Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
16,019.49 |
16,024.12 |
4.63 |
0.0% |
16,087.12 |
High |
16,058.40 |
16,029.06 |
-29.34 |
-0.2% |
16,098.00 |
Low |
16,015.29 |
15,969.53 |
-45.76 |
-0.3% |
15,791.29 |
Close |
16,025.53 |
15,973.13 |
-52.40 |
-0.3% |
16,020.20 |
Range |
43.11 |
59.53 |
16.42 |
38.1% |
306.71 |
ATR |
110.69 |
107.04 |
-3.65 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,169.16 |
16,130.68 |
16,005.87 |
|
R3 |
16,109.63 |
16,071.15 |
15,989.50 |
|
R2 |
16,050.10 |
16,050.10 |
15,984.04 |
|
R1 |
16,011.62 |
16,011.62 |
15,978.59 |
16,001.10 |
PP |
15,990.57 |
15,990.57 |
15,990.57 |
15,985.31 |
S1 |
15,952.09 |
15,952.09 |
15,967.67 |
15,941.57 |
S2 |
15,931.04 |
15,931.04 |
15,962.22 |
|
S3 |
15,871.51 |
15,892.56 |
15,956.76 |
|
S4 |
15,811.98 |
15,833.03 |
15,940.39 |
|
|
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% |
111.07 |
0.7% |
68% |
False |
False |
|
10 |
16,174.51 |
15,791.29 |
383.22 |
2.4% |
101.25 |
0.6% |
47% |
False |
False |
|
20 |
16,174.51 |
15,672.00 |
502.51 |
3.1% |
99.91 |
0.6% |
60% |
False |
False |
|
40 |
16,174.51 |
15,161.33 |
1,013.18 |
6.3% |
108.30 |
0.7% |
80% |
False |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
120.18 |
0.8% |
86% |
False |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
120.35 |
0.8% |
86% |
False |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
119.96 |
0.8% |
86% |
False |
False |
|
120 |
16,174.51 |
14,551.27 |
1,623.24 |
10.2% |
122.22 |
0.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,282.06 |
2.618 |
16,184.91 |
1.618 |
16,125.38 |
1.000 |
16,088.59 |
0.618 |
16,065.85 |
HIGH |
16,029.06 |
0.618 |
16,006.32 |
0.500 |
15,999.30 |
0.382 |
15,992.27 |
LOW |
15,969.53 |
0.618 |
15,932.74 |
1.000 |
15,910.00 |
1.618 |
15,873.21 |
2.618 |
15,813.68 |
4.250 |
15,716.53 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,999.30 |
15,962.75 |
PP |
15,990.57 |
15,952.36 |
S1 |
15,981.85 |
15,941.98 |
|