Trading Metrics calculated at close of trading on 11-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,620 |
17,100 |
-520 |
-3.0% |
17,490 |
High |
17,640 |
17,550 |
-90 |
-0.5% |
18,115 |
Low |
17,055 |
17,040 |
-15 |
-0.1% |
17,350 |
Close |
17,165 |
17,275 |
110 |
0.6% |
18,050 |
Range |
585 |
510 |
-75 |
-12.8% |
765 |
ATR |
367 |
377 |
10 |
2.8% |
0 |
Volume |
49,026 |
8,219 |
-40,807 |
-83.2% |
80,835 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,818 |
18,557 |
17,556 |
|
R3 |
18,308 |
18,047 |
17,415 |
|
R2 |
17,798 |
17,798 |
17,369 |
|
R1 |
17,537 |
17,537 |
17,322 |
17,668 |
PP |
17,288 |
17,288 |
17,288 |
17,354 |
S1 |
17,027 |
17,027 |
17,228 |
17,158 |
S2 |
16,778 |
16,778 |
17,182 |
|
S3 |
16,268 |
16,517 |
17,135 |
|
S4 |
15,758 |
16,007 |
16,995 |
|
|
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 |
17,040 |
1,075 |
6.2% |
483 |
2.8% |
22% |
False |
True |
34,817 |
10 |
18,115 |
17,040 |
1,075 |
6.2% |
386 |
2.2% |
22% |
False |
True |
25,291 |
20 |
18,115 |
16,910 |
1,205 |
7.0% |
352 |
2.0% |
30% |
False |
False |
20,497 |
40 |
18,115 |
14,400 |
3,715 |
21.5% |
376 |
2.2% |
77% |
False |
False |
22,760 |
60 |
18,115 |
14,400 |
3,715 |
21.5% |
361 |
2.1% |
77% |
False |
False |
21,515 |
80 |
18,115 |
14,400 |
3,715 |
21.5% |
310 |
1.8% |
77% |
False |
False |
18,095 |
100 |
18,115 |
14,400 |
3,715 |
21.5% |
270 |
1.6% |
77% |
False |
False |
14,479 |
120 |
18,115 |
14,400 |
3,715 |
21.5% |
229 |
1.3% |
77% |
False |
False |
12,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,718 |
2.618 |
18,885 |
1.618 |
18,375 |
1.000 |
18,060 |
0.618 |
17,865 |
HIGH |
17,550 |
0.618 |
17,355 |
0.500 |
17,295 |
0.382 |
17,235 |
LOW |
17,040 |
0.618 |
16,725 |
1.000 |
16,530 |
1.618 |
16,215 |
2.618 |
15,705 |
4.250 |
14,873 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,295 |
17,473 |
PP |
17,288 |
17,407 |
S1 |
17,282 |
17,341 |
|