Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,226.7 |
1,238.4 |
11.7 |
1.0% |
1,230.2 |
High |
1,239.0 |
1,250.6 |
11.6 |
0.9% |
1,267.0 |
Low |
1,222.2 |
1,228.9 |
6.7 |
0.5% |
1,222.2 |
Close |
1,235.7 |
1,245.5 |
9.8 |
0.8% |
1,235.7 |
Range |
16.8 |
21.7 |
4.9 |
29.2% |
44.8 |
ATR |
22.8 |
22.8 |
-0.1 |
-0.4% |
0.0 |
Volume |
446 |
242 |
-204 |
-45.7% |
2,436 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.8 |
1,297.8 |
1,257.4 |
|
R3 |
1,285.1 |
1,276.1 |
1,251.5 |
|
R2 |
1,263.4 |
1,263.4 |
1,249.5 |
|
R1 |
1,254.4 |
1,254.4 |
1,247.5 |
1,258.9 |
PP |
1,241.7 |
1,241.7 |
1,241.7 |
1,243.9 |
S1 |
1,232.7 |
1,232.7 |
1,243.5 |
1,237.2 |
S2 |
1,220.0 |
1,220.0 |
1,241.5 |
|
S3 |
1,198.3 |
1,211.0 |
1,239.5 |
|
S4 |
1,176.6 |
1,189.3 |
1,233.6 |
|
|
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% |
21.2 |
1.7% |
52% |
False |
False |
465 |
10 |
1,267.0 |
1,212.9 |
54.1 |
4.3% |
22.0 |
1.8% |
60% |
False |
False |
791 |
20 |
1,289.2 |
1,212.9 |
76.3 |
6.1% |
21.4 |
1.7% |
43% |
False |
False |
62,639 |
40 |
1,361.8 |
1,212.9 |
148.9 |
12.0% |
20.6 |
1.7% |
22% |
False |
False |
95,341 |
60 |
1,361.8 |
1,212.9 |
148.9 |
12.0% |
23.2 |
1.9% |
22% |
False |
False |
113,285 |
80 |
1,434.0 |
1,212.9 |
221.1 |
17.8% |
24.9 |
2.0% |
15% |
False |
False |
123,997 |
100 |
1,434.0 |
1,212.9 |
221.1 |
17.8% |
25.0 |
2.0% |
15% |
False |
False |
127,639 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.2% |
25.7 |
2.1% |
25% |
False |
False |
110,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.8 |
2.618 |
1,307.4 |
1.618 |
1,285.7 |
1.000 |
1,272.3 |
0.618 |
1,264.0 |
HIGH |
1,250.6 |
0.618 |
1,242.3 |
0.500 |
1,239.8 |
0.382 |
1,237.2 |
LOW |
1,228.9 |
0.618 |
1,215.5 |
1.000 |
1,207.2 |
1.618 |
1,193.8 |
2.618 |
1,172.1 |
4.250 |
1,136.7 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,243.6 |
1,243.3 |
PP |
1,241.7 |
1,241.0 |
S1 |
1,239.8 |
1,238.8 |
|