Trading Metrics calculated at close of trading on 24-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,841 |
17,880 |
39 |
0.2% |
17,100 |
High |
17,915 |
17,940 |
25 |
0.1% |
17,746 |
Low |
17,841 |
17,880 |
39 |
0.2% |
16,921 |
Close |
17,887 |
17,903 |
16 |
0.1% |
17,677 |
Range |
74 |
60 |
-14 |
-18.9% |
825 |
ATR |
147 |
141 |
-6 |
-4.2% |
0 |
Volume |
9 |
67 |
58 |
644.4% |
229 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,088 |
18,055 |
17,936 |
|
R3 |
18,028 |
17,995 |
17,920 |
|
R2 |
17,968 |
17,968 |
17,914 |
|
R1 |
17,935 |
17,935 |
17,909 |
17,952 |
PP |
17,908 |
17,908 |
17,908 |
17,916 |
S1 |
17,875 |
17,875 |
17,898 |
17,892 |
S2 |
17,848 |
17,848 |
17,892 |
|
S3 |
17,788 |
17,815 |
17,887 |
|
S4 |
17,728 |
17,755 |
17,870 |
|
|
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 |
17,940 |
17,214 |
726 |
4.1% |
178 |
1.0% |
95% |
True |
False |
42 |
10 |
17,940 |
16,921 |
1,019 |
5.7% |
193 |
1.1% |
96% |
True |
False |
36 |
20 |
17,940 |
16,921 |
1,019 |
5.7% |
113 |
0.6% |
96% |
True |
False |
19 |
40 |
17,940 |
16,680 |
1,260 |
7.0% |
71 |
0.4% |
97% |
True |
False |
11 |
60 |
17,940 |
15,850 |
2,090 |
11.7% |
68 |
0.4% |
98% |
True |
False |
11 |
80 |
17,940 |
15,850 |
2,090 |
11.7% |
51 |
0.3% |
98% |
True |
False |
8 |
100 |
17,940 |
15,850 |
2,090 |
11.7% |
44 |
0.2% |
98% |
True |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,195 |
2.618 |
18,097 |
1.618 |
18,037 |
1.000 |
18,000 |
0.618 |
17,977 |
HIGH |
17,940 |
0.618 |
17,917 |
0.500 |
17,910 |
0.382 |
17,903 |
LOW |
17,880 |
0.618 |
17,843 |
1.000 |
17,820 |
1.618 |
17,783 |
2.618 |
17,723 |
4.250 |
17,625 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,910 |
17,865 |
PP |
17,908 |
17,828 |
S1 |
17,905 |
17,790 |
|