Trading Metrics calculated at close of trading on 11-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,711 |
17,471 |
-240 |
-1.4% |
17,721 |
High |
17,738 |
17,702 |
-36 |
-0.2% |
17,908 |
Low |
17,432 |
17,453 |
21 |
0.1% |
17,636 |
Close |
17,473 |
17,509 |
36 |
0.2% |
17,883 |
Range |
306 |
249 |
-57 |
-18.6% |
272 |
ATR |
142 |
149 |
8 |
5.4% |
0 |
Volume |
17,479 |
58,563 |
41,084 |
235.0% |
4,428 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,302 |
18,154 |
17,646 |
|
R3 |
18,053 |
17,905 |
17,578 |
|
R2 |
17,804 |
17,804 |
17,555 |
|
R1 |
17,656 |
17,656 |
17,532 |
17,730 |
PP |
17,555 |
17,555 |
17,555 |
17,592 |
S1 |
17,407 |
17,407 |
17,486 |
17,481 |
S2 |
17,306 |
17,306 |
17,463 |
|
S3 |
17,057 |
17,158 |
17,441 |
|
S4 |
16,808 |
16,909 |
17,372 |
|
|
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% |
212 |
1.2% |
16% |
False |
False |
17,130 |
10 |
17,908 |
17,432 |
476 |
2.7% |
160 |
0.9% |
16% |
False |
False |
8,941 |
20 |
17,908 |
17,432 |
476 |
2.7% |
125 |
0.7% |
16% |
False |
False |
4,614 |
40 |
17,908 |
15,753 |
2,155 |
12.3% |
143 |
0.8% |
81% |
False |
False |
2,326 |
60 |
17,908 |
15,740 |
2,168 |
12.4% |
160 |
0.9% |
82% |
False |
False |
1,556 |
80 |
17,908 |
15,740 |
2,168 |
12.4% |
130 |
0.7% |
82% |
False |
False |
1,169 |
100 |
17,908 |
15,740 |
2,168 |
12.4% |
108 |
0.6% |
82% |
False |
False |
936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,760 |
2.618 |
18,354 |
1.618 |
18,105 |
1.000 |
17,951 |
0.618 |
17,856 |
HIGH |
17,702 |
0.618 |
17,607 |
0.500 |
17,578 |
0.382 |
17,548 |
LOW |
17,453 |
0.618 |
17,299 |
1.000 |
17,204 |
1.618 |
17,050 |
2.618 |
16,801 |
4.250 |
16,395 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,578 |
17,615 |
PP |
17,555 |
17,579 |
S1 |
17,532 |
17,544 |
|