Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,665 |
17,795 |
130 |
0.7% |
17,265 |
High |
17,860 |
17,870 |
10 |
0.1% |
17,860 |
Low |
17,570 |
17,650 |
80 |
0.5% |
16,525 |
Close |
17,780 |
17,860 |
80 |
0.4% |
17,780 |
Range |
290 |
220 |
-70 |
-24.1% |
1,335 |
ATR |
389 |
377 |
-12 |
-3.1% |
0 |
Volume |
16,565 |
7,668 |
-8,897 |
-53.7% |
124,383 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,453 |
18,377 |
17,981 |
|
R3 |
18,233 |
18,157 |
17,921 |
|
R2 |
18,013 |
18,013 |
17,900 |
|
R1 |
17,937 |
17,937 |
17,880 |
17,975 |
PP |
17,793 |
17,793 |
17,793 |
17,813 |
S1 |
17,717 |
17,717 |
17,840 |
17,755 |
S2 |
17,573 |
17,573 |
17,820 |
|
S3 |
17,353 |
17,497 |
17,800 |
|
S4 |
17,133 |
17,277 |
17,739 |
|
|
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 |
17,870 |
16,525 |
1,345 |
7.5% |
413 |
2.3% |
99% |
True |
False |
19,665 |
10 |
18,015 |
16,525 |
1,490 |
8.3% |
481 |
2.7% |
90% |
False |
False |
25,110 |
20 |
18,205 |
16,525 |
1,680 |
9.4% |
370 |
2.1% |
79% |
False |
False |
14,566 |
40 |
18,205 |
15,350 |
2,855 |
16.0% |
333 |
1.9% |
88% |
False |
False |
7,481 |
60 |
18,205 |
14,600 |
3,605 |
20.2% |
269 |
1.5% |
90% |
False |
False |
4,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,805 |
2.618 |
18,446 |
1.618 |
18,226 |
1.000 |
18,090 |
0.618 |
18,006 |
HIGH |
17,870 |
0.618 |
17,786 |
0.500 |
17,760 |
0.382 |
17,734 |
LOW |
17,650 |
0.618 |
17,514 |
1.000 |
17,430 |
1.618 |
17,294 |
2.618 |
17,074 |
4.250 |
16,715 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,827 |
17,760 |
PP |
17,793 |
17,660 |
S1 |
17,760 |
17,560 |
|