Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,261.9 |
1,253.5 |
-8.4 |
-0.7% |
1,251.4 |
High |
1,261.9 |
1,255.4 |
-6.5 |
-0.5% |
1,251.5 |
Low |
1,252.1 |
1,225.9 |
-26.2 |
-2.1% |
1,212.9 |
Close |
1,258.5 |
1,226.0 |
-32.5 |
-2.6% |
1,230.3 |
Range |
9.8 |
29.5 |
19.7 |
201.0% |
38.6 |
ATR |
22.6 |
23.3 |
0.7 |
3.2% |
0.0 |
Volume |
147 |
609 |
462 |
314.3% |
10,212 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.3 |
1,304.6 |
1,242.2 |
|
R3 |
1,294.8 |
1,275.1 |
1,234.1 |
|
R2 |
1,265.3 |
1,265.3 |
1,231.4 |
|
R1 |
1,245.6 |
1,245.6 |
1,228.7 |
1,240.7 |
PP |
1,235.8 |
1,235.8 |
1,235.8 |
1,233.3 |
S1 |
1,216.1 |
1,216.1 |
1,223.3 |
1,211.2 |
S2 |
1,206.3 |
1,206.3 |
1,220.6 |
|
S3 |
1,176.8 |
1,186.6 |
1,217.9 |
|
S4 |
1,147.3 |
1,157.1 |
1,209.8 |
|
|
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 |
4.4% |
22.1 |
1.8% |
24% |
False |
False |
604 |
10 |
1,267.0 |
1,212.9 |
54.1 |
4.4% |
23.6 |
1.9% |
24% |
False |
False |
2,140 |
20 |
1,293.8 |
1,212.9 |
80.9 |
6.6% |
20.9 |
1.7% |
16% |
False |
False |
75,229 |
40 |
1,361.8 |
1,212.9 |
148.9 |
12.1% |
21.4 |
1.7% |
9% |
False |
False |
103,330 |
60 |
1,375.4 |
1,212.9 |
162.5 |
13.3% |
23.6 |
1.9% |
8% |
False |
False |
119,455 |
80 |
1,434.0 |
1,212.9 |
221.1 |
18.0% |
25.0 |
2.0% |
6% |
False |
False |
127,711 |
100 |
1,434.0 |
1,212.9 |
221.1 |
18.0% |
25.2 |
2.1% |
6% |
False |
False |
128,520 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.5% |
26.0 |
2.1% |
17% |
False |
False |
110,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.8 |
2.618 |
1,332.6 |
1.618 |
1,303.1 |
1.000 |
1,284.9 |
0.618 |
1,273.6 |
HIGH |
1,255.4 |
0.618 |
1,244.1 |
0.500 |
1,240.7 |
0.382 |
1,237.2 |
LOW |
1,225.9 |
0.618 |
1,207.7 |
1.000 |
1,196.4 |
1.618 |
1,178.2 |
2.618 |
1,148.7 |
4.250 |
1,100.5 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,240.7 |
1,246.5 |
PP |
1,235.8 |
1,239.6 |
S1 |
1,230.9 |
1,232.8 |
|