Trading Metrics calculated at close of trading on 11-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,720 |
17,240 |
-480 |
-2.7% |
17,495 |
High |
17,745 |
17,680 |
-65 |
-0.4% |
18,205 |
Low |
17,170 |
17,155 |
-15 |
-0.1% |
17,480 |
Close |
17,280 |
17,405 |
125 |
0.7% |
18,150 |
Range |
575 |
525 |
-50 |
-8.7% |
725 |
ATR |
323 |
337 |
14 |
4.5% |
0 |
Volume |
33,426 |
25,022 |
-8,404 |
-25.1% |
9,512 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,988 |
18,722 |
17,694 |
|
R3 |
18,463 |
18,197 |
17,550 |
|
R2 |
17,938 |
17,938 |
17,501 |
|
R1 |
17,672 |
17,672 |
17,453 |
17,805 |
PP |
17,413 |
17,413 |
17,413 |
17,480 |
S1 |
17,147 |
17,147 |
17,357 |
17,280 |
S2 |
16,888 |
16,888 |
17,309 |
|
S3 |
16,363 |
16,622 |
17,261 |
|
S4 |
15,838 |
16,097 |
17,116 |
|
|
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 |
17,155 |
1,050 |
6.0% |
477 |
2.7% |
24% |
False |
True |
25,474 |
10 |
18,205 |
17,155 |
1,050 |
6.0% |
375 |
2.2% |
24% |
False |
True |
13,382 |
20 |
18,205 |
17,065 |
1,140 |
6.5% |
304 |
1.7% |
30% |
False |
False |
6,973 |
40 |
18,205 |
14,600 |
3,605 |
20.7% |
280 |
1.6% |
78% |
False |
False |
3,591 |
60 |
18,205 |
14,600 |
3,605 |
20.7% |
224 |
1.3% |
78% |
False |
False |
2,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,911 |
2.618 |
19,055 |
1.618 |
18,530 |
1.000 |
18,205 |
0.618 |
18,005 |
HIGH |
17,680 |
0.618 |
17,480 |
0.500 |
17,418 |
0.382 |
17,356 |
LOW |
17,155 |
0.618 |
16,831 |
1.000 |
16,630 |
1.618 |
16,306 |
2.618 |
15,781 |
4.250 |
14,924 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,418 |
17,585 |
PP |
17,413 |
17,525 |
S1 |
17,409 |
17,465 |
|