| 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 |
17,147 |
17,026 |
-121 |
-0.7% |
17,879 |
| High |
17,367 |
17,327 |
-40 |
-0.2% |
17,892 |
| Low |
16,974 |
17,016 |
42 |
0.2% |
17,187 |
| Close |
17,007 |
17,292 |
285 |
1.7% |
17,191 |
| Range |
393 |
311 |
-82 |
-20.9% |
705 |
| ATR |
187 |
196 |
10 |
5.1% |
0 |
| Volume |
333,975 |
297,392 |
-36,583 |
-11.0% |
287,293 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,145 |
18,029 |
17,463 |
|
| R3 |
17,834 |
17,718 |
17,378 |
|
| R2 |
17,523 |
17,523 |
17,349 |
|
| R1 |
17,407 |
17,407 |
17,321 |
17,465 |
| PP |
17,212 |
17,212 |
17,212 |
17,241 |
| S1 |
17,096 |
17,096 |
17,264 |
17,154 |
| S2 |
16,901 |
16,901 |
17,235 |
|
| S3 |
16,590 |
16,785 |
17,207 |
|
| S4 |
16,279 |
16,474 |
17,121 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,538 |
19,070 |
17,579 |
|
| R3 |
18,833 |
18,365 |
17,385 |
|
| R2 |
18,128 |
18,128 |
17,320 |
|
| R1 |
17,660 |
17,660 |
17,256 |
17,542 |
| PP |
17,423 |
17,423 |
17,423 |
17,364 |
| S1 |
16,955 |
16,955 |
17,127 |
16,837 |
| S2 |
16,718 |
16,718 |
17,062 |
|
| S3 |
16,013 |
16,250 |
16,997 |
|
| S4 |
15,308 |
15,545 |
16,803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,702 |
16,974 |
728 |
4.2% |
313 |
1.8% |
44% |
False |
False |
230,681 |
| 10 |
17,908 |
16,974 |
934 |
5.4% |
251 |
1.4% |
34% |
False |
False |
118,196 |
| 20 |
17,908 |
16,974 |
934 |
5.4% |
176 |
1.0% |
34% |
False |
False |
59,347 |
| 40 |
17,908 |
16,297 |
1,611 |
9.3% |
153 |
0.9% |
62% |
False |
False |
29,695 |
| 60 |
17,908 |
15,740 |
2,168 |
12.5% |
176 |
1.0% |
72% |
False |
False |
19,803 |
| 80 |
17,908 |
15,740 |
2,168 |
12.5% |
144 |
0.8% |
72% |
False |
False |
14,855 |
| 100 |
17,908 |
15,740 |
2,168 |
12.5% |
120 |
0.7% |
72% |
False |
False |
11,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,649 |
|
2.618 |
18,141 |
|
1.618 |
17,830 |
|
1.000 |
17,638 |
|
0.618 |
17,519 |
|
HIGH |
17,327 |
|
0.618 |
17,208 |
|
0.500 |
17,172 |
|
0.382 |
17,135 |
|
LOW |
17,016 |
|
0.618 |
16,824 |
|
1.000 |
16,705 |
|
1.618 |
16,513 |
|
2.618 |
16,202 |
|
4.250 |
15,694 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,252 |
17,252 |
| PP |
17,212 |
17,211 |
| S1 |
17,172 |
17,171 |
|