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 |
17,953 |
17,854 |
-99 |
-0.6% |
17,784 |
High |
17,963 |
17,873 |
-90 |
-0.5% |
17,980 |
Low |
17,793 |
17,623 |
-170 |
-1.0% |
17,701 |
Close |
17,851 |
17,780 |
-71 |
-0.4% |
17,953 |
Range |
170 |
250 |
80 |
47.1% |
279 |
ATR |
133 |
141 |
8 |
6.3% |
0 |
Volume |
134,648 |
186,001 |
51,353 |
38.1% |
571,269 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,509 |
18,394 |
17,918 |
|
R3 |
18,259 |
18,144 |
17,849 |
|
R2 |
18,009 |
18,009 |
17,826 |
|
R1 |
17,894 |
17,894 |
17,803 |
17,827 |
PP |
17,759 |
17,759 |
17,759 |
17,725 |
S1 |
17,644 |
17,644 |
17,757 |
17,577 |
S2 |
17,509 |
17,509 |
17,734 |
|
S3 |
17,259 |
17,394 |
17,711 |
|
S4 |
17,009 |
17,144 |
17,643 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,715 |
18,613 |
18,107 |
|
R3 |
18,436 |
18,334 |
18,030 |
|
R2 |
18,157 |
18,157 |
18,004 |
|
R1 |
18,055 |
18,055 |
17,979 |
18,106 |
PP |
17,878 |
17,878 |
17,878 |
17,904 |
S1 |
17,776 |
17,776 |
17,928 |
17,827 |
S2 |
17,599 |
17,599 |
17,902 |
|
S3 |
17,320 |
17,497 |
17,876 |
|
S4 |
17,041 |
17,218 |
17,800 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,980 |
17,623 |
357 |
2.0% |
145 |
0.8% |
44% |
False |
True |
128,030 |
10 |
17,980 |
17,623 |
357 |
2.0% |
123 |
0.7% |
44% |
False |
True |
111,614 |
20 |
17,980 |
17,483 |
497 |
2.8% |
115 |
0.6% |
60% |
False |
False |
106,145 |
40 |
17,980 |
15,769 |
2,211 |
12.4% |
171 |
1.0% |
91% |
False |
False |
152,697 |
60 |
17,980 |
15,769 |
2,211 |
12.4% |
188 |
1.1% |
91% |
False |
False |
167,622 |
80 |
17,980 |
15,769 |
2,211 |
12.4% |
167 |
0.9% |
91% |
False |
False |
130,215 |
100 |
17,980 |
15,769 |
2,211 |
12.4% |
159 |
0.9% |
91% |
False |
False |
104,184 |
120 |
17,980 |
15,769 |
2,211 |
12.4% |
147 |
0.8% |
91% |
False |
False |
86,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,936 |
2.618 |
18,528 |
1.618 |
18,278 |
1.000 |
18,123 |
0.618 |
18,028 |
HIGH |
17,873 |
0.618 |
17,778 |
0.500 |
17,748 |
0.382 |
17,719 |
LOW |
17,623 |
0.618 |
17,469 |
1.000 |
17,373 |
1.618 |
17,219 |
2.618 |
16,969 |
4.250 |
16,561 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,769 |
17,802 |
PP |
17,759 |
17,794 |
S1 |
17,748 |
17,787 |
|