Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,879 |
17,797 |
-82 |
-0.5% |
17,721 |
High |
17,892 |
17,797 |
-95 |
-0.5% |
17,908 |
Low |
17,727 |
17,553 |
-174 |
-1.0% |
17,636 |
Close |
17,781 |
17,711 |
-70 |
-0.4% |
17,883 |
Range |
165 |
244 |
79 |
47.9% |
272 |
ATR |
120 |
129 |
9 |
7.4% |
0 |
Volume |
4,089 |
4,686 |
597 |
14.6% |
4,428 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,419 |
18,309 |
17,845 |
|
R3 |
18,175 |
18,065 |
17,778 |
|
R2 |
17,931 |
17,931 |
17,756 |
|
R1 |
17,821 |
17,821 |
17,733 |
17,754 |
PP |
17,687 |
17,687 |
17,687 |
17,654 |
S1 |
17,577 |
17,577 |
17,689 |
17,510 |
S2 |
17,443 |
17,443 |
17,666 |
|
S3 |
17,199 |
17,333 |
17,644 |
|
S4 |
16,955 |
17,089 |
17,577 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,625 |
18,526 |
18,033 |
|
R3 |
18,353 |
18,254 |
17,958 |
|
R2 |
18,081 |
18,081 |
17,933 |
|
R1 |
17,982 |
17,982 |
17,908 |
18,032 |
PP |
17,809 |
17,809 |
17,809 |
17,834 |
S1 |
17,710 |
17,710 |
17,858 |
17,760 |
S2 |
17,537 |
17,537 |
17,833 |
|
S3 |
17,265 |
17,438 |
17,808 |
|
S4 |
16,993 |
17,166 |
17,734 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,908 |
17,553 |
355 |
2.0% |
141 |
0.8% |
45% |
False |
True |
2,356 |
10 |
17,908 |
17,553 |
355 |
2.0% |
117 |
0.7% |
45% |
False |
True |
1,412 |
20 |
17,908 |
17,430 |
478 |
2.7% |
104 |
0.6% |
59% |
False |
False |
813 |
40 |
17,908 |
15,740 |
2,168 |
12.2% |
146 |
0.8% |
91% |
False |
False |
427 |
60 |
17,908 |
15,740 |
2,168 |
12.2% |
152 |
0.9% |
91% |
False |
False |
289 |
80 |
17,908 |
15,740 |
2,168 |
12.2% |
124 |
0.7% |
91% |
False |
False |
219 |
100 |
17,908 |
15,740 |
2,168 |
12.2% |
103 |
0.6% |
91% |
False |
False |
176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,834 |
2.618 |
18,436 |
1.618 |
18,192 |
1.000 |
18,041 |
0.618 |
17,948 |
HIGH |
17,797 |
0.618 |
17,704 |
0.500 |
17,675 |
0.382 |
17,646 |
LOW |
17,553 |
0.618 |
17,402 |
1.000 |
17,309 |
1.618 |
17,158 |
2.618 |
16,914 |
4.250 |
16,516 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,699 |
17,731 |
PP |
17,687 |
17,724 |
S1 |
17,675 |
17,718 |
|