Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,559 |
17,257 |
-302 |
-1.7% |
17,953 |
High |
17,574 |
17,410 |
-164 |
-0.9% |
17,963 |
Low |
17,252 |
17,116 |
-136 |
-0.8% |
17,252 |
Close |
17,256 |
17,190 |
-66 |
-0.4% |
17,256 |
Range |
322 |
294 |
-28 |
-8.7% |
711 |
ATR |
172 |
180 |
9 |
5.1% |
0 |
Volume |
100,556 |
68,005 |
-32,551 |
-32.4% |
821,515 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,121 |
17,949 |
17,352 |
|
R3 |
17,827 |
17,655 |
17,271 |
|
R2 |
17,533 |
17,533 |
17,244 |
|
R1 |
17,361 |
17,361 |
17,217 |
17,300 |
PP |
17,239 |
17,239 |
17,239 |
17,208 |
S1 |
17,067 |
17,067 |
17,163 |
17,006 |
S2 |
16,945 |
16,945 |
17,136 |
|
S3 |
16,651 |
16,773 |
17,109 |
|
S4 |
16,357 |
16,479 |
17,028 |
|
|
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 |
17,873 |
17,116 |
757 |
4.4% |
285 |
1.7% |
10% |
False |
True |
150,974 |
10 |
17,980 |
17,116 |
864 |
5.0% |
203 |
1.2% |
9% |
False |
True |
132,116 |
20 |
17,980 |
17,116 |
864 |
5.0% |
156 |
0.9% |
9% |
False |
True |
114,429 |
40 |
17,980 |
16,163 |
1,817 |
10.6% |
165 |
1.0% |
57% |
False |
False |
128,474 |
60 |
17,980 |
15,769 |
2,211 |
12.9% |
198 |
1.1% |
64% |
False |
False |
166,663 |
80 |
17,980 |
15,769 |
2,211 |
12.9% |
176 |
1.0% |
64% |
False |
False |
137,301 |
100 |
17,980 |
15,769 |
2,211 |
12.9% |
168 |
1.0% |
64% |
False |
False |
109,872 |
120 |
17,980 |
15,769 |
2,211 |
12.9% |
154 |
0.9% |
64% |
False |
False |
91,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,660 |
2.618 |
18,180 |
1.618 |
17,886 |
1.000 |
17,704 |
0.618 |
17,592 |
HIGH |
17,410 |
0.618 |
17,298 |
0.500 |
17,263 |
0.382 |
17,228 |
LOW |
17,116 |
0.618 |
16,934 |
1.000 |
16,822 |
1.618 |
16,640 |
2.618 |
16,346 |
4.250 |
15,867 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,263 |
17,441 |
PP |
17,239 |
17,357 |
S1 |
17,214 |
17,274 |
|