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 |
17,855 |
17,975 |
120 |
0.7% |
17,265 |
High |
18,000 |
17,975 |
-25 |
-0.1% |
17,860 |
Low |
17,800 |
17,855 |
55 |
0.3% |
16,525 |
Close |
17,935 |
17,900 |
-35 |
-0.2% |
17,780 |
Range |
200 |
120 |
-80 |
-40.0% |
1,335 |
ATR |
365 |
347 |
-17 |
-4.8% |
0 |
Volume |
4,399 |
2,552 |
-1,847 |
-42.0% |
124,383 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,270 |
18,205 |
17,966 |
|
R3 |
18,150 |
18,085 |
17,933 |
|
R2 |
18,030 |
18,030 |
17,922 |
|
R1 |
17,965 |
17,965 |
17,911 |
17,938 |
PP |
17,910 |
17,910 |
17,910 |
17,896 |
S1 |
17,845 |
17,845 |
17,889 |
17,818 |
S2 |
17,790 |
17,790 |
17,878 |
|
S3 |
17,670 |
17,725 |
17,867 |
|
S4 |
17,550 |
17,605 |
17,834 |
|
|
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 |
17,250 |
750 |
4.2% |
252 |
1.4% |
87% |
False |
False |
9,874 |
10 |
18,000 |
16,525 |
1,475 |
8.2% |
398 |
2.2% |
93% |
False |
False |
18,796 |
20 |
18,205 |
16,525 |
1,680 |
9.4% |
366 |
2.0% |
82% |
False |
False |
14,842 |
40 |
18,205 |
15,590 |
2,615 |
14.6% |
337 |
1.9% |
88% |
False |
False |
7,653 |
60 |
18,205 |
14,600 |
3,605 |
20.1% |
274 |
1.5% |
92% |
False |
False |
5,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,485 |
2.618 |
18,289 |
1.618 |
18,169 |
1.000 |
18,095 |
0.618 |
18,049 |
HIGH |
17,975 |
0.618 |
17,929 |
0.500 |
17,915 |
0.382 |
17,901 |
LOW |
17,855 |
0.618 |
17,781 |
1.000 |
17,735 |
1.618 |
17,661 |
2.618 |
17,541 |
4.250 |
17,345 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,915 |
17,875 |
PP |
17,910 |
17,850 |
S1 |
17,905 |
17,825 |
|