Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
16,665 |
17,290 |
625 |
3.8% |
18,185 |
High |
17,335 |
17,680 |
345 |
2.0% |
18,190 |
Low |
16,665 |
17,250 |
585 |
3.5% |
17,155 |
Close |
17,270 |
17,640 |
370 |
2.1% |
17,240 |
Range |
670 |
430 |
-240 |
-35.8% |
1,035 |
ATR |
394 |
397 |
3 |
0.6% |
0 |
Volume |
21,959 |
18,189 |
-3,770 |
-17.2% |
147,996 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,813 |
18,657 |
17,877 |
|
R3 |
18,383 |
18,227 |
17,758 |
|
R2 |
17,953 |
17,953 |
17,719 |
|
R1 |
17,797 |
17,797 |
17,680 |
17,875 |
PP |
17,523 |
17,523 |
17,523 |
17,563 |
S1 |
17,367 |
17,367 |
17,601 |
17,445 |
S2 |
17,093 |
17,093 |
17,561 |
|
S3 |
16,663 |
16,937 |
17,522 |
|
S4 |
16,233 |
16,507 |
17,404 |
|
|
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 |
6.5% |
524 |
3.0% |
97% |
True |
False |
26,351 |
10 |
18,205 |
16,525 |
1,680 |
9.5% |
501 |
2.8% |
66% |
False |
False |
25,912 |
20 |
18,205 |
16,525 |
1,680 |
9.5% |
381 |
2.2% |
66% |
False |
False |
13,521 |
40 |
18,205 |
15,175 |
3,030 |
17.2% |
326 |
1.8% |
81% |
False |
False |
6,877 |
60 |
18,205 |
14,600 |
3,605 |
20.4% |
263 |
1.5% |
84% |
False |
False |
4,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,508 |
2.618 |
18,806 |
1.618 |
18,376 |
1.000 |
18,110 |
0.618 |
17,946 |
HIGH |
17,680 |
0.618 |
17,516 |
0.500 |
17,465 |
0.382 |
17,414 |
LOW |
17,250 |
0.618 |
16,984 |
1.000 |
16,820 |
1.618 |
16,554 |
2.618 |
16,124 |
4.250 |
15,423 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,582 |
17,461 |
PP |
17,523 |
17,282 |
S1 |
17,465 |
17,103 |
|