Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
16,024.12 |
15,970.75 |
-53.37 |
-0.3% |
16,087.12 |
High |
16,029.06 |
15,997.22 |
-31.84 |
-0.2% |
16,098.00 |
Low |
15,969.53 |
15,827.70 |
-141.83 |
-0.9% |
15,791.29 |
Close |
15,973.13 |
15,843.53 |
-129.60 |
-0.8% |
16,020.20 |
Range |
59.53 |
169.52 |
109.99 |
184.8% |
306.71 |
ATR |
107.04 |
111.50 |
4.46 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,398.04 |
16,290.31 |
15,936.77 |
|
R3 |
16,228.52 |
16,120.79 |
15,890.15 |
|
R2 |
16,059.00 |
16,059.00 |
15,874.61 |
|
R1 |
15,951.27 |
15,951.27 |
15,859.07 |
15,920.38 |
PP |
15,889.48 |
15,889.48 |
15,889.48 |
15,874.04 |
S1 |
15,781.75 |
15,781.75 |
15,827.99 |
15,750.86 |
S2 |
15,719.96 |
15,719.96 |
15,812.45 |
|
S3 |
15,550.44 |
15,612.23 |
15,796.91 |
|
S4 |
15,380.92 |
15,442.71 |
15,750.29 |
|
|
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 |
15,809.37 |
249.03 |
1.6% |
111.16 |
0.7% |
14% |
False |
False |
|
10 |
16,174.51 |
15,791.29 |
383.22 |
2.4% |
113.27 |
0.7% |
14% |
False |
False |
|
20 |
16,174.51 |
15,672.00 |
502.51 |
3.2% |
104.13 |
0.7% |
34% |
False |
False |
|
40 |
16,174.51 |
15,170.70 |
1,003.81 |
6.3% |
109.02 |
0.7% |
67% |
False |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
122.14 |
0.8% |
77% |
False |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
121.21 |
0.8% |
77% |
False |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
121.06 |
0.8% |
77% |
False |
False |
|
120 |
16,174.51 |
14,551.27 |
1,623.24 |
10.2% |
122.22 |
0.8% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,717.68 |
2.618 |
16,441.02 |
1.618 |
16,271.50 |
1.000 |
16,166.74 |
0.618 |
16,101.98 |
HIGH |
15,997.22 |
0.618 |
15,932.46 |
0.500 |
15,912.46 |
0.382 |
15,892.46 |
LOW |
15,827.70 |
0.618 |
15,722.94 |
1.000 |
15,658.18 |
1.618 |
15,553.42 |
2.618 |
15,383.90 |
4.250 |
15,107.24 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,912.46 |
15,943.05 |
PP |
15,889.48 |
15,909.88 |
S1 |
15,866.51 |
15,876.70 |
|