Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
18,185 |
17,880 |
-305 |
-1.7% |
17,495 |
High |
18,190 |
18,015 |
-175 |
-1.0% |
18,205 |
Low |
17,815 |
17,440 |
-375 |
-2.1% |
17,480 |
Close |
17,870 |
17,740 |
-130 |
-0.7% |
18,150 |
Range |
375 |
575 |
200 |
53.3% |
725 |
ATR |
283 |
304 |
21 |
7.4% |
0 |
Volume |
28,938 |
36,672 |
7,734 |
26.7% |
9,512 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,457 |
19,173 |
18,056 |
|
R3 |
18,882 |
18,598 |
17,898 |
|
R2 |
18,307 |
18,307 |
17,846 |
|
R1 |
18,023 |
18,023 |
17,793 |
17,878 |
PP |
17,732 |
17,732 |
17,732 |
17,659 |
S1 |
17,448 |
17,448 |
17,687 |
17,303 |
S2 |
17,157 |
17,157 |
17,635 |
|
S3 |
16,582 |
16,873 |
17,582 |
|
S4 |
16,007 |
16,298 |
17,424 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,120 |
19,860 |
18,549 |
|
R3 |
19,395 |
19,135 |
18,350 |
|
R2 |
18,670 |
18,670 |
18,283 |
|
R1 |
18,410 |
18,410 |
18,217 |
18,540 |
PP |
17,945 |
17,945 |
17,945 |
18,010 |
S1 |
17,685 |
17,685 |
18,084 |
17,815 |
S2 |
17,220 |
17,220 |
18,017 |
|
S3 |
16,495 |
16,960 |
17,951 |
|
S4 |
15,770 |
16,235 |
17,751 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,205 |
17,440 |
765 |
4.3% |
340 |
1.9% |
39% |
False |
True |
14,767 |
10 |
18,205 |
17,275 |
930 |
5.2% |
294 |
1.7% |
50% |
False |
False |
7,619 |
20 |
18,205 |
16,955 |
1,250 |
7.0% |
291 |
1.6% |
63% |
False |
False |
4,060 |
40 |
18,205 |
14,600 |
3,605 |
20.3% |
262 |
1.5% |
87% |
False |
False |
2,130 |
60 |
18,205 |
14,600 |
3,605 |
20.3% |
206 |
1.2% |
87% |
False |
False |
1,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,459 |
2.618 |
19,520 |
1.618 |
18,945 |
1.000 |
18,590 |
0.618 |
18,370 |
HIGH |
18,015 |
0.618 |
17,795 |
0.500 |
17,728 |
0.382 |
17,660 |
LOW |
17,440 |
0.618 |
17,085 |
1.000 |
16,865 |
1.618 |
16,510 |
2.618 |
15,935 |
4.250 |
14,996 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,736 |
17,823 |
PP |
17,732 |
17,795 |
S1 |
17,728 |
17,768 |
|