Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,745.66 |
15,759.60 |
13.94 |
0.1% |
16,019.49 |
High |
15,792.80 |
15,930.31 |
137.51 |
0.9% |
16,058.40 |
Low |
15,717.92 |
15,759.60 |
41.68 |
0.3% |
15,703.79 |
Close |
15,755.36 |
15,884.57 |
129.21 |
0.8% |
15,755.36 |
Range |
74.88 |
170.71 |
95.83 |
128.0% |
354.61 |
ATR |
110.86 |
115.44 |
4.58 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,370.29 |
16,298.14 |
15,978.46 |
|
R3 |
16,199.58 |
16,127.43 |
15,931.52 |
|
R2 |
16,028.87 |
16,028.87 |
15,915.87 |
|
R1 |
15,956.72 |
15,956.72 |
15,900.22 |
15,992.80 |
PP |
15,858.16 |
15,858.16 |
15,858.16 |
15,876.20 |
S1 |
15,786.01 |
15,786.01 |
15,868.92 |
15,822.09 |
S2 |
15,687.45 |
15,687.45 |
15,853.27 |
|
S3 |
15,516.74 |
15,615.30 |
15,837.62 |
|
S4 |
15,346.03 |
15,444.59 |
15,790.68 |
|
|
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 |
16,029.06 |
15,703.79 |
325.27 |
2.0% |
123.19 |
0.8% |
56% |
False |
False |
|
10 |
16,058.40 |
15,703.79 |
354.61 |
2.2% |
125.68 |
0.8% |
51% |
False |
False |
|
20 |
16,174.51 |
15,703.79 |
470.72 |
3.0% |
107.26 |
0.7% |
38% |
False |
False |
|
40 |
16,174.51 |
15,362.66 |
811.85 |
5.1% |
107.65 |
0.7% |
64% |
False |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
119.97 |
0.8% |
80% |
False |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
122.15 |
0.8% |
80% |
False |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
122.22 |
0.8% |
80% |
False |
False |
|
120 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
120.81 |
0.8% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,655.83 |
2.618 |
16,377.23 |
1.618 |
16,206.52 |
1.000 |
16,101.02 |
0.618 |
16,035.81 |
HIGH |
15,930.31 |
0.618 |
15,865.10 |
0.500 |
15,844.96 |
0.382 |
15,824.81 |
LOW |
15,759.60 |
0.618 |
15,654.10 |
1.000 |
15,588.89 |
1.618 |
15,483.39 |
2.618 |
15,312.68 |
4.250 |
15,034.08 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,871.37 |
15,862.06 |
PP |
15,858.16 |
15,839.56 |
S1 |
15,844.96 |
15,817.05 |
|