Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
18,085 |
17,755 |
-330 |
-1.8% |
17,490 |
High |
18,090 |
17,905 |
-185 |
-1.0% |
18,115 |
Low |
17,695 |
17,320 |
-375 |
-2.1% |
17,350 |
Close |
17,745 |
17,625 |
-120 |
-0.7% |
18,050 |
Range |
395 |
585 |
190 |
48.1% |
765 |
ATR |
332 |
350 |
18 |
5.5% |
0 |
Volume |
41,023 |
59,088 |
18,065 |
44.0% |
80,835 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,372 |
19,083 |
17,947 |
|
R3 |
18,787 |
18,498 |
17,786 |
|
R2 |
18,202 |
18,202 |
17,732 |
|
R1 |
17,913 |
17,913 |
17,679 |
17,765 |
PP |
17,617 |
17,617 |
17,617 |
17,543 |
S1 |
17,328 |
17,328 |
17,572 |
17,180 |
S2 |
17,032 |
17,032 |
17,518 |
|
S3 |
16,447 |
16,743 |
17,464 |
|
S4 |
15,862 |
16,158 |
17,303 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,133 |
19,857 |
18,471 |
|
R3 |
19,368 |
19,092 |
18,261 |
|
R2 |
18,603 |
18,603 |
18,190 |
|
R1 |
18,327 |
18,327 |
18,120 |
18,465 |
PP |
17,838 |
17,838 |
17,838 |
17,908 |
S1 |
17,562 |
17,562 |
17,980 |
17,700 |
S2 |
17,073 |
17,073 |
17,910 |
|
S3 |
16,308 |
16,797 |
17,840 |
|
S4 |
15,543 |
16,032 |
17,629 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,115 |
17,320 |
795 |
4.5% |
347 |
2.0% |
38% |
False |
True |
29,466 |
10 |
18,115 |
17,195 |
920 |
5.2% |
311 |
1.8% |
47% |
False |
False |
21,450 |
20 |
18,115 |
16,900 |
1,215 |
6.9% |
342 |
1.9% |
60% |
False |
False |
19,855 |
40 |
18,115 |
14,400 |
3,715 |
21.1% |
372 |
2.1% |
87% |
False |
False |
22,974 |
60 |
18,115 |
14,400 |
3,715 |
21.1% |
349 |
2.0% |
87% |
False |
False |
20,957 |
80 |
18,115 |
14,400 |
3,715 |
21.1% |
298 |
1.7% |
87% |
False |
False |
17,380 |
100 |
18,115 |
14,400 |
3,715 |
21.1% |
260 |
1.5% |
87% |
False |
False |
13,907 |
120 |
18,115 |
14,400 |
3,715 |
21.1% |
220 |
1.2% |
87% |
False |
False |
11,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,391 |
2.618 |
19,437 |
1.618 |
18,852 |
1.000 |
18,490 |
0.618 |
18,267 |
HIGH |
17,905 |
0.618 |
17,682 |
0.500 |
17,613 |
0.382 |
17,544 |
LOW |
17,320 |
0.618 |
16,959 |
1.000 |
16,735 |
1.618 |
16,374 |
2.618 |
15,789 |
4.250 |
14,834 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,621 |
17,718 |
PP |
17,617 |
17,687 |
S1 |
17,613 |
17,656 |
|