Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,257 |
17,209 |
-48 |
-0.3% |
17,953 |
High |
17,410 |
17,431 |
21 |
0.1% |
17,963 |
Low |
17,116 |
17,039 |
-77 |
-0.4% |
17,252 |
Close |
17,190 |
17,070 |
-120 |
-0.7% |
17,256 |
Range |
294 |
392 |
98 |
33.3% |
711 |
ATR |
180 |
195 |
15 |
8.4% |
0 |
Volume |
68,005 |
63,837 |
-4,168 |
-6.1% |
821,515 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,356 |
18,105 |
17,286 |
|
R3 |
17,964 |
17,713 |
17,178 |
|
R2 |
17,572 |
17,572 |
17,142 |
|
R1 |
17,321 |
17,321 |
17,106 |
17,251 |
PP |
17,180 |
17,180 |
17,180 |
17,145 |
S1 |
16,929 |
16,929 |
17,034 |
16,859 |
S2 |
16,788 |
16,788 |
16,998 |
|
S3 |
16,396 |
16,537 |
16,962 |
|
S4 |
16,004 |
16,145 |
16,855 |
|
|
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 |
17,807 |
17,039 |
768 |
4.5% |
313 |
1.8% |
4% |
False |
True |
126,541 |
10 |
17,980 |
17,039 |
941 |
5.5% |
229 |
1.3% |
3% |
False |
True |
127,286 |
20 |
17,980 |
17,039 |
941 |
5.5% |
169 |
1.0% |
3% |
False |
True |
112,708 |
40 |
17,980 |
16,209 |
1,771 |
10.4% |
168 |
1.0% |
49% |
False |
False |
125,546 |
60 |
17,980 |
15,769 |
2,211 |
13.0% |
202 |
1.2% |
59% |
False |
False |
165,264 |
80 |
17,980 |
15,769 |
2,211 |
13.0% |
180 |
1.1% |
59% |
False |
False |
138,096 |
100 |
17,980 |
15,769 |
2,211 |
13.0% |
170 |
1.0% |
59% |
False |
False |
110,510 |
120 |
17,980 |
15,769 |
2,211 |
13.0% |
157 |
0.9% |
59% |
False |
False |
92,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,097 |
2.618 |
18,457 |
1.618 |
18,065 |
1.000 |
17,823 |
0.618 |
17,673 |
HIGH |
17,431 |
0.618 |
17,281 |
0.500 |
17,235 |
0.382 |
17,189 |
LOW |
17,039 |
0.618 |
16,797 |
1.000 |
16,647 |
1.618 |
16,405 |
2.618 |
16,013 |
4.250 |
15,373 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,235 |
17,307 |
PP |
17,180 |
17,228 |
S1 |
17,125 |
17,149 |
|