Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,884.06 |
15,876.57 |
-7.49 |
0.0% |
16,019.49 |
High |
15,917.96 |
16,173.04 |
255.08 |
1.6% |
16,058.40 |
Low |
15,836.45 |
15,808.92 |
-27.53 |
-0.2% |
15,703.79 |
Close |
15,875.26 |
16,167.97 |
292.71 |
1.8% |
15,755.36 |
Range |
81.51 |
364.12 |
282.61 |
346.7% |
354.61 |
ATR |
113.02 |
130.95 |
17.94 |
15.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,142.34 |
17,019.27 |
16,368.24 |
|
R3 |
16,778.22 |
16,655.15 |
16,268.10 |
|
R2 |
16,414.10 |
16,414.10 |
16,234.73 |
|
R1 |
16,291.03 |
16,291.03 |
16,201.35 |
16,352.57 |
PP |
16,049.98 |
16,049.98 |
16,049.98 |
16,080.74 |
S1 |
15,926.91 |
15,926.91 |
16,134.59 |
15,988.45 |
S2 |
15,685.86 |
15,685.86 |
16,101.21 |
|
S3 |
15,321.74 |
15,562.79 |
16,067.84 |
|
S4 |
14,957.62 |
15,198.67 |
15,967.70 |
|
|
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 |
16,173.04 |
15,703.79 |
469.25 |
2.9% |
166.51 |
1.0% |
99% |
True |
False |
|
10 |
16,173.04 |
15,703.79 |
469.25 |
2.9% |
138.83 |
0.9% |
99% |
True |
False |
|
20 |
16,174.51 |
15,703.79 |
470.72 |
2.9% |
121.03 |
0.7% |
99% |
False |
False |
|
40 |
16,174.51 |
15,366.19 |
808.32 |
5.0% |
114.51 |
0.7% |
99% |
False |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.0% |
123.98 |
0.8% |
100% |
False |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.0% |
125.23 |
0.8% |
100% |
False |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.0% |
124.37 |
0.8% |
100% |
False |
False |
|
120 |
16,174.51 |
14,719.43 |
1,455.08 |
9.0% |
121.99 |
0.8% |
100% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,720.55 |
2.618 |
17,126.31 |
1.618 |
16,762.19 |
1.000 |
16,537.16 |
0.618 |
16,398.07 |
HIGH |
16,173.04 |
0.618 |
16,033.95 |
0.500 |
15,990.98 |
0.382 |
15,948.01 |
LOW |
15,808.92 |
0.618 |
15,583.89 |
1.000 |
15,444.80 |
1.618 |
15,219.77 |
2.618 |
14,855.65 |
4.250 |
14,261.41 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
16,108.97 |
16,100.75 |
PP |
16,049.98 |
16,033.54 |
S1 |
15,990.98 |
15,966.32 |
|