Trading Metrics calculated at close of trading on 12-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,541 |
17,559 |
18 |
0.1% |
17,953 |
High |
17,766 |
17,574 |
-192 |
-1.1% |
17,963 |
Low |
17,516 |
17,252 |
-264 |
-1.5% |
17,252 |
Close |
17,574 |
17,256 |
-318 |
-1.8% |
17,256 |
Range |
250 |
322 |
72 |
28.8% |
711 |
ATR |
160 |
172 |
12 |
7.2% |
0 |
Volume |
197,607 |
100,556 |
-97,051 |
-49.1% |
821,515 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,327 |
18,113 |
17,433 |
|
R3 |
18,005 |
17,791 |
17,345 |
|
R2 |
17,683 |
17,683 |
17,315 |
|
R1 |
17,469 |
17,469 |
17,286 |
17,415 |
PP |
17,361 |
17,361 |
17,361 |
17,334 |
S1 |
17,147 |
17,147 |
17,227 |
17,093 |
S2 |
17,039 |
17,039 |
17,197 |
|
S3 |
16,717 |
16,825 |
17,168 |
|
S4 |
16,395 |
16,503 |
17,079 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,623 |
19,151 |
17,647 |
|
R3 |
18,912 |
18,440 |
17,452 |
|
R2 |
18,201 |
18,201 |
17,386 |
|
R1 |
17,729 |
17,729 |
17,321 |
17,610 |
PP |
17,490 |
17,490 |
17,490 |
17,431 |
S1 |
17,018 |
17,018 |
17,191 |
16,899 |
S2 |
16,779 |
16,779 |
17,126 |
|
S3 |
16,068 |
16,307 |
17,061 |
|
S4 |
15,357 |
15,596 |
16,865 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,963 |
17,252 |
711 |
4.1% |
260 |
1.5% |
1% |
False |
True |
164,303 |
10 |
17,980 |
17,252 |
728 |
4.2% |
184 |
1.1% |
1% |
False |
True |
139,278 |
20 |
17,980 |
17,252 |
728 |
4.2% |
145 |
0.8% |
1% |
False |
True |
115,673 |
40 |
17,980 |
16,020 |
1,960 |
11.4% |
165 |
1.0% |
63% |
False |
False |
133,443 |
60 |
17,980 |
15,769 |
2,211 |
12.8% |
195 |
1.1% |
67% |
False |
False |
167,821 |
80 |
17,980 |
15,769 |
2,211 |
12.8% |
174 |
1.0% |
67% |
False |
False |
136,462 |
100 |
17,980 |
15,769 |
2,211 |
12.8% |
165 |
1.0% |
67% |
False |
False |
109,192 |
120 |
17,980 |
15,769 |
2,211 |
12.8% |
152 |
0.9% |
67% |
False |
False |
90,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,943 |
2.618 |
18,417 |
1.618 |
18,095 |
1.000 |
17,896 |
0.618 |
17,773 |
HIGH |
17,574 |
0.618 |
17,451 |
0.500 |
17,413 |
0.382 |
17,375 |
LOW |
17,252 |
0.618 |
17,053 |
1.000 |
16,930 |
1.618 |
16,731 |
2.618 |
16,409 |
4.250 |
15,884 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,413 |
17,530 |
PP |
17,361 |
17,438 |
S1 |
17,308 |
17,347 |
|