Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,717 |
17,741 |
24 |
0.1% |
17,187 |
High |
17,845 |
17,928 |
83 |
0.5% |
17,845 |
Low |
17,686 |
17,741 |
55 |
0.3% |
16,974 |
Close |
17,761 |
17,897 |
136 |
0.8% |
17,761 |
Range |
159 |
187 |
28 |
17.6% |
871 |
ATR |
212 |
210 |
-2 |
-0.9% |
0 |
Volume |
166,032 |
94,360 |
-71,672 |
-43.2% |
1,277,146 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,416 |
18,344 |
18,000 |
|
R3 |
18,229 |
18,157 |
17,949 |
|
R2 |
18,042 |
18,042 |
17,931 |
|
R1 |
17,970 |
17,970 |
17,914 |
18,006 |
PP |
17,855 |
17,855 |
17,855 |
17,874 |
S1 |
17,783 |
17,783 |
17,880 |
17,819 |
S2 |
17,668 |
17,668 |
17,863 |
|
S3 |
17,481 |
17,596 |
17,846 |
|
S4 |
17,294 |
17,409 |
17,794 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,140 |
19,821 |
18,240 |
|
R3 |
19,269 |
18,950 |
18,001 |
|
R2 |
18,398 |
18,398 |
17,921 |
|
R1 |
18,079 |
18,079 |
17,841 |
18,239 |
PP |
17,527 |
17,527 |
17,527 |
17,606 |
S1 |
17,208 |
17,208 |
17,681 |
17,368 |
S2 |
16,656 |
16,656 |
17,601 |
|
S3 |
15,785 |
16,337 |
17,522 |
|
S4 |
14,914 |
15,466 |
17,282 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,928 |
16,974 |
954 |
5.3% |
305 |
1.7% |
97% |
True |
False |
222,100 |
10 |
17,928 |
16,974 |
954 |
5.3% |
294 |
1.6% |
97% |
True |
False |
165,471 |
20 |
17,928 |
16,974 |
954 |
5.3% |
197 |
1.1% |
97% |
True |
False |
83,241 |
40 |
17,928 |
16,595 |
1,333 |
7.4% |
156 |
0.9% |
98% |
True |
False |
41,672 |
60 |
17,928 |
15,740 |
2,188 |
12.2% |
180 |
1.0% |
99% |
True |
False |
27,788 |
80 |
17,928 |
15,740 |
2,188 |
12.2% |
154 |
0.9% |
99% |
True |
False |
20,844 |
100 |
17,928 |
15,740 |
2,188 |
12.2% |
128 |
0.7% |
99% |
True |
False |
16,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,723 |
2.618 |
18,418 |
1.618 |
18,231 |
1.000 |
18,115 |
0.618 |
18,044 |
HIGH |
17,928 |
0.618 |
17,857 |
0.500 |
17,835 |
0.382 |
17,813 |
LOW |
17,741 |
0.618 |
17,626 |
1.000 |
17,554 |
1.618 |
17,439 |
2.618 |
17,252 |
4.250 |
16,946 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,876 |
17,797 |
PP |
17,855 |
17,698 |
S1 |
17,835 |
17,598 |
|