Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,755 |
17,620 |
-135 |
-0.8% |
17,490 |
High |
17,905 |
17,640 |
-265 |
-1.5% |
18,115 |
Low |
17,320 |
17,055 |
-265 |
-1.5% |
17,350 |
Close |
17,625 |
17,165 |
-460 |
-2.6% |
18,050 |
Range |
585 |
585 |
0 |
0.0% |
765 |
ATR |
350 |
367 |
17 |
4.8% |
0 |
Volume |
59,088 |
49,026 |
-10,062 |
-17.0% |
80,835 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,042 |
18,688 |
17,487 |
|
R3 |
18,457 |
18,103 |
17,326 |
|
R2 |
17,872 |
17,872 |
17,272 |
|
R1 |
17,518 |
17,518 |
17,219 |
17,403 |
PP |
17,287 |
17,287 |
17,287 |
17,229 |
S1 |
16,933 |
16,933 |
17,112 |
16,818 |
S2 |
16,702 |
16,702 |
17,058 |
|
S3 |
16,117 |
16,348 |
17,004 |
|
S4 |
15,532 |
15,763 |
16,843 |
|
|
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 |
17,055 |
1,060 |
6.2% |
420 |
2.4% |
10% |
False |
True |
36,570 |
10 |
18,115 |
17,055 |
1,060 |
6.2% |
348 |
2.0% |
10% |
False |
True |
25,194 |
20 |
18,115 |
16,910 |
1,205 |
7.0% |
347 |
2.0% |
21% |
False |
False |
21,280 |
40 |
18,115 |
14,400 |
3,715 |
21.6% |
379 |
2.2% |
74% |
False |
False |
23,583 |
60 |
18,115 |
14,400 |
3,715 |
21.6% |
356 |
2.1% |
74% |
False |
False |
21,581 |
80 |
18,115 |
14,400 |
3,715 |
21.6% |
304 |
1.8% |
74% |
False |
False |
17,993 |
100 |
18,115 |
14,400 |
3,715 |
21.6% |
265 |
1.5% |
74% |
False |
False |
14,397 |
120 |
18,115 |
14,400 |
3,715 |
21.6% |
225 |
1.3% |
74% |
False |
False |
11,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,126 |
2.618 |
19,172 |
1.618 |
18,587 |
1.000 |
18,225 |
0.618 |
18,002 |
HIGH |
17,640 |
0.618 |
17,417 |
0.500 |
17,348 |
0.382 |
17,279 |
LOW |
17,055 |
0.618 |
16,694 |
1.000 |
16,470 |
1.618 |
16,109 |
2.618 |
15,524 |
4.250 |
14,569 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,348 |
17,573 |
PP |
17,287 |
17,437 |
S1 |
17,226 |
17,301 |
|