Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,265 |
16,825 |
-440 |
-2.5% |
18,185 |
High |
17,355 |
16,980 |
-375 |
-2.2% |
18,190 |
Low |
16,700 |
16,525 |
-175 |
-1.0% |
17,155 |
Close |
16,780 |
16,640 |
-140 |
-0.8% |
17,240 |
Range |
655 |
455 |
-200 |
-30.5% |
1,035 |
ATR |
365 |
371 |
6 |
1.8% |
0 |
Volume |
33,725 |
33,945 |
220 |
0.7% |
147,996 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,080 |
17,815 |
16,890 |
|
R3 |
17,625 |
17,360 |
16,765 |
|
R2 |
17,170 |
17,170 |
16,724 |
|
R1 |
16,905 |
16,905 |
16,682 |
16,810 |
PP |
16,715 |
16,715 |
16,715 |
16,668 |
S1 |
16,450 |
16,450 |
16,598 |
16,355 |
S2 |
16,260 |
16,260 |
16,557 |
|
S3 |
15,805 |
15,995 |
16,515 |
|
S4 |
15,350 |
15,540 |
16,390 |
|
|
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 |
17,745 |
16,525 |
1,220 |
7.3% |
524 |
3.1% |
9% |
False |
True |
30,011 |
10 |
18,205 |
16,525 |
1,680 |
10.1% |
432 |
2.6% |
7% |
False |
True |
22,389 |
20 |
18,205 |
16,525 |
1,680 |
10.1% |
341 |
2.0% |
7% |
False |
True |
11,535 |
40 |
18,205 |
14,850 |
3,355 |
20.2% |
307 |
1.8% |
53% |
False |
False |
5,877 |
60 |
18,205 |
14,600 |
3,605 |
21.7% |
245 |
1.5% |
57% |
False |
False |
3,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,914 |
2.618 |
18,171 |
1.618 |
17,716 |
1.000 |
17,435 |
0.618 |
17,261 |
HIGH |
16,980 |
0.618 |
16,806 |
0.500 |
16,753 |
0.382 |
16,699 |
LOW |
16,525 |
0.618 |
16,244 |
1.000 |
16,070 |
1.618 |
15,789 |
2.618 |
15,334 |
4.250 |
14,591 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
16,753 |
17,083 |
PP |
16,715 |
16,935 |
S1 |
16,678 |
16,788 |
|