Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,880 |
17,720 |
-160 |
-0.9% |
17,495 |
High |
18,015 |
17,745 |
-270 |
-1.5% |
18,205 |
Low |
17,440 |
17,170 |
-270 |
-1.5% |
17,480 |
Close |
17,740 |
17,280 |
-460 |
-2.6% |
18,150 |
Range |
575 |
575 |
0 |
0.0% |
725 |
ATR |
304 |
323 |
19 |
6.4% |
0 |
Volume |
36,672 |
33,426 |
-3,246 |
-8.9% |
9,512 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,123 |
18,777 |
17,596 |
|
R3 |
18,548 |
18,202 |
17,438 |
|
R2 |
17,973 |
17,973 |
17,386 |
|
R1 |
17,627 |
17,627 |
17,333 |
17,513 |
PP |
17,398 |
17,398 |
17,398 |
17,341 |
S1 |
17,052 |
17,052 |
17,227 |
16,938 |
S2 |
16,823 |
16,823 |
17,175 |
|
S3 |
16,248 |
16,477 |
17,122 |
|
S4 |
15,673 |
15,902 |
16,964 |
|
|
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 |
17,170 |
1,035 |
6.0% |
409 |
2.4% |
11% |
False |
True |
20,698 |
10 |
18,205 |
17,170 |
1,035 |
6.0% |
334 |
1.9% |
11% |
False |
True |
10,888 |
20 |
18,205 |
17,065 |
1,140 |
6.6% |
295 |
1.7% |
19% |
False |
False |
5,727 |
40 |
18,205 |
14,600 |
3,605 |
20.9% |
276 |
1.6% |
74% |
False |
False |
2,966 |
60 |
18,205 |
14,600 |
3,605 |
20.9% |
216 |
1.2% |
74% |
False |
False |
1,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,189 |
2.618 |
19,250 |
1.618 |
18,675 |
1.000 |
18,320 |
0.618 |
18,100 |
HIGH |
17,745 |
0.618 |
17,525 |
0.500 |
17,458 |
0.382 |
17,390 |
LOW |
17,170 |
0.618 |
16,815 |
1.000 |
16,595 |
1.618 |
16,240 |
2.618 |
15,665 |
4.250 |
14,726 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,458 |
17,680 |
PP |
17,398 |
17,547 |
S1 |
17,339 |
17,413 |
|