Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,086 |
17,356 |
270 |
1.6% |
17,953 |
High |
17,389 |
17,803 |
414 |
2.4% |
17,963 |
Low |
17,082 |
17,333 |
251 |
1.5% |
17,252 |
Close |
17,354 |
17,786 |
432 |
2.5% |
17,256 |
Range |
307 |
470 |
163 |
53.1% |
711 |
ATR |
204 |
223 |
19 |
9.3% |
0 |
Volume |
38,339 |
38,835 |
496 |
1.3% |
821,515 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,051 |
18,888 |
18,045 |
|
R3 |
18,581 |
18,418 |
17,915 |
|
R2 |
18,111 |
18,111 |
17,872 |
|
R1 |
17,948 |
17,948 |
17,829 |
18,030 |
PP |
17,641 |
17,641 |
17,641 |
17,681 |
S1 |
17,478 |
17,478 |
17,743 |
17,560 |
S2 |
17,171 |
17,171 |
17,700 |
|
S3 |
16,701 |
17,008 |
17,657 |
|
S4 |
16,231 |
16,538 |
17,528 |
|
|
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 |
17,803 |
17,039 |
764 |
4.3% |
357 |
2.0% |
98% |
True |
False |
61,914 |
10 |
17,980 |
17,039 |
941 |
5.3% |
286 |
1.6% |
79% |
False |
False |
113,133 |
20 |
17,980 |
17,039 |
941 |
5.3% |
199 |
1.1% |
79% |
False |
False |
106,484 |
40 |
17,980 |
16,403 |
1,577 |
8.9% |
173 |
1.0% |
88% |
False |
False |
118,109 |
60 |
17,980 |
15,769 |
2,211 |
12.4% |
208 |
1.2% |
91% |
False |
False |
161,688 |
80 |
17,980 |
15,769 |
2,211 |
12.4% |
187 |
1.1% |
91% |
False |
False |
139,047 |
100 |
17,980 |
15,769 |
2,211 |
12.4% |
175 |
1.0% |
91% |
False |
False |
111,281 |
120 |
17,980 |
15,769 |
2,211 |
12.4% |
162 |
0.9% |
91% |
False |
False |
92,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,801 |
2.618 |
19,034 |
1.618 |
18,564 |
1.000 |
18,273 |
0.618 |
18,094 |
HIGH |
17,803 |
0.618 |
17,624 |
0.500 |
17,568 |
0.382 |
17,513 |
LOW |
17,333 |
0.618 |
17,043 |
1.000 |
16,863 |
1.618 |
16,573 |
2.618 |
16,103 |
4.250 |
15,336 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,713 |
17,664 |
PP |
17,641 |
17,543 |
S1 |
17,568 |
17,421 |
|