Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,026 |
17,285 |
259 |
1.5% |
17,879 |
High |
17,327 |
17,744 |
417 |
2.4% |
17,892 |
Low |
17,016 |
17,268 |
252 |
1.5% |
17,187 |
Close |
17,292 |
17,726 |
434 |
2.5% |
17,191 |
Range |
311 |
476 |
165 |
53.1% |
705 |
ATR |
196 |
216 |
20 |
10.2% |
0 |
Volume |
297,392 |
218,745 |
-78,647 |
-26.4% |
287,293 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,007 |
18,843 |
17,988 |
|
R3 |
18,531 |
18,367 |
17,857 |
|
R2 |
18,055 |
18,055 |
17,813 |
|
R1 |
17,891 |
17,891 |
17,770 |
17,973 |
PP |
17,579 |
17,579 |
17,579 |
17,621 |
S1 |
17,415 |
17,415 |
17,682 |
17,497 |
S2 |
17,103 |
17,103 |
17,639 |
|
S3 |
16,627 |
16,939 |
17,595 |
|
S4 |
16,151 |
16,463 |
17,464 |
|
|
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 |
17,744 |
16,974 |
770 |
4.3% |
359 |
2.0% |
98% |
True |
False |
262,718 |
10 |
17,908 |
16,974 |
934 |
5.3% |
285 |
1.6% |
81% |
False |
False |
139,924 |
20 |
17,908 |
16,974 |
934 |
5.3% |
196 |
1.1% |
81% |
False |
False |
70,270 |
40 |
17,908 |
16,297 |
1,611 |
9.1% |
160 |
0.9% |
89% |
False |
False |
35,163 |
60 |
17,908 |
15,740 |
2,168 |
12.2% |
181 |
1.0% |
92% |
False |
False |
23,449 |
80 |
17,908 |
15,740 |
2,168 |
12.2% |
150 |
0.8% |
92% |
False |
False |
17,589 |
100 |
17,908 |
15,740 |
2,168 |
12.2% |
125 |
0.7% |
92% |
False |
False |
14,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,767 |
2.618 |
18,990 |
1.618 |
18,514 |
1.000 |
18,220 |
0.618 |
18,038 |
HIGH |
17,744 |
0.618 |
17,562 |
0.500 |
17,506 |
0.382 |
17,450 |
LOW |
17,268 |
0.618 |
16,974 |
1.000 |
16,792 |
1.618 |
16,498 |
2.618 |
16,022 |
4.250 |
15,245 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,653 |
17,604 |
PP |
17,579 |
17,481 |
S1 |
17,506 |
17,359 |
|