Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,797 |
17,711 |
-86 |
-0.5% |
17,721 |
High |
17,797 |
17,738 |
-59 |
-0.3% |
17,908 |
Low |
17,553 |
17,432 |
-121 |
-0.7% |
17,636 |
Close |
17,711 |
17,473 |
-238 |
-1.3% |
17,883 |
Range |
244 |
306 |
62 |
25.4% |
272 |
ATR |
129 |
142 |
13 |
9.8% |
0 |
Volume |
4,686 |
17,479 |
12,793 |
273.0% |
4,428 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,466 |
18,275 |
17,641 |
|
R3 |
18,160 |
17,969 |
17,557 |
|
R2 |
17,854 |
17,854 |
17,529 |
|
R1 |
17,663 |
17,663 |
17,501 |
17,606 |
PP |
17,548 |
17,548 |
17,548 |
17,519 |
S1 |
17,357 |
17,357 |
17,445 |
17,300 |
S2 |
17,242 |
17,242 |
17,417 |
|
S3 |
16,936 |
17,051 |
17,389 |
|
S4 |
16,630 |
16,745 |
17,305 |
|
|
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 |
17,432 |
476 |
2.7% |
188 |
1.1% |
9% |
False |
True |
5,712 |
10 |
17,908 |
17,432 |
476 |
2.7% |
141 |
0.8% |
9% |
False |
True |
3,110 |
20 |
17,908 |
17,430 |
478 |
2.7% |
117 |
0.7% |
9% |
False |
False |
1,686 |
40 |
17,908 |
15,740 |
2,168 |
12.4% |
149 |
0.9% |
80% |
False |
False |
862 |
60 |
17,908 |
15,740 |
2,168 |
12.4% |
156 |
0.9% |
80% |
False |
False |
580 |
80 |
17,908 |
15,740 |
2,168 |
12.4% |
127 |
0.7% |
80% |
False |
False |
437 |
100 |
17,908 |
15,740 |
2,168 |
12.4% |
106 |
0.6% |
80% |
False |
False |
350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,039 |
2.618 |
18,539 |
1.618 |
18,233 |
1.000 |
18,044 |
0.618 |
17,927 |
HIGH |
17,738 |
0.618 |
17,621 |
0.500 |
17,585 |
0.382 |
17,549 |
LOW |
17,432 |
0.618 |
17,243 |
1.000 |
17,126 |
1.618 |
16,937 |
2.618 |
16,631 |
4.250 |
16,132 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,585 |
17,662 |
PP |
17,548 |
17,599 |
S1 |
17,510 |
17,536 |
|