Trading Metrics calculated at close of trading on 29-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,870 |
18,050 |
180 |
1.0% |
17,795 |
High |
18,045 |
18,050 |
5 |
0.0% |
18,045 |
Low |
17,820 |
17,615 |
-205 |
-1.2% |
17,650 |
Close |
18,010 |
17,835 |
-175 |
-1.0% |
18,010 |
Range |
225 |
435 |
210 |
93.3% |
395 |
ATR |
338 |
345 |
7 |
2.0% |
0 |
Volume |
3,824 |
10,159 |
6,335 |
165.7% |
18,443 |
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,138 |
18,922 |
18,074 |
|
R3 |
18,703 |
18,487 |
17,955 |
|
R2 |
18,268 |
18,268 |
17,915 |
|
R1 |
18,052 |
18,052 |
17,875 |
17,943 |
PP |
17,833 |
17,833 |
17,833 |
17,779 |
S1 |
17,617 |
17,617 |
17,795 |
17,508 |
S2 |
17,398 |
17,398 |
17,755 |
|
S3 |
16,963 |
17,182 |
17,716 |
|
S4 |
16,528 |
16,747 |
17,596 |
|
|
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 |
18,050 |
17,615 |
435 |
2.4% |
240 |
1.3% |
51% |
True |
True |
5,720 |
10 |
18,050 |
16,525 |
1,525 |
8.6% |
370 |
2.1% |
86% |
True |
False |
15,298 |
20 |
18,205 |
16,525 |
1,680 |
9.4% |
377 |
2.1% |
78% |
False |
False |
15,524 |
40 |
18,205 |
15,905 |
2,300 |
12.9% |
346 |
1.9% |
84% |
False |
False |
8,003 |
60 |
18,205 |
14,600 |
3,605 |
20.2% |
281 |
1.6% |
90% |
False |
False |
5,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,899 |
2.618 |
19,189 |
1.618 |
18,754 |
1.000 |
18,485 |
0.618 |
18,319 |
HIGH |
18,050 |
0.618 |
17,884 |
0.500 |
17,833 |
0.382 |
17,781 |
LOW |
17,615 |
0.618 |
17,346 |
1.000 |
17,180 |
1.618 |
16,911 |
2.618 |
16,476 |
4.250 |
15,766 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,834 |
17,834 |
PP |
17,833 |
17,833 |
S1 |
17,833 |
17,833 |
|