Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,415 |
17,265 |
-150 |
-0.9% |
18,185 |
High |
17,640 |
17,355 |
-285 |
-1.6% |
18,190 |
Low |
17,230 |
16,700 |
-530 |
-3.1% |
17,155 |
Close |
17,240 |
16,780 |
-460 |
-2.7% |
17,240 |
Range |
410 |
655 |
245 |
59.8% |
1,035 |
ATR |
343 |
365 |
22 |
6.5% |
0 |
Volume |
23,938 |
33,725 |
9,787 |
40.9% |
147,996 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,910 |
18,500 |
17,140 |
|
R3 |
18,255 |
17,845 |
16,960 |
|
R2 |
17,600 |
17,600 |
16,900 |
|
R1 |
17,190 |
17,190 |
16,840 |
17,068 |
PP |
16,945 |
16,945 |
16,945 |
16,884 |
S1 |
16,535 |
16,535 |
16,720 |
16,413 |
S2 |
16,290 |
16,290 |
16,660 |
|
S3 |
15,635 |
15,880 |
16,600 |
|
S4 |
14,980 |
15,225 |
16,420 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,633 |
19,972 |
17,809 |
|
R3 |
19,598 |
18,937 |
17,525 |
|
R2 |
18,563 |
18,563 |
17,430 |
|
R1 |
17,902 |
17,902 |
17,335 |
17,715 |
PP |
17,528 |
17,528 |
17,528 |
17,435 |
S1 |
16,867 |
16,867 |
17,145 |
16,680 |
S2 |
16,493 |
16,493 |
17,050 |
|
S3 |
15,458 |
15,832 |
16,956 |
|
S4 |
14,423 |
14,797 |
16,671 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,015 |
16,700 |
1,315 |
7.8% |
548 |
3.3% |
6% |
False |
True |
30,556 |
10 |
18,205 |
16,700 |
1,505 |
9.0% |
423 |
2.5% |
5% |
False |
True |
19,072 |
20 |
18,205 |
16,700 |
1,505 |
9.0% |
340 |
2.0% |
5% |
False |
True |
9,842 |
40 |
18,205 |
14,850 |
3,355 |
20.0% |
299 |
1.8% |
58% |
False |
False |
5,028 |
60 |
18,205 |
14,600 |
3,605 |
21.5% |
238 |
1.4% |
60% |
False |
False |
3,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,139 |
2.618 |
19,070 |
1.618 |
18,415 |
1.000 |
18,010 |
0.618 |
17,760 |
HIGH |
17,355 |
0.618 |
17,105 |
0.500 |
17,028 |
0.382 |
16,950 |
LOW |
16,700 |
0.618 |
16,295 |
1.000 |
16,045 |
1.618 |
15,640 |
2.618 |
14,985 |
4.250 |
13,916 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,028 |
17,190 |
PP |
16,945 |
17,053 |
S1 |
16,863 |
16,917 |
|