Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,880 |
17,928 |
48 |
0.3% |
17,640 |
High |
17,940 |
17,960 |
20 |
0.1% |
17,960 |
Low |
17,880 |
17,928 |
48 |
0.3% |
17,640 |
Close |
17,903 |
17,929 |
26 |
0.1% |
17,929 |
Range |
60 |
32 |
-28 |
-46.7% |
320 |
ATR |
141 |
135 |
-6 |
-4.3% |
0 |
Volume |
67 |
58 |
-9 |
-13.4% |
165 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,035 |
18,014 |
17,947 |
|
R3 |
18,003 |
17,982 |
17,938 |
|
R2 |
17,971 |
17,971 |
17,935 |
|
R1 |
17,950 |
17,950 |
17,932 |
17,961 |
PP |
17,939 |
17,939 |
17,939 |
17,944 |
S1 |
17,918 |
17,918 |
17,926 |
17,929 |
S2 |
17,907 |
17,907 |
17,923 |
|
S3 |
17,875 |
17,886 |
17,920 |
|
S4 |
17,843 |
17,854 |
17,912 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,803 |
18,686 |
18,105 |
|
R3 |
18,483 |
18,366 |
18,017 |
|
R2 |
18,163 |
18,163 |
17,988 |
|
R1 |
18,046 |
18,046 |
17,958 |
18,105 |
PP |
17,843 |
17,843 |
17,843 |
17,872 |
S1 |
17,726 |
17,726 |
17,900 |
17,785 |
S2 |
17,523 |
17,523 |
17,870 |
|
S3 |
17,203 |
17,406 |
17,841 |
|
S4 |
16,883 |
17,086 |
17,753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,960 |
17,591 |
369 |
2.1% |
99 |
0.6% |
92% |
True |
False |
48 |
10 |
17,960 |
16,921 |
1,039 |
5.8% |
181 |
1.0% |
97% |
True |
False |
41 |
20 |
17,960 |
16,921 |
1,039 |
5.8% |
114 |
0.6% |
97% |
True |
False |
21 |
40 |
17,960 |
16,710 |
1,250 |
7.0% |
70 |
0.4% |
98% |
True |
False |
12 |
60 |
17,960 |
15,850 |
2,110 |
11.8% |
68 |
0.4% |
99% |
True |
False |
12 |
80 |
17,960 |
15,850 |
2,110 |
11.8% |
51 |
0.3% |
99% |
True |
False |
9 |
100 |
17,960 |
15,850 |
2,110 |
11.8% |
44 |
0.2% |
99% |
True |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,096 |
2.618 |
18,044 |
1.618 |
18,012 |
1.000 |
17,992 |
0.618 |
17,980 |
HIGH |
17,960 |
0.618 |
17,948 |
0.500 |
17,944 |
0.382 |
17,940 |
LOW |
17,928 |
0.618 |
17,908 |
1.000 |
17,896 |
1.618 |
17,876 |
2.618 |
17,844 |
4.250 |
17,792 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,944 |
17,920 |
PP |
17,939 |
17,910 |
S1 |
17,934 |
17,901 |
|