Trading Metrics calculated at close of trading on 17-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
16,825 |
16,665 |
-160 |
-1.0% |
18,185 |
High |
16,980 |
17,335 |
355 |
2.1% |
18,190 |
Low |
16,525 |
16,665 |
140 |
0.8% |
17,155 |
Close |
16,640 |
17,270 |
630 |
3.8% |
17,240 |
Range |
455 |
670 |
215 |
47.3% |
1,035 |
ATR |
371 |
394 |
23 |
6.2% |
0 |
Volume |
33,945 |
21,959 |
-11,986 |
-35.3% |
147,996 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,100 |
18,855 |
17,639 |
|
R3 |
18,430 |
18,185 |
17,454 |
|
R2 |
17,760 |
17,760 |
17,393 |
|
R1 |
17,515 |
17,515 |
17,332 |
17,638 |
PP |
17,090 |
17,090 |
17,090 |
17,151 |
S1 |
16,845 |
16,845 |
17,209 |
16,968 |
S2 |
16,420 |
16,420 |
17,147 |
|
S3 |
15,750 |
16,175 |
17,086 |
|
S4 |
15,080 |
15,505 |
16,902 |
|
|
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 |
17,680 |
16,525 |
1,155 |
6.7% |
543 |
3.1% |
65% |
False |
False |
27,717 |
10 |
18,205 |
16,525 |
1,680 |
9.7% |
476 |
2.8% |
44% |
False |
False |
24,208 |
20 |
18,205 |
16,525 |
1,680 |
9.7% |
366 |
2.1% |
44% |
False |
False |
12,621 |
40 |
18,205 |
15,165 |
3,040 |
17.6% |
317 |
1.8% |
69% |
False |
False |
6,425 |
60 |
18,205 |
14,600 |
3,605 |
20.9% |
256 |
1.5% |
74% |
False |
False |
4,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,183 |
2.618 |
19,089 |
1.618 |
18,419 |
1.000 |
18,005 |
0.618 |
17,749 |
HIGH |
17,335 |
0.618 |
17,079 |
0.500 |
17,000 |
0.382 |
16,921 |
LOW |
16,665 |
0.618 |
16,251 |
1.000 |
15,995 |
1.618 |
15,581 |
2.618 |
14,911 |
4.250 |
13,818 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,180 |
17,160 |
PP |
17,090 |
17,050 |
S1 |
17,000 |
16,940 |
|