Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,759.60 |
15,884.06 |
124.46 |
0.8% |
16,019.49 |
High |
15,930.31 |
15,917.96 |
-12.35 |
-0.1% |
16,058.40 |
Low |
15,759.60 |
15,836.45 |
76.85 |
0.5% |
15,703.79 |
Close |
15,884.57 |
15,875.26 |
-9.31 |
-0.1% |
15,755.36 |
Range |
170.71 |
81.51 |
-89.20 |
-52.3% |
354.61 |
ATR |
115.44 |
113.02 |
-2.42 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,121.09 |
16,079.68 |
15,920.09 |
|
R3 |
16,039.58 |
15,998.17 |
15,897.68 |
|
R2 |
15,958.07 |
15,958.07 |
15,890.20 |
|
R1 |
15,916.66 |
15,916.66 |
15,882.73 |
15,896.61 |
PP |
15,876.56 |
15,876.56 |
15,876.56 |
15,866.53 |
S1 |
15,835.15 |
15,835.15 |
15,867.79 |
15,815.10 |
S2 |
15,795.05 |
15,795.05 |
15,860.32 |
|
S3 |
15,713.54 |
15,753.64 |
15,852.84 |
|
S4 |
15,632.03 |
15,672.13 |
15,830.43 |
|
|
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 |
15,997.22 |
15,703.79 |
293.43 |
1.8% |
127.59 |
0.8% |
58% |
False |
False |
|
10 |
16,058.40 |
15,703.79 |
354.61 |
2.2% |
119.33 |
0.8% |
48% |
False |
False |
|
20 |
16,174.51 |
15,703.79 |
470.72 |
3.0% |
106.93 |
0.7% |
36% |
False |
False |
|
40 |
16,174.51 |
15,366.19 |
808.32 |
5.1% |
108.50 |
0.7% |
63% |
False |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
119.69 |
0.8% |
79% |
False |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
121.99 |
0.8% |
79% |
False |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
121.48 |
0.8% |
79% |
False |
False |
|
120 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
120.21 |
0.8% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,264.38 |
2.618 |
16,131.35 |
1.618 |
16,049.84 |
1.000 |
15,999.47 |
0.618 |
15,968.33 |
HIGH |
15,917.96 |
0.618 |
15,886.82 |
0.500 |
15,877.21 |
0.382 |
15,867.59 |
LOW |
15,836.45 |
0.618 |
15,786.08 |
1.000 |
15,754.94 |
1.618 |
15,704.57 |
2.618 |
15,623.06 |
4.250 |
15,490.03 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,877.21 |
15,858.21 |
PP |
15,876.56 |
15,841.16 |
S1 |
15,875.91 |
15,824.12 |
|