Trading Metrics calculated at close of trading on 12-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,471 |
17,492 |
21 |
0.1% |
17,879 |
High |
17,702 |
17,507 |
-195 |
-1.1% |
17,892 |
Low |
17,453 |
17,187 |
-266 |
-1.5% |
17,187 |
Close |
17,509 |
17,191 |
-318 |
-1.8% |
17,191 |
Range |
249 |
320 |
71 |
28.5% |
705 |
ATR |
149 |
162 |
12 |
8.3% |
0 |
Volume |
58,563 |
202,476 |
143,913 |
245.7% |
287,293 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,255 |
18,043 |
17,367 |
|
R3 |
17,935 |
17,723 |
17,279 |
|
R2 |
17,615 |
17,615 |
17,250 |
|
R1 |
17,403 |
17,403 |
17,220 |
17,349 |
PP |
17,295 |
17,295 |
17,295 |
17,268 |
S1 |
17,083 |
17,083 |
17,162 |
17,029 |
S2 |
16,975 |
16,975 |
17,132 |
|
S3 |
16,655 |
16,763 |
17,103 |
|
S4 |
16,335 |
16,443 |
17,015 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,538 |
19,070 |
17,579 |
|
R3 |
18,833 |
18,365 |
17,385 |
|
R2 |
18,128 |
18,128 |
17,320 |
|
R1 |
17,660 |
17,660 |
17,256 |
17,542 |
PP |
17,423 |
17,423 |
17,423 |
17,364 |
S1 |
16,955 |
16,955 |
17,127 |
16,837 |
S2 |
16,718 |
16,718 |
17,062 |
|
S3 |
16,013 |
16,250 |
16,997 |
|
S4 |
15,308 |
15,545 |
16,803 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,892 |
17,187 |
705 |
4.1% |
257 |
1.5% |
1% |
False |
True |
57,458 |
10 |
17,908 |
17,187 |
721 |
4.2% |
181 |
1.1% |
1% |
False |
True |
29,172 |
20 |
17,908 |
17,187 |
721 |
4.2% |
137 |
0.8% |
1% |
False |
True |
14,736 |
40 |
17,908 |
16,000 |
1,908 |
11.1% |
147 |
0.9% |
62% |
False |
False |
7,387 |
60 |
17,908 |
15,740 |
2,168 |
12.6% |
164 |
1.0% |
67% |
False |
False |
4,931 |
80 |
17,908 |
15,740 |
2,168 |
12.6% |
134 |
0.8% |
67% |
False |
False |
3,700 |
100 |
17,908 |
15,740 |
2,168 |
12.6% |
111 |
0.6% |
67% |
False |
False |
2,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,867 |
2.618 |
18,345 |
1.618 |
18,025 |
1.000 |
17,827 |
0.618 |
17,705 |
HIGH |
17,507 |
0.618 |
17,385 |
0.500 |
17,347 |
0.382 |
17,309 |
LOW |
17,187 |
0.618 |
16,989 |
1.000 |
16,867 |
1.618 |
16,669 |
2.618 |
16,349 |
4.250 |
15,827 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,347 |
17,463 |
PP |
17,295 |
17,372 |
S1 |
17,243 |
17,282 |
|