| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
17,988 |
18,024 |
36 |
0.2% |
17,741 |
| High |
18,051 |
18,036 |
-15 |
-0.1% |
18,051 |
| Low |
17,988 |
17,941 |
-47 |
-0.3% |
17,741 |
| Close |
18,012 |
17,982 |
-30 |
-0.2% |
18,012 |
| Range |
63 |
95 |
32 |
50.8% |
310 |
| ATR |
185 |
179 |
-6 |
-3.5% |
0 |
| Volume |
23,865 |
56,821 |
32,956 |
138.1% |
208,901 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,271 |
18,222 |
18,034 |
|
| R3 |
18,176 |
18,127 |
18,008 |
|
| R2 |
18,081 |
18,081 |
18,000 |
|
| R1 |
18,032 |
18,032 |
17,991 |
18,009 |
| PP |
17,986 |
17,986 |
17,986 |
17,975 |
| S1 |
17,937 |
17,937 |
17,973 |
17,914 |
| S2 |
17,891 |
17,891 |
17,965 |
|
| S3 |
17,796 |
17,842 |
17,956 |
|
| S4 |
17,701 |
17,747 |
17,930 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,865 |
18,748 |
18,183 |
|
| R3 |
18,555 |
18,438 |
18,097 |
|
| R2 |
18,245 |
18,245 |
18,069 |
|
| R1 |
18,128 |
18,128 |
18,041 |
18,187 |
| PP |
17,935 |
17,935 |
17,935 |
17,964 |
| S1 |
17,818 |
17,818 |
17,984 |
17,877 |
| S2 |
17,625 |
17,625 |
17,955 |
|
| S3 |
17,315 |
17,508 |
17,927 |
|
| S4 |
17,005 |
17,198 |
17,842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,051 |
17,741 |
310 |
1.7% |
108 |
0.6% |
78% |
False |
False |
53,144 |
| 10 |
18,051 |
16,974 |
1,077 |
6.0% |
217 |
1.2% |
94% |
False |
False |
154,286 |
| 20 |
18,051 |
16,974 |
1,077 |
6.0% |
199 |
1.1% |
94% |
False |
False |
91,729 |
| 40 |
18,051 |
16,974 |
1,077 |
6.0% |
149 |
0.8% |
94% |
False |
False |
45,954 |
| 60 |
18,051 |
15,740 |
2,311 |
12.9% |
176 |
1.0% |
97% |
False |
False |
30,644 |
| 80 |
18,051 |
15,740 |
2,311 |
12.9% |
157 |
0.9% |
97% |
False |
False |
22,985 |
| 100 |
18,051 |
15,740 |
2,311 |
12.9% |
131 |
0.7% |
97% |
False |
False |
18,389 |
| 120 |
18,051 |
15,740 |
2,311 |
12.9% |
113 |
0.6% |
97% |
False |
False |
15,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,440 |
|
2.618 |
18,285 |
|
1.618 |
18,190 |
|
1.000 |
18,131 |
|
0.618 |
18,095 |
|
HIGH |
18,036 |
|
0.618 |
18,000 |
|
0.500 |
17,989 |
|
0.382 |
17,977 |
|
LOW |
17,941 |
|
0.618 |
17,882 |
|
1.000 |
17,846 |
|
1.618 |
17,787 |
|
2.618 |
17,692 |
|
4.250 |
17,537 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,989 |
17,996 |
| PP |
17,986 |
17,991 |
| S1 |
17,984 |
17,987 |
|