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 |
17,975 |
17,870 |
-105 |
-0.6% |
17,795 |
High |
17,975 |
18,045 |
70 |
0.4% |
18,045 |
Low |
17,855 |
17,820 |
-35 |
-0.2% |
17,650 |
Close |
17,900 |
18,010 |
110 |
0.6% |
18,010 |
Range |
120 |
225 |
105 |
87.5% |
395 |
ATR |
347 |
338 |
-9 |
-2.5% |
0 |
Volume |
2,552 |
3,824 |
1,272 |
49.8% |
18,443 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,633 |
18,547 |
18,134 |
|
R3 |
18,408 |
18,322 |
18,072 |
|
R2 |
18,183 |
18,183 |
18,051 |
|
R1 |
18,097 |
18,097 |
18,031 |
18,140 |
PP |
17,958 |
17,958 |
17,958 |
17,980 |
S1 |
17,872 |
17,872 |
17,990 |
17,915 |
S2 |
17,733 |
17,733 |
17,969 |
|
S3 |
17,508 |
17,647 |
17,948 |
|
S4 |
17,283 |
17,422 |
17,886 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,087 |
18,943 |
18,227 |
|
R3 |
18,692 |
18,548 |
18,119 |
|
R2 |
18,297 |
18,297 |
18,083 |
|
R1 |
18,153 |
18,153 |
18,046 |
18,225 |
PP |
17,902 |
17,902 |
17,902 |
17,938 |
S1 |
17,758 |
17,758 |
17,974 |
17,830 |
S2 |
17,507 |
17,507 |
17,938 |
|
S3 |
17,112 |
17,363 |
17,902 |
|
S4 |
16,717 |
16,968 |
17,793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,045 |
17,570 |
475 |
2.6% |
211 |
1.2% |
93% |
True |
False |
7,001 |
10 |
18,045 |
16,525 |
1,520 |
8.4% |
368 |
2.0% |
98% |
True |
False |
16,676 |
20 |
18,205 |
16,525 |
1,680 |
9.3% |
371 |
2.1% |
88% |
False |
False |
15,029 |
40 |
18,205 |
15,755 |
2,450 |
13.6% |
339 |
1.9% |
92% |
False |
False |
7,749 |
60 |
18,205 |
14,600 |
3,605 |
20.0% |
275 |
1.5% |
95% |
False |
False |
5,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,001 |
2.618 |
18,634 |
1.618 |
18,409 |
1.000 |
18,270 |
0.618 |
18,184 |
HIGH |
18,045 |
0.618 |
17,959 |
0.500 |
17,933 |
0.382 |
17,906 |
LOW |
17,820 |
0.618 |
17,681 |
1.000 |
17,595 |
1.618 |
17,456 |
2.618 |
17,231 |
4.250 |
16,864 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,984 |
17,981 |
PP |
17,958 |
17,952 |
S1 |
17,933 |
17,923 |
|