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 |
17,873 |
17,876 |
3 |
0.0% |
17,640 |
High |
17,873 |
17,878 |
5 |
0.0% |
17,960 |
Low |
17,844 |
17,669 |
-175 |
-1.0% |
17,640 |
Close |
17,858 |
17,669 |
-189 |
-1.1% |
17,929 |
Range |
29 |
209 |
180 |
620.7% |
320 |
ATR |
126 |
132 |
6 |
4.7% |
0 |
Volume |
7 |
12 |
5 |
71.4% |
165 |
|
Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,366 |
18,226 |
17,784 |
|
R3 |
18,157 |
18,017 |
17,727 |
|
R2 |
17,948 |
17,948 |
17,707 |
|
R1 |
17,808 |
17,808 |
17,688 |
17,774 |
PP |
17,739 |
17,739 |
17,739 |
17,721 |
S1 |
17,599 |
17,599 |
17,650 |
17,565 |
S2 |
17,530 |
17,530 |
17,631 |
|
S3 |
17,321 |
17,390 |
17,612 |
|
S4 |
17,112 |
17,181 |
17,554 |
|
|
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 |
17,669 |
291 |
1.6% |
84 |
0.5% |
0% |
False |
True |
38 |
10 |
17,960 |
16,963 |
997 |
5.6% |
149 |
0.8% |
71% |
False |
False |
42 |
20 |
17,960 |
16,921 |
1,039 |
5.9% |
131 |
0.7% |
72% |
False |
False |
25 |
40 |
17,960 |
16,921 |
1,039 |
5.9% |
70 |
0.4% |
72% |
False |
False |
13 |
60 |
17,960 |
15,850 |
2,110 |
11.9% |
70 |
0.4% |
86% |
False |
False |
13 |
80 |
17,960 |
15,850 |
2,110 |
11.9% |
55 |
0.3% |
86% |
False |
False |
10 |
100 |
17,960 |
15,850 |
2,110 |
11.9% |
45 |
0.3% |
86% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,766 |
2.618 |
18,425 |
1.618 |
18,216 |
1.000 |
18,087 |
0.618 |
18,007 |
HIGH |
17,878 |
0.618 |
17,798 |
0.500 |
17,774 |
0.382 |
17,749 |
LOW |
17,669 |
0.618 |
17,540 |
1.000 |
17,460 |
1.618 |
17,331 |
2.618 |
17,122 |
4.250 |
16,781 |
|
|
Fisher Pivots for day following 31-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,774 |
17,815 |
PP |
17,739 |
17,766 |
S1 |
17,704 |
17,718 |
|