Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,290 |
17,665 |
375 |
2.2% |
17,265 |
High |
17,680 |
17,860 |
180 |
1.0% |
17,860 |
Low |
17,250 |
17,570 |
320 |
1.9% |
16,525 |
Close |
17,640 |
17,780 |
140 |
0.8% |
17,780 |
Range |
430 |
290 |
-140 |
-32.6% |
1,335 |
ATR |
397 |
389 |
-8 |
-1.9% |
0 |
Volume |
18,189 |
16,565 |
-1,624 |
-8.9% |
124,383 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,607 |
18,483 |
17,940 |
|
R3 |
18,317 |
18,193 |
17,860 |
|
R2 |
18,027 |
18,027 |
17,833 |
|
R1 |
17,903 |
17,903 |
17,807 |
17,965 |
PP |
17,737 |
17,737 |
17,737 |
17,768 |
S1 |
17,613 |
17,613 |
17,754 |
17,675 |
S2 |
17,447 |
17,447 |
17,727 |
|
S3 |
17,157 |
17,323 |
17,700 |
|
S4 |
16,867 |
17,033 |
17,621 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,393 |
20,922 |
18,514 |
|
R3 |
20,058 |
19,587 |
18,147 |
|
R2 |
18,723 |
18,723 |
18,025 |
|
R1 |
18,252 |
18,252 |
17,903 |
18,488 |
PP |
17,388 |
17,388 |
17,388 |
17,506 |
S1 |
16,917 |
16,917 |
17,658 |
17,153 |
S2 |
16,053 |
16,053 |
17,535 |
|
S3 |
14,718 |
15,582 |
17,413 |
|
S4 |
13,383 |
14,247 |
17,046 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,860 |
16,525 |
1,335 |
7.5% |
500 |
2.8% |
94% |
True |
False |
24,876 |
10 |
18,190 |
16,525 |
1,665 |
9.4% |
496 |
2.8% |
75% |
False |
False |
27,237 |
20 |
18,205 |
16,525 |
1,680 |
9.4% |
381 |
2.1% |
75% |
False |
False |
14,202 |
40 |
18,205 |
15,350 |
2,855 |
16.1% |
327 |
1.8% |
85% |
False |
False |
7,291 |
60 |
18,205 |
14,600 |
3,605 |
20.3% |
268 |
1.5% |
88% |
False |
False |
4,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,093 |
2.618 |
18,619 |
1.618 |
18,329 |
1.000 |
18,150 |
0.618 |
18,039 |
HIGH |
17,860 |
0.618 |
17,749 |
0.500 |
17,715 |
0.382 |
17,681 |
LOW |
17,570 |
0.618 |
17,391 |
1.000 |
17,280 |
1.618 |
17,101 |
2.618 |
16,811 |
4.250 |
16,338 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,758 |
17,608 |
PP |
17,737 |
17,435 |
S1 |
17,715 |
17,263 |
|