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 |
17,854 |
17,779 |
-75 |
-0.4% |
17,784 |
High |
17,873 |
17,807 |
-66 |
-0.4% |
17,980 |
Low |
17,623 |
17,500 |
-123 |
-0.7% |
17,701 |
Close |
17,780 |
17,542 |
-238 |
-1.3% |
17,953 |
Range |
250 |
307 |
57 |
22.8% |
279 |
ATR |
141 |
153 |
12 |
8.4% |
0 |
Volume |
186,001 |
202,703 |
16,702 |
9.0% |
571,269 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,537 |
18,347 |
17,711 |
|
R3 |
18,230 |
18,040 |
17,627 |
|
R2 |
17,923 |
17,923 |
17,598 |
|
R1 |
17,733 |
17,733 |
17,570 |
17,675 |
PP |
17,616 |
17,616 |
17,616 |
17,587 |
S1 |
17,426 |
17,426 |
17,514 |
17,368 |
S2 |
17,309 |
17,309 |
17,486 |
|
S3 |
17,002 |
17,119 |
17,458 |
|
S4 |
16,695 |
16,812 |
17,373 |
|
|
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 |
17,500 |
480 |
2.7% |
191 |
1.1% |
9% |
False |
True |
151,615 |
10 |
17,980 |
17,500 |
480 |
2.7% |
146 |
0.8% |
9% |
False |
True |
123,901 |
20 |
17,980 |
17,483 |
497 |
2.8% |
127 |
0.7% |
12% |
False |
False |
112,750 |
40 |
17,980 |
15,769 |
2,211 |
12.6% |
174 |
1.0% |
80% |
False |
False |
150,151 |
60 |
17,980 |
15,769 |
2,211 |
12.6% |
189 |
1.1% |
80% |
False |
False |
168,052 |
80 |
17,980 |
15,769 |
2,211 |
12.6% |
169 |
1.0% |
80% |
False |
False |
132,746 |
100 |
17,980 |
15,769 |
2,211 |
12.6% |
161 |
0.9% |
80% |
False |
False |
106,211 |
120 |
17,980 |
15,769 |
2,211 |
12.6% |
149 |
0.8% |
80% |
False |
False |
88,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,112 |
2.618 |
18,611 |
1.618 |
18,304 |
1.000 |
18,114 |
0.618 |
17,997 |
HIGH |
17,807 |
0.618 |
17,690 |
0.500 |
17,654 |
0.382 |
17,617 |
LOW |
17,500 |
0.618 |
17,310 |
1.000 |
17,193 |
1.618 |
17,003 |
2.618 |
16,696 |
4.250 |
16,195 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,654 |
17,732 |
PP |
17,616 |
17,668 |
S1 |
17,579 |
17,605 |
|