Trading Metrics calculated at close of trading on 30-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
18,050 |
17,835 |
-215 |
-1.2% |
17,795 |
High |
18,050 |
17,840 |
-210 |
-1.2% |
18,045 |
Low |
17,615 |
17,285 |
-330 |
-1.9% |
17,650 |
Close |
17,835 |
17,435 |
-400 |
-2.2% |
18,010 |
Range |
435 |
555 |
120 |
27.6% |
395 |
ATR |
345 |
360 |
15 |
4.3% |
0 |
Volume |
10,159 |
14,523 |
4,364 |
43.0% |
18,443 |
|
Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,185 |
18,865 |
17,740 |
|
R3 |
18,630 |
18,310 |
17,588 |
|
R2 |
18,075 |
18,075 |
17,537 |
|
R1 |
17,755 |
17,755 |
17,486 |
17,638 |
PP |
17,520 |
17,520 |
17,520 |
17,461 |
S1 |
17,200 |
17,200 |
17,384 |
17,083 |
S2 |
16,965 |
16,965 |
17,333 |
|
S3 |
16,410 |
16,645 |
17,283 |
|
S4 |
15,855 |
16,090 |
17,130 |
|
|
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 |
17,285 |
765 |
4.4% |
307 |
1.8% |
20% |
False |
True |
7,091 |
10 |
18,050 |
16,525 |
1,525 |
8.7% |
360 |
2.1% |
60% |
False |
False |
13,378 |
20 |
18,205 |
16,525 |
1,680 |
9.6% |
392 |
2.2% |
54% |
False |
False |
16,225 |
40 |
18,205 |
16,525 |
1,680 |
9.6% |
330 |
1.9% |
54% |
False |
False |
8,364 |
60 |
18,205 |
14,600 |
3,605 |
20.7% |
290 |
1.7% |
79% |
False |
False |
5,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,199 |
2.618 |
19,293 |
1.618 |
18,738 |
1.000 |
18,395 |
0.618 |
18,183 |
HIGH |
17,840 |
0.618 |
17,628 |
0.500 |
17,563 |
0.382 |
17,497 |
LOW |
17,285 |
0.618 |
16,942 |
1.000 |
16,730 |
1.618 |
16,387 |
2.618 |
15,832 |
4.250 |
14,926 |
|
|
Fisher Pivots for day following 30-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,563 |
17,668 |
PP |
17,520 |
17,590 |
S1 |
17,478 |
17,513 |
|