Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,640 |
17,841 |
201 |
1.1% |
17,100 |
High |
17,813 |
17,915 |
102 |
0.6% |
17,746 |
Low |
17,640 |
17,841 |
201 |
1.1% |
16,921 |
Close |
17,813 |
17,887 |
74 |
0.4% |
17,677 |
Range |
173 |
74 |
-99 |
-57.2% |
825 |
ATR |
151 |
147 |
-3 |
-2.3% |
0 |
Volume |
31 |
9 |
-22 |
-71.0% |
229 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,103 |
18,069 |
17,928 |
|
R3 |
18,029 |
17,995 |
17,907 |
|
R2 |
17,955 |
17,955 |
17,901 |
|
R1 |
17,921 |
17,921 |
17,894 |
17,938 |
PP |
17,881 |
17,881 |
17,881 |
17,890 |
S1 |
17,847 |
17,847 |
17,880 |
17,864 |
S2 |
17,807 |
17,807 |
17,874 |
|
S3 |
17,733 |
17,773 |
17,867 |
|
S4 |
17,659 |
17,699 |
17,846 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,923 |
19,625 |
18,131 |
|
R3 |
19,098 |
18,800 |
17,904 |
|
R2 |
18,273 |
18,273 |
17,828 |
|
R1 |
17,975 |
17,975 |
17,753 |
18,124 |
PP |
17,448 |
17,448 |
17,448 |
17,523 |
S1 |
17,150 |
17,150 |
17,602 |
17,299 |
S2 |
16,623 |
16,623 |
17,526 |
|
S3 |
15,798 |
16,325 |
17,450 |
|
S4 |
14,973 |
15,500 |
17,223 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,915 |
16,963 |
952 |
5.3% |
215 |
1.2% |
97% |
True |
False |
46 |
10 |
17,915 |
16,921 |
994 |
5.6% |
197 |
1.1% |
97% |
True |
False |
30 |
20 |
17,915 |
16,921 |
994 |
5.6% |
110 |
0.6% |
97% |
True |
False |
15 |
40 |
17,915 |
16,650 |
1,265 |
7.1% |
72 |
0.4% |
98% |
True |
False |
10 |
60 |
17,915 |
15,850 |
2,065 |
11.5% |
67 |
0.4% |
99% |
True |
False |
10 |
80 |
17,915 |
15,850 |
2,065 |
11.5% |
50 |
0.3% |
99% |
True |
False |
7 |
100 |
17,915 |
15,850 |
2,065 |
11.5% |
43 |
0.2% |
99% |
True |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,230 |
2.618 |
18,109 |
1.618 |
18,035 |
1.000 |
17,989 |
0.618 |
17,961 |
HIGH |
17,915 |
0.618 |
17,887 |
0.500 |
17,878 |
0.382 |
17,869 |
LOW |
17,841 |
0.618 |
17,795 |
1.000 |
17,767 |
1.618 |
17,721 |
2.618 |
17,647 |
4.250 |
17,527 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,884 |
17,842 |
PP |
17,881 |
17,798 |
S1 |
17,878 |
17,753 |
|