Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,970.75 |
15,844.82 |
-125.93 |
-0.8% |
16,087.12 |
High |
15,997.22 |
15,845.11 |
-152.11 |
-1.0% |
16,098.00 |
Low |
15,827.70 |
15,703.79 |
-123.91 |
-0.8% |
15,791.29 |
Close |
15,843.53 |
15,739.43 |
-104.10 |
-0.7% |
16,020.20 |
Range |
169.52 |
141.32 |
-28.20 |
-16.6% |
306.71 |
ATR |
111.50 |
113.63 |
2.13 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,186.74 |
16,104.40 |
15,817.16 |
|
R3 |
16,045.42 |
15,963.08 |
15,778.29 |
|
R2 |
15,904.10 |
15,904.10 |
15,765.34 |
|
R1 |
15,821.76 |
15,821.76 |
15,752.38 |
15,792.27 |
PP |
15,762.78 |
15,762.78 |
15,762.78 |
15,748.03 |
S1 |
15,680.44 |
15,680.44 |
15,726.48 |
15,650.95 |
S2 |
15,621.46 |
15,621.46 |
15,713.52 |
|
S3 |
15,480.14 |
15,539.12 |
15,700.57 |
|
S4 |
15,338.82 |
15,397.80 |
15,661.70 |
|
|
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 |
15,703.79 |
354.61 |
2.3% |
122.06 |
0.8% |
10% |
False |
True |
|
10 |
16,174.51 |
15,703.79 |
470.72 |
3.0% |
122.34 |
0.8% |
8% |
False |
True |
|
20 |
16,174.51 |
15,703.79 |
470.72 |
3.0% |
103.65 |
0.7% |
8% |
False |
True |
|
40 |
16,174.51 |
15,229.02 |
945.49 |
6.0% |
107.47 |
0.7% |
54% |
False |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
120.50 |
0.8% |
70% |
False |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
121.94 |
0.8% |
70% |
False |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
121.87 |
0.8% |
70% |
False |
False |
|
120 |
16,174.51 |
14,669.69 |
1,504.82 |
9.6% |
121.36 |
0.8% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,445.72 |
2.618 |
16,215.09 |
1.618 |
16,073.77 |
1.000 |
15,986.43 |
0.618 |
15,932.45 |
HIGH |
15,845.11 |
0.618 |
15,791.13 |
0.500 |
15,774.45 |
0.382 |
15,757.77 |
LOW |
15,703.79 |
0.618 |
15,616.45 |
1.000 |
15,562.47 |
1.618 |
15,475.13 |
2.618 |
15,333.81 |
4.250 |
15,103.18 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,774.45 |
15,866.43 |
PP |
15,762.78 |
15,824.09 |
S1 |
15,751.10 |
15,781.76 |
|