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 |
17,971.51 |
18,035.73 |
64.22 |
0.4% |
17,285.74 |
High |
18,069.22 |
18,086.24 |
17.02 |
0.1% |
17,874.03 |
Low |
17,970.16 |
18,027.78 |
57.62 |
0.3% |
17,067.59 |
Close |
18,024.17 |
18,030.21 |
6.04 |
0.0% |
17,804.80 |
Range |
99.06 |
58.46 |
-40.60 |
-41.0% |
806.44 |
ATR |
190.06 |
180.92 |
-9.14 |
-4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,223.46 |
18,185.29 |
18,062.36 |
|
R3 |
18,165.00 |
18,126.83 |
18,046.29 |
|
R2 |
18,106.54 |
18,106.54 |
18,040.93 |
|
R1 |
18,068.37 |
18,068.37 |
18,035.57 |
18,058.23 |
PP |
18,048.08 |
18,048.08 |
18,048.08 |
18,043.00 |
S1 |
18,009.91 |
18,009.91 |
18,024.85 |
17,999.77 |
S2 |
17,989.62 |
17,989.62 |
18,019.49 |
|
S3 |
17,931.16 |
17,951.45 |
18,014.13 |
|
S4 |
17,872.70 |
17,892.99 |
17,998.06 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,001.46 |
19,709.57 |
18,248.34 |
|
R3 |
19,195.02 |
18,903.13 |
18,026.57 |
|
R2 |
18,388.58 |
18,388.58 |
17,952.65 |
|
R1 |
18,096.69 |
18,096.69 |
17,878.72 |
18,242.64 |
PP |
17,582.14 |
17,582.14 |
17,582.14 |
17,655.11 |
S1 |
17,290.25 |
17,290.25 |
17,730.88 |
17,436.20 |
S2 |
16,775.70 |
16,775.70 |
17,656.95 |
|
S3 |
15,969.26 |
16,483.81 |
17,583.03 |
|
S4 |
15,162.82 |
15,677.37 |
17,361.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,086.24 |
17,367.85 |
718.39 |
4.0% |
169.22 |
0.9% |
92% |
True |
False |
|
10 |
18,086.24 |
17,067.59 |
1,018.65 |
5.6% |
234.78 |
1.3% |
94% |
True |
False |
|
20 |
18,086.24 |
17,067.59 |
1,018.65 |
5.6% |
181.94 |
1.0% |
94% |
True |
False |
|
40 |
18,086.24 |
16,895.38 |
1,190.86 |
6.6% |
146.20 |
0.8% |
95% |
True |
False |
|
60 |
18,086.24 |
15,855.12 |
2,231.12 |
12.4% |
178.10 |
1.0% |
97% |
True |
False |
|
80 |
18,086.24 |
15,855.12 |
2,231.12 |
12.4% |
166.32 |
0.9% |
97% |
True |
False |
|
100 |
18,086.24 |
15,855.12 |
2,231.12 |
12.4% |
155.31 |
0.9% |
97% |
True |
False |
|
120 |
18,086.24 |
15,855.12 |
2,231.12 |
12.4% |
151.82 |
0.8% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,334.70 |
2.618 |
18,239.29 |
1.618 |
18,180.83 |
1.000 |
18,144.70 |
0.618 |
18,122.37 |
HIGH |
18,086.24 |
0.618 |
18,063.91 |
0.500 |
18,057.01 |
0.382 |
18,050.11 |
LOW |
18,027.78 |
0.618 |
17,991.65 |
1.000 |
17,969.32 |
1.618 |
17,933.19 |
2.618 |
17,874.73 |
4.250 |
17,779.33 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
18,057.01 |
18,003.22 |
PP |
18,048.08 |
17,976.23 |
S1 |
18,039.14 |
17,949.25 |
|