Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,825.55 |
16,019.49 |
193.94 |
1.2% |
16,087.12 |
High |
16,022.35 |
16,058.40 |
36.05 |
0.2% |
16,098.00 |
Low |
15,825.55 |
16,015.29 |
189.74 |
1.2% |
15,791.29 |
Close |
16,020.20 |
16,025.53 |
5.33 |
0.0% |
16,020.20 |
Range |
196.80 |
43.11 |
-153.69 |
-78.1% |
306.71 |
ATR |
115.89 |
110.69 |
-5.20 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,162.40 |
16,137.08 |
16,049.24 |
|
R3 |
16,119.29 |
16,093.97 |
16,037.39 |
|
R2 |
16,076.18 |
16,076.18 |
16,033.43 |
|
R1 |
16,050.86 |
16,050.86 |
16,029.48 |
16,063.52 |
PP |
16,033.07 |
16,033.07 |
16,033.07 |
16,039.41 |
S1 |
16,007.75 |
16,007.75 |
16,021.58 |
16,020.41 |
S2 |
15,989.96 |
15,989.96 |
16,017.63 |
|
S3 |
15,946.85 |
15,964.64 |
16,013.67 |
|
S4 |
15,903.74 |
15,921.53 |
16,001.82 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,889.96 |
16,761.79 |
16,188.89 |
|
R3 |
16,583.25 |
16,455.08 |
16,104.55 |
|
R2 |
16,276.54 |
16,276.54 |
16,076.43 |
|
R1 |
16,148.37 |
16,148.37 |
16,048.32 |
16,059.10 |
PP |
15,969.83 |
15,969.83 |
15,969.83 |
15,925.20 |
S1 |
15,841.66 |
15,841.66 |
15,992.08 |
15,752.39 |
S2 |
15,663.12 |
15,663.12 |
15,963.97 |
|
S3 |
15,356.41 |
15,534.95 |
15,935.85 |
|
S4 |
15,049.70 |
15,228.24 |
15,851.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,058.40 |
15,791.29 |
267.11 |
1.7% |
128.17 |
0.8% |
88% |
True |
False |
|
10 |
16,174.51 |
15,791.29 |
383.22 |
2.4% |
100.71 |
0.6% |
61% |
False |
False |
|
20 |
16,174.51 |
15,672.00 |
502.51 |
3.1% |
99.64 |
0.6% |
70% |
False |
False |
|
40 |
16,174.51 |
15,136.38 |
1,038.13 |
6.5% |
111.14 |
0.7% |
86% |
False |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
121.99 |
0.8% |
90% |
False |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
120.68 |
0.8% |
90% |
False |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
119.89 |
0.7% |
90% |
False |
False |
|
120 |
16,174.51 |
14,551.27 |
1,623.24 |
10.1% |
124.84 |
0.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,241.62 |
2.618 |
16,171.26 |
1.618 |
16,128.15 |
1.000 |
16,101.51 |
0.618 |
16,085.04 |
HIGH |
16,058.40 |
0.618 |
16,041.93 |
0.500 |
16,036.85 |
0.382 |
16,031.76 |
LOW |
16,015.29 |
0.618 |
15,988.65 |
1.000 |
15,972.18 |
1.618 |
15,945.54 |
2.618 |
15,902.43 |
4.250 |
15,832.07 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
16,036.85 |
15,994.98 |
PP |
16,033.07 |
15,964.43 |
S1 |
16,029.30 |
15,933.89 |
|