Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,187 |
17,147 |
-40 |
-0.2% |
17,879 |
High |
17,344 |
17,367 |
23 |
0.1% |
17,892 |
Low |
17,051 |
16,974 |
-77 |
-0.5% |
17,187 |
Close |
17,125 |
17,007 |
-118 |
-0.7% |
17,191 |
Range |
293 |
393 |
100 |
34.1% |
705 |
ATR |
171 |
187 |
16 |
9.3% |
0 |
Volume |
261,002 |
333,975 |
72,973 |
28.0% |
287,293 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,295 |
18,044 |
17,223 |
|
R3 |
17,902 |
17,651 |
17,115 |
|
R2 |
17,509 |
17,509 |
17,079 |
|
R1 |
17,258 |
17,258 |
17,043 |
17,187 |
PP |
17,116 |
17,116 |
17,116 |
17,081 |
S1 |
16,865 |
16,865 |
16,971 |
16,794 |
S2 |
16,723 |
16,723 |
16,935 |
|
S3 |
16,330 |
16,472 |
16,899 |
|
S4 |
15,937 |
16,079 |
16,791 |
|
|
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 |
17,738 |
16,974 |
764 |
4.5% |
312 |
1.8% |
4% |
False |
True |
174,699 |
10 |
17,908 |
16,974 |
934 |
5.5% |
227 |
1.3% |
4% |
False |
True |
88,527 |
20 |
17,908 |
16,974 |
934 |
5.5% |
165 |
1.0% |
4% |
False |
True |
44,480 |
40 |
17,908 |
16,240 |
1,668 |
9.8% |
151 |
0.9% |
46% |
False |
False |
22,261 |
60 |
17,908 |
15,740 |
2,168 |
12.7% |
173 |
1.0% |
58% |
False |
False |
14,847 |
80 |
17,908 |
15,740 |
2,168 |
12.7% |
141 |
0.8% |
58% |
False |
False |
11,137 |
100 |
17,908 |
15,740 |
2,168 |
12.7% |
118 |
0.7% |
58% |
False |
False |
8,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,037 |
2.618 |
18,396 |
1.618 |
18,003 |
1.000 |
17,760 |
0.618 |
17,610 |
HIGH |
17,367 |
0.618 |
17,217 |
0.500 |
17,171 |
0.382 |
17,124 |
LOW |
16,974 |
0.618 |
16,731 |
1.000 |
16,581 |
1.618 |
16,338 |
2.618 |
15,945 |
4.250 |
15,304 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,171 |
17,241 |
PP |
17,116 |
17,163 |
S1 |
17,062 |
17,085 |
|