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 |
17,779 |
17,541 |
-238 |
-1.3% |
17,784 |
High |
17,807 |
17,766 |
-41 |
-0.2% |
17,980 |
Low |
17,500 |
17,516 |
16 |
0.1% |
17,701 |
Close |
17,542 |
17,574 |
32 |
0.2% |
17,953 |
Range |
307 |
250 |
-57 |
-18.6% |
279 |
ATR |
153 |
160 |
7 |
4.5% |
0 |
Volume |
202,703 |
197,607 |
-5,096 |
-2.5% |
571,269 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,369 |
18,221 |
17,712 |
|
R3 |
18,119 |
17,971 |
17,643 |
|
R2 |
17,869 |
17,869 |
17,620 |
|
R1 |
17,721 |
17,721 |
17,597 |
17,795 |
PP |
17,619 |
17,619 |
17,619 |
17,656 |
S1 |
17,471 |
17,471 |
17,551 |
17,545 |
S2 |
17,369 |
17,369 |
17,528 |
|
S3 |
17,119 |
17,221 |
17,505 |
|
S4 |
16,869 |
16,971 |
17,437 |
|
|
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% |
215 |
1.2% |
15% |
False |
False |
164,352 |
10 |
17,980 |
17,500 |
480 |
2.7% |
164 |
0.9% |
15% |
False |
False |
137,475 |
20 |
17,980 |
17,500 |
480 |
2.7% |
134 |
0.8% |
15% |
False |
False |
117,443 |
40 |
17,980 |
15,785 |
2,195 |
12.5% |
166 |
0.9% |
82% |
False |
False |
141,686 |
60 |
17,980 |
15,769 |
2,211 |
12.6% |
191 |
1.1% |
82% |
False |
False |
168,197 |
80 |
17,980 |
15,769 |
2,211 |
12.6% |
171 |
1.0% |
82% |
False |
False |
135,214 |
100 |
17,980 |
15,769 |
2,211 |
12.6% |
163 |
0.9% |
82% |
False |
False |
108,187 |
120 |
17,980 |
15,769 |
2,211 |
12.6% |
151 |
0.9% |
82% |
False |
False |
90,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,829 |
2.618 |
18,421 |
1.618 |
18,171 |
1.000 |
18,016 |
0.618 |
17,921 |
HIGH |
17,766 |
0.618 |
17,671 |
0.500 |
17,641 |
0.382 |
17,612 |
LOW |
17,516 |
0.618 |
17,362 |
1.000 |
17,266 |
1.618 |
17,112 |
2.618 |
16,862 |
4.250 |
16,454 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,641 |
17,687 |
PP |
17,619 |
17,649 |
S1 |
17,596 |
17,612 |
|