Trading Metrics calculated at close of trading on 17-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,209 |
17,086 |
-123 |
-0.7% |
17,953 |
High |
17,431 |
17,389 |
-42 |
-0.2% |
17,963 |
Low |
17,039 |
17,082 |
43 |
0.3% |
17,252 |
Close |
17,070 |
17,354 |
284 |
1.7% |
17,256 |
Range |
392 |
307 |
-85 |
-21.7% |
711 |
ATR |
195 |
204 |
9 |
4.5% |
0 |
Volume |
63,837 |
38,339 |
-25,498 |
-39.9% |
821,515 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,196 |
18,082 |
17,523 |
|
R3 |
17,889 |
17,775 |
17,439 |
|
R2 |
17,582 |
17,582 |
17,410 |
|
R1 |
17,468 |
17,468 |
17,382 |
17,525 |
PP |
17,275 |
17,275 |
17,275 |
17,304 |
S1 |
17,161 |
17,161 |
17,326 |
17,218 |
S2 |
16,968 |
16,968 |
17,298 |
|
S3 |
16,661 |
16,854 |
17,270 |
|
S4 |
16,354 |
16,547 |
17,185 |
|
|
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 |
17,766 |
17,039 |
727 |
4.2% |
313 |
1.8% |
43% |
False |
False |
93,668 |
10 |
17,980 |
17,039 |
941 |
5.4% |
252 |
1.5% |
33% |
False |
False |
122,642 |
20 |
17,980 |
17,039 |
941 |
5.4% |
180 |
1.0% |
33% |
False |
False |
109,884 |
40 |
17,980 |
16,383 |
1,597 |
9.2% |
167 |
1.0% |
61% |
False |
False |
121,961 |
60 |
17,980 |
15,769 |
2,211 |
12.7% |
204 |
1.2% |
72% |
False |
False |
163,397 |
80 |
17,980 |
15,769 |
2,211 |
12.7% |
182 |
1.1% |
72% |
False |
False |
138,570 |
100 |
17,980 |
15,769 |
2,211 |
12.7% |
172 |
1.0% |
72% |
False |
False |
110,893 |
120 |
17,980 |
15,769 |
2,211 |
12.7% |
159 |
0.9% |
72% |
False |
False |
92,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,694 |
2.618 |
18,193 |
1.618 |
17,886 |
1.000 |
17,696 |
0.618 |
17,579 |
HIGH |
17,389 |
0.618 |
17,272 |
0.500 |
17,236 |
0.382 |
17,199 |
LOW |
17,082 |
0.618 |
16,892 |
1.000 |
16,775 |
1.618 |
16,585 |
2.618 |
16,278 |
4.250 |
15,777 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,315 |
17,314 |
PP |
17,275 |
17,275 |
S1 |
17,236 |
17,235 |
|