Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,876.57 |
16,162.51 |
285.94 |
1.8% |
16,019.49 |
High |
16,173.04 |
16,194.72 |
21.68 |
0.1% |
16,058.40 |
Low |
15,808.92 |
16,121.54 |
312.62 |
2.0% |
15,703.79 |
Close |
16,167.97 |
16,179.08 |
11.11 |
0.1% |
15,755.36 |
Range |
364.12 |
73.18 |
-290.94 |
-79.9% |
354.61 |
ATR |
130.95 |
126.83 |
-4.13 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,384.65 |
16,355.05 |
16,219.33 |
|
R3 |
16,311.47 |
16,281.87 |
16,199.20 |
|
R2 |
16,238.29 |
16,238.29 |
16,192.50 |
|
R1 |
16,208.69 |
16,208.69 |
16,185.79 |
16,223.49 |
PP |
16,165.11 |
16,165.11 |
16,165.11 |
16,172.52 |
S1 |
16,135.51 |
16,135.51 |
16,172.37 |
16,150.31 |
S2 |
16,091.93 |
16,091.93 |
16,165.66 |
|
S3 |
16,018.75 |
16,062.33 |
16,158.96 |
|
S4 |
15,945.57 |
15,989.15 |
16,138.83 |
|
|
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 |
16,194.72 |
15,717.92 |
476.80 |
2.9% |
152.88 |
0.9% |
97% |
True |
False |
|
10 |
16,194.72 |
15,703.79 |
490.93 |
3.0% |
137.47 |
0.8% |
97% |
True |
False |
|
20 |
16,194.72 |
15,703.79 |
490.93 |
3.0% |
117.12 |
0.7% |
97% |
True |
False |
|
40 |
16,194.72 |
15,414.13 |
780.59 |
4.8% |
113.85 |
0.7% |
98% |
True |
False |
|
60 |
16,194.72 |
14,719.43 |
1,475.29 |
9.1% |
123.21 |
0.8% |
99% |
True |
False |
|
80 |
16,194.72 |
14,719.43 |
1,475.29 |
9.1% |
123.97 |
0.8% |
99% |
True |
False |
|
100 |
16,194.72 |
14,719.43 |
1,475.29 |
9.1% |
123.95 |
0.8% |
99% |
True |
False |
|
120 |
16,194.72 |
14,719.43 |
1,475.29 |
9.1% |
121.17 |
0.7% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,505.74 |
2.618 |
16,386.31 |
1.618 |
16,313.13 |
1.000 |
16,267.90 |
0.618 |
16,239.95 |
HIGH |
16,194.72 |
0.618 |
16,166.77 |
0.500 |
16,158.13 |
0.382 |
16,149.49 |
LOW |
16,121.54 |
0.618 |
16,076.31 |
1.000 |
16,048.36 |
1.618 |
16,003.13 |
2.618 |
15,929.95 |
4.250 |
15,810.53 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
16,172.10 |
16,119.99 |
PP |
16,165.11 |
16,060.91 |
S1 |
16,158.13 |
16,001.82 |
|