Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,239.0 |
1,261.9 |
22.9 |
1.8% |
1,251.4 |
High |
1,267.0 |
1,261.9 |
-5.1 |
-0.4% |
1,251.5 |
Low |
1,239.0 |
1,252.1 |
13.1 |
1.1% |
1,212.9 |
Close |
1,262.4 |
1,258.5 |
-3.9 |
-0.3% |
1,230.3 |
Range |
28.0 |
9.8 |
-18.2 |
-65.0% |
38.6 |
ATR |
23.5 |
22.6 |
-0.9 |
-4.0% |
0.0 |
Volume |
882 |
147 |
-735 |
-83.3% |
10,212 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.9 |
1,282.5 |
1,263.9 |
|
R3 |
1,277.1 |
1,272.7 |
1,261.2 |
|
R2 |
1,267.3 |
1,267.3 |
1,260.3 |
|
R1 |
1,262.9 |
1,262.9 |
1,259.4 |
1,260.2 |
PP |
1,257.5 |
1,257.5 |
1,257.5 |
1,256.2 |
S1 |
1,253.1 |
1,253.1 |
1,257.6 |
1,250.4 |
S2 |
1,247.7 |
1,247.7 |
1,256.7 |
|
S3 |
1,237.9 |
1,243.3 |
1,255.8 |
|
S4 |
1,228.1 |
1,233.5 |
1,253.1 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.4 |
1,327.4 |
1,251.5 |
|
R3 |
1,308.8 |
1,288.8 |
1,240.9 |
|
R2 |
1,270.2 |
1,270.2 |
1,237.4 |
|
R1 |
1,250.2 |
1,250.2 |
1,233.8 |
1,240.9 |
PP |
1,231.6 |
1,231.6 |
1,231.6 |
1,226.9 |
S1 |
1,211.6 |
1,211.6 |
1,226.8 |
1,202.3 |
S2 |
1,193.0 |
1,193.0 |
1,223.2 |
|
S3 |
1,154.4 |
1,173.0 |
1,219.7 |
|
S4 |
1,115.8 |
1,134.4 |
1,209.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,267.0 |
1,213.0 |
54.0 |
4.3% |
20.8 |
1.7% |
84% |
False |
False |
571 |
10 |
1,267.0 |
1,212.9 |
54.1 |
4.3% |
22.5 |
1.8% |
84% |
False |
False |
10,312 |
20 |
1,293.8 |
1,212.9 |
80.9 |
6.4% |
20.3 |
1.6% |
56% |
False |
False |
81,872 |
40 |
1,361.8 |
1,212.9 |
148.9 |
11.8% |
21.1 |
1.7% |
31% |
False |
False |
107,456 |
60 |
1,375.4 |
1,212.9 |
162.5 |
12.9% |
24.3 |
1.9% |
28% |
False |
False |
123,508 |
80 |
1,434.0 |
1,212.9 |
221.1 |
17.6% |
25.0 |
2.0% |
21% |
False |
False |
129,421 |
100 |
1,434.0 |
1,212.9 |
221.1 |
17.6% |
25.2 |
2.0% |
21% |
False |
False |
128,933 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.0% |
26.0 |
2.1% |
30% |
False |
False |
110,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.6 |
2.618 |
1,287.6 |
1.618 |
1,277.8 |
1.000 |
1,271.7 |
0.618 |
1,268.0 |
HIGH |
1,261.9 |
0.618 |
1,258.2 |
0.500 |
1,257.0 |
0.382 |
1,255.8 |
LOW |
1,252.1 |
0.618 |
1,246.0 |
1.000 |
1,242.3 |
1.618 |
1,236.2 |
2.618 |
1,226.4 |
4.250 |
1,210.5 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,258.0 |
1,255.0 |
PP |
1,257.5 |
1,251.5 |
S1 |
1,257.0 |
1,248.0 |
|