| 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 |
17,285 |
17,717 |
432 |
2.5% |
17,187 |
| High |
17,744 |
17,845 |
101 |
0.6% |
17,845 |
| Low |
17,268 |
17,686 |
418 |
2.4% |
16,974 |
| Close |
17,726 |
17,761 |
35 |
0.2% |
17,761 |
| Range |
476 |
159 |
-317 |
-66.6% |
871 |
| ATR |
216 |
212 |
-4 |
-1.9% |
0 |
| Volume |
218,745 |
166,032 |
-52,713 |
-24.1% |
1,277,146 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,241 |
18,160 |
17,849 |
|
| R3 |
18,082 |
18,001 |
17,805 |
|
| R2 |
17,923 |
17,923 |
17,790 |
|
| R1 |
17,842 |
17,842 |
17,776 |
17,883 |
| PP |
17,764 |
17,764 |
17,764 |
17,784 |
| S1 |
17,683 |
17,683 |
17,747 |
17,724 |
| S2 |
17,605 |
17,605 |
17,732 |
|
| S3 |
17,446 |
17,524 |
17,717 |
|
| S4 |
17,287 |
17,365 |
17,674 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,140 |
19,821 |
18,240 |
|
| R3 |
19,269 |
18,950 |
18,001 |
|
| R2 |
18,398 |
18,398 |
17,921 |
|
| R1 |
18,079 |
18,079 |
17,841 |
18,239 |
| PP |
17,527 |
17,527 |
17,527 |
17,606 |
| S1 |
17,208 |
17,208 |
17,681 |
17,368 |
| S2 |
16,656 |
16,656 |
17,601 |
|
| S3 |
15,785 |
16,337 |
17,522 |
|
| S4 |
14,914 |
15,466 |
17,282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,845 |
16,974 |
871 |
4.9% |
327 |
1.8% |
90% |
True |
False |
255,429 |
| 10 |
17,892 |
16,974 |
918 |
5.2% |
292 |
1.6% |
86% |
False |
False |
156,443 |
| 20 |
17,908 |
16,974 |
934 |
5.3% |
196 |
1.1% |
84% |
False |
False |
78,553 |
| 40 |
17,908 |
16,475 |
1,433 |
8.1% |
156 |
0.9% |
90% |
False |
False |
39,313 |
| 60 |
17,908 |
15,740 |
2,168 |
12.2% |
179 |
1.0% |
93% |
False |
False |
26,216 |
| 80 |
17,908 |
15,740 |
2,168 |
12.2% |
152 |
0.9% |
93% |
False |
False |
19,664 |
| 100 |
17,908 |
15,740 |
2,168 |
12.2% |
126 |
0.7% |
93% |
False |
False |
15,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,521 |
|
2.618 |
18,261 |
|
1.618 |
18,102 |
|
1.000 |
18,004 |
|
0.618 |
17,943 |
|
HIGH |
17,845 |
|
0.618 |
17,784 |
|
0.500 |
17,766 |
|
0.382 |
17,747 |
|
LOW |
17,686 |
|
0.618 |
17,588 |
|
1.000 |
17,527 |
|
1.618 |
17,429 |
|
2.618 |
17,270 |
|
4.250 |
17,010 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,766 |
17,651 |
| PP |
17,764 |
17,541 |
| S1 |
17,763 |
17,431 |
|