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 |
17,924 |
17,873 |
-51 |
-0.3% |
17,640 |
High |
17,960 |
17,873 |
-87 |
-0.5% |
17,960 |
Low |
17,873 |
17,844 |
-29 |
-0.2% |
17,640 |
Close |
17,899 |
17,858 |
-41 |
-0.2% |
17,929 |
Range |
87 |
29 |
-58 |
-66.7% |
320 |
ATR |
132 |
126 |
-5 |
-4.2% |
0 |
Volume |
48 |
7 |
-41 |
-85.4% |
165 |
|
Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,945 |
17,931 |
17,874 |
|
R3 |
17,916 |
17,902 |
17,866 |
|
R2 |
17,887 |
17,887 |
17,863 |
|
R1 |
17,873 |
17,873 |
17,861 |
17,866 |
PP |
17,858 |
17,858 |
17,858 |
17,855 |
S1 |
17,844 |
17,844 |
17,855 |
17,837 |
S2 |
17,829 |
17,829 |
17,853 |
|
S3 |
17,800 |
17,815 |
17,850 |
|
S4 |
17,771 |
17,786 |
17,842 |
|
|
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 |
17,841 |
119 |
0.7% |
57 |
0.3% |
14% |
False |
False |
37 |
10 |
17,960 |
16,921 |
1,039 |
5.8% |
142 |
0.8% |
90% |
False |
False |
44 |
20 |
17,960 |
16,921 |
1,039 |
5.8% |
120 |
0.7% |
90% |
False |
False |
24 |
40 |
17,960 |
16,921 |
1,039 |
5.8% |
65 |
0.4% |
90% |
False |
False |
13 |
60 |
17,960 |
15,850 |
2,110 |
11.8% |
67 |
0.4% |
95% |
False |
False |
12 |
80 |
17,960 |
15,850 |
2,110 |
11.8% |
53 |
0.3% |
95% |
False |
False |
9 |
100 |
17,960 |
15,850 |
2,110 |
11.8% |
45 |
0.3% |
95% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,996 |
2.618 |
17,949 |
1.618 |
17,920 |
1.000 |
17,902 |
0.618 |
17,891 |
HIGH |
17,873 |
0.618 |
17,862 |
0.500 |
17,859 |
0.382 |
17,855 |
LOW |
17,844 |
0.618 |
17,826 |
1.000 |
17,815 |
1.618 |
17,797 |
2.618 |
17,768 |
4.250 |
17,721 |
|
|
Fisher Pivots for day following 30-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,859 |
17,902 |
PP |
17,858 |
17,887 |
S1 |
17,858 |
17,873 |
|