Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,492 |
17,187 |
-305 |
-1.7% |
17,879 |
High |
17,507 |
17,344 |
-163 |
-0.9% |
17,892 |
Low |
17,187 |
17,051 |
-136 |
-0.8% |
17,187 |
Close |
17,191 |
17,125 |
-66 |
-0.4% |
17,191 |
Range |
320 |
293 |
-27 |
-8.4% |
705 |
ATR |
162 |
171 |
9 |
5.8% |
0 |
Volume |
202,476 |
261,002 |
58,526 |
28.9% |
287,293 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,052 |
17,882 |
17,286 |
|
R3 |
17,759 |
17,589 |
17,206 |
|
R2 |
17,466 |
17,466 |
17,179 |
|
R1 |
17,296 |
17,296 |
17,152 |
17,235 |
PP |
17,173 |
17,173 |
17,173 |
17,143 |
S1 |
17,003 |
17,003 |
17,098 |
16,942 |
S2 |
16,880 |
16,880 |
17,071 |
|
S3 |
16,587 |
16,710 |
17,045 |
|
S4 |
16,294 |
16,417 |
16,964 |
|
|
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 |
17,797 |
17,051 |
746 |
4.4% |
283 |
1.6% |
10% |
False |
True |
108,841 |
10 |
17,908 |
17,051 |
857 |
5.0% |
200 |
1.2% |
9% |
False |
True |
55,170 |
20 |
17,908 |
17,051 |
857 |
5.0% |
150 |
0.9% |
9% |
False |
True |
27,783 |
40 |
17,908 |
16,115 |
1,793 |
10.5% |
148 |
0.9% |
56% |
False |
False |
13,912 |
60 |
17,908 |
15,740 |
2,168 |
12.7% |
167 |
1.0% |
64% |
False |
False |
9,281 |
80 |
17,908 |
15,740 |
2,168 |
12.7% |
136 |
0.8% |
64% |
False |
False |
6,963 |
100 |
17,908 |
15,740 |
2,168 |
12.7% |
114 |
0.7% |
64% |
False |
False |
5,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,589 |
2.618 |
18,111 |
1.618 |
17,818 |
1.000 |
17,637 |
0.618 |
17,525 |
HIGH |
17,344 |
0.618 |
17,232 |
0.500 |
17,198 |
0.382 |
17,163 |
LOW |
17,051 |
0.618 |
16,870 |
1.000 |
16,758 |
1.618 |
16,577 |
2.618 |
16,284 |
4.250 |
15,806 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,198 |
17,377 |
PP |
17,173 |
17,293 |
S1 |
17,149 |
17,209 |
|