Trading Metrics calculated at close of trading on 31-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,835 |
17,430 |
-405 |
-2.3% |
17,795 |
High |
17,840 |
17,505 |
-335 |
-1.9% |
18,045 |
Low |
17,285 |
17,335 |
50 |
0.3% |
17,650 |
Close |
17,435 |
17,400 |
-35 |
-0.2% |
18,010 |
Range |
555 |
170 |
-385 |
-69.4% |
395 |
ATR |
360 |
347 |
-14 |
-3.8% |
0 |
Volume |
14,523 |
7,341 |
-7,182 |
-49.5% |
18,443 |
|
Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,923 |
17,832 |
17,494 |
|
R3 |
17,753 |
17,662 |
17,447 |
|
R2 |
17,583 |
17,583 |
17,431 |
|
R1 |
17,492 |
17,492 |
17,416 |
17,453 |
PP |
17,413 |
17,413 |
17,413 |
17,394 |
S1 |
17,322 |
17,322 |
17,385 |
17,283 |
S2 |
17,243 |
17,243 |
17,369 |
|
S3 |
17,073 |
17,152 |
17,353 |
|
S4 |
16,903 |
16,982 |
17,307 |
|
|
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% |
301 |
1.7% |
15% |
False |
False |
7,679 |
10 |
18,050 |
16,665 |
1,385 |
8.0% |
332 |
1.9% |
53% |
False |
False |
10,717 |
20 |
18,205 |
16,525 |
1,680 |
9.7% |
382 |
2.2% |
52% |
False |
False |
16,553 |
40 |
18,205 |
16,525 |
1,680 |
9.7% |
325 |
1.9% |
52% |
False |
False |
8,500 |
60 |
18,205 |
14,600 |
3,605 |
20.7% |
293 |
1.7% |
78% |
False |
False |
5,708 |
80 |
18,205 |
14,600 |
3,605 |
20.7% |
229 |
1.3% |
78% |
False |
False |
4,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,228 |
2.618 |
17,950 |
1.618 |
17,780 |
1.000 |
17,675 |
0.618 |
17,610 |
HIGH |
17,505 |
0.618 |
17,440 |
0.500 |
17,420 |
0.382 |
17,400 |
LOW |
17,335 |
0.618 |
17,230 |
1.000 |
17,165 |
1.618 |
17,060 |
2.618 |
16,890 |
4.250 |
16,613 |
|
|
Fisher Pivots for day following 31-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,420 |
17,668 |
PP |
17,413 |
17,578 |
S1 |
17,407 |
17,489 |
|