718 |
15,582 |
17,413 |
|
S4 |
13,383 |
14,247 |
17,046 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,000 |
16,665 |
1,335 |
7.4% |
362 |
2.0% |
95% |
True |
False |
13,756 |
10 |
18,000 |
16,525 |
1,475 |
8.2% |
443 |
2.5% |
96% |
True |
False |
21,883 |
20 |
18,205 |
16,525 |
1,680 |
9.4% |
369 |
2.1% |
84% |
False |
False |
14,751 |
40 |
18,205 |
15,490 |
2,715 |
15.1% |
334 |
1.9% |
90% |
False |
False |
7,590 |
60 |
18,205 |
14,600 |
3,605 |
20.1% |
272 |
1.5% |
93% |
False |
False |
5,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,850 |
2.618 |
18,524 |
1.618 |
18,324 |
1.000 |
18,200 |
0.618 |
18,124 |
HIGH |
18,000 |
0.618 |
17,924 |
0.500 |
17,900 |
0.382 |
17,877 |
LOW |
17,800 |
0.618 |
17,677 |
1.000 |
17,600 |
1.618 |
17,477 |
2.618 |
17,277 |
4.250 |
16,950 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,923 |
17,885 |
PP |
17,912 |
17,835 |
S1 |
17,900 |
17,785 |
|