Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,844.82 |
15,745.66 |
-99.16 |
-0.6% |
16,019.49 |
High |
15,845.11 |
15,792.80 |
-52.31 |
-0.3% |
16,058.40 |
Low |
15,703.79 |
15,717.92 |
14.13 |
0.1% |
15,703.79 |
Close |
15,739.43 |
15,755.36 |
15.93 |
0.1% |
15,755.36 |
Range |
141.32 |
74.88 |
-66.44 |
-47.0% |
354.61 |
ATR |
113.63 |
110.86 |
-2.77 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,980.00 |
15,942.56 |
15,796.54 |
|
R3 |
15,905.12 |
15,867.68 |
15,775.95 |
|
R2 |
15,830.24 |
15,830.24 |
15,769.09 |
|
R1 |
15,792.80 |
15,792.80 |
15,762.22 |
15,811.52 |
PP |
15,755.36 |
15,755.36 |
15,755.36 |
15,764.72 |
S1 |
15,717.92 |
15,717.92 |
15,748.50 |
15,736.64 |
S2 |
15,680.48 |
15,680.48 |
15,741.63 |
|
S3 |
15,605.60 |
15,643.04 |
15,734.77 |
|
S4 |
15,530.72 |
15,568.16 |
15,714.18 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,903.01 |
16,683.80 |
15,950.40 |
|
R3 |
16,548.40 |
16,329.19 |
15,852.88 |
|
R2 |
16,193.79 |
16,193.79 |
15,820.37 |
|
R1 |
15,974.58 |
15,974.58 |
15,787.87 |
15,906.88 |
PP |
15,839.18 |
15,839.18 |
15,839.18 |
15,805.34 |
S1 |
15,619.97 |
15,619.97 |
15,722.85 |
15,552.27 |
S2 |
15,484.57 |
15,484.57 |
15,690.35 |
|
S3 |
15,129.96 |
15,265.36 |
15,657.84 |
|
S4 |
14,775.35 |
14,910.75 |
15,560.32 |
|
|
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% |
97.67 |
0.6% |
15% |
False |
False |
|
10 |
16,098.00 |
15,703.79 |
394.21 |
2.5% |
119.79 |
0.8% |
13% |
False |
False |
|
20 |
16,174.51 |
15,703.79 |
470.72 |
3.0% |
103.08 |
0.7% |
11% |
False |
False |
|
40 |
16,174.51 |
15,321.81 |
852.70 |
5.4% |
105.66 |
0.7% |
51% |
False |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
120.57 |
0.8% |
71% |
False |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
121.14 |
0.8% |
71% |
False |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
121.56 |
0.8% |
71% |
False |
False |
|
120 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
120.80 |
0.8% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,111.04 |
2.618 |
15,988.84 |
1.618 |
15,913.96 |
1.000 |
15,867.68 |
0.618 |
15,839.08 |
HIGH |
15,792.80 |
0.618 |
15,764.20 |
0.500 |
15,755.36 |
0.382 |
15,746.52 |
LOW |
15,717.92 |
0.618 |
15,671.64 |
1.000 |
15,643.04 |
1.618 |
15,596.76 |
2.618 |
15,521.88 |
4.250 |
15,399.68 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,755.36 |
15,850.51 |
PP |
15,755.36 |
15,818.79 |
S1 |
15,755.36 |
15,787.08 |
|