Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,253.5 |
1,226.7 |
-26.8 |
-2.1% |
1,230.2 |
High |
1,255.4 |
1,239.0 |
-16.4 |
-1.3% |
1,267.0 |
Low |
1,225.9 |
1,222.2 |
-3.7 |
-0.3% |
1,222.2 |
Close |
1,226.0 |
1,235.7 |
9.7 |
0.8% |
1,235.7 |
Range |
29.5 |
16.8 |
-12.7 |
-43.1% |
44.8 |
ATR |
23.3 |
22.8 |
-0.5 |
-2.0% |
0.0 |
Volume |
609 |
446 |
-163 |
-26.8% |
2,436 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.7 |
1,276.0 |
1,244.9 |
|
R3 |
1,265.9 |
1,259.2 |
1,240.3 |
|
R2 |
1,249.1 |
1,249.1 |
1,238.8 |
|
R1 |
1,242.4 |
1,242.4 |
1,237.2 |
1,245.8 |
PP |
1,232.3 |
1,232.3 |
1,232.3 |
1,234.0 |
S1 |
1,225.6 |
1,225.6 |
1,234.2 |
1,229.0 |
S2 |
1,215.5 |
1,215.5 |
1,232.6 |
|
S3 |
1,198.7 |
1,208.8 |
1,231.1 |
|
S4 |
1,181.9 |
1,192.0 |
1,226.5 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.0 |
1,350.7 |
1,260.3 |
|
R3 |
1,331.2 |
1,305.9 |
1,248.0 |
|
R2 |
1,286.4 |
1,286.4 |
1,243.9 |
|
R1 |
1,261.1 |
1,261.1 |
1,239.8 |
1,273.8 |
PP |
1,241.6 |
1,241.6 |
1,241.6 |
1,248.0 |
S1 |
1,216.3 |
1,216.3 |
1,231.6 |
1,229.0 |
S2 |
1,196.8 |
1,196.8 |
1,227.5 |
|
S3 |
1,152.0 |
1,171.5 |
1,223.4 |
|
S4 |
1,107.2 |
1,126.7 |
1,211.1 |
|
|
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 |
1,222.2 |
44.8 |
3.6% |
19.7 |
1.6% |
30% |
False |
True |
487 |
10 |
1,267.0 |
1,212.9 |
54.1 |
4.4% |
23.2 |
1.9% |
42% |
False |
False |
1,264 |
20 |
1,290.8 |
1,212.9 |
77.9 |
6.3% |
20.9 |
1.7% |
29% |
False |
False |
67,286 |
40 |
1,361.8 |
1,212.9 |
148.9 |
12.0% |
20.5 |
1.7% |
15% |
False |
False |
97,937 |
60 |
1,368.4 |
1,212.9 |
155.5 |
12.6% |
23.6 |
1.9% |
15% |
False |
False |
116,462 |
80 |
1,434.0 |
1,212.9 |
221.1 |
17.9% |
25.0 |
2.0% |
10% |
False |
False |
125,838 |
100 |
1,434.0 |
1,212.9 |
221.1 |
17.9% |
25.1 |
2.0% |
10% |
False |
False |
128,168 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.3% |
26.0 |
2.1% |
21% |
False |
False |
110,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.4 |
2.618 |
1,283.0 |
1.618 |
1,266.2 |
1.000 |
1,255.8 |
0.618 |
1,249.4 |
HIGH |
1,239.0 |
0.618 |
1,232.6 |
0.500 |
1,230.6 |
0.382 |
1,228.6 |
LOW |
1,222.2 |
0.618 |
1,211.8 |
1.000 |
1,205.4 |
1.618 |
1,195.0 |
2.618 |
1,178.2 |
4.250 |
1,150.8 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,234.0 |
1,242.1 |
PP |
1,232.3 |
1,239.9 |
S1 |
1,230.6 |
1,237.8 |
|