Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,356 |
17,786 |
430 |
2.5% |
17,257 |
High |
17,803 |
17,911 |
108 |
0.6% |
17,911 |
Low |
17,333 |
17,755 |
422 |
2.4% |
17,039 |
Close |
17,786 |
17,755 |
-31 |
-0.2% |
17,755 |
Range |
470 |
156 |
-314 |
-66.8% |
872 |
ATR |
223 |
218 |
-5 |
-2.2% |
0 |
Volume |
38,835 |
5,464 |
-33,371 |
-85.9% |
214,480 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,275 |
18,171 |
17,841 |
|
R3 |
18,119 |
18,015 |
17,798 |
|
R2 |
17,963 |
17,963 |
17,784 |
|
R1 |
17,859 |
17,859 |
17,769 |
17,833 |
PP |
17,807 |
17,807 |
17,807 |
17,794 |
S1 |
17,703 |
17,703 |
17,741 |
17,677 |
S2 |
17,651 |
17,651 |
17,727 |
|
S3 |
17,495 |
17,547 |
17,712 |
|
S4 |
17,339 |
17,391 |
17,669 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,184 |
19,842 |
18,235 |
|
R3 |
19,312 |
18,970 |
17,995 |
|
R2 |
18,440 |
18,440 |
17,915 |
|
R1 |
18,098 |
18,098 |
17,835 |
18,269 |
PP |
17,568 |
17,568 |
17,568 |
17,654 |
S1 |
17,226 |
17,226 |
17,675 |
17,397 |
S2 |
16,696 |
16,696 |
17,595 |
|
S3 |
15,824 |
16,354 |
17,515 |
|
S4 |
14,952 |
15,482 |
17,276 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,911 |
17,039 |
872 |
4.9% |
324 |
1.8% |
82% |
True |
False |
42,896 |
10 |
17,963 |
17,039 |
924 |
5.2% |
292 |
1.6% |
77% |
False |
False |
103,599 |
20 |
17,980 |
17,039 |
941 |
5.3% |
199 |
1.1% |
76% |
False |
False |
101,646 |
40 |
17,980 |
16,514 |
1,466 |
8.3% |
170 |
1.0% |
85% |
False |
False |
113,236 |
60 |
17,980 |
15,769 |
2,211 |
12.5% |
206 |
1.2% |
90% |
False |
False |
158,232 |
80 |
17,980 |
15,769 |
2,211 |
12.5% |
189 |
1.1% |
90% |
False |
False |
139,106 |
100 |
17,980 |
15,769 |
2,211 |
12.5% |
176 |
1.0% |
90% |
False |
False |
111,336 |
120 |
17,980 |
15,769 |
2,211 |
12.5% |
162 |
0.9% |
90% |
False |
False |
92,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,574 |
2.618 |
18,320 |
1.618 |
18,164 |
1.000 |
18,067 |
0.618 |
18,008 |
HIGH |
17,911 |
0.618 |
17,852 |
0.500 |
17,833 |
0.382 |
17,815 |
LOW |
17,755 |
0.618 |
17,659 |
1.000 |
17,599 |
1.618 |
17,503 |
2.618 |
17,347 |
4.250 |
17,092 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,833 |
17,669 |
PP |
17,807 |
17,583 |
S1 |
17,781 |
17,497 |
|