Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,238.4 |
1,237.0 |
-1.4 |
-0.1% |
1,230.2 |
High |
1,250.6 |
1,240.4 |
-10.2 |
-0.8% |
1,267.0 |
Low |
1,228.9 |
1,231.2 |
2.3 |
0.2% |
1,222.2 |
Close |
1,245.5 |
1,231.2 |
-14.3 |
-1.1% |
1,235.7 |
Range |
21.7 |
9.2 |
-12.5 |
-57.6% |
44.8 |
ATR |
22.8 |
22.2 |
-0.6 |
-2.7% |
0.0 |
Volume |
242 |
22 |
-220 |
-90.9% |
2,436 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.9 |
1,255.7 |
1,236.3 |
|
R3 |
1,252.7 |
1,246.5 |
1,233.7 |
|
R2 |
1,243.5 |
1,243.5 |
1,232.9 |
|
R1 |
1,237.3 |
1,237.3 |
1,232.0 |
1,235.8 |
PP |
1,234.3 |
1,234.3 |
1,234.3 |
1,233.5 |
S1 |
1,228.1 |
1,228.1 |
1,230.4 |
1,226.6 |
S2 |
1,225.1 |
1,225.1 |
1,229.5 |
|
S3 |
1,215.9 |
1,218.9 |
1,228.7 |
|
S4 |
1,206.7 |
1,209.7 |
1,226.1 |
|
|
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 |
1,261.9 |
1,222.2 |
39.7 |
3.2% |
17.4 |
1.4% |
23% |
False |
False |
293 |
10 |
1,267.0 |
1,212.9 |
54.1 |
4.4% |
21.9 |
1.8% |
34% |
False |
False |
600 |
20 |
1,278.2 |
1,212.9 |
65.3 |
5.3% |
20.9 |
1.7% |
28% |
False |
False |
57,030 |
40 |
1,361.8 |
1,212.9 |
148.9 |
12.1% |
20.5 |
1.7% |
12% |
False |
False |
93,482 |
60 |
1,361.8 |
1,212.9 |
148.9 |
12.1% |
23.0 |
1.9% |
12% |
False |
False |
110,958 |
80 |
1,434.0 |
1,212.9 |
221.1 |
18.0% |
24.6 |
2.0% |
8% |
False |
False |
121,977 |
100 |
1,434.0 |
1,212.9 |
221.1 |
18.0% |
24.8 |
2.0% |
8% |
False |
False |
127,003 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.4% |
25.4 |
2.1% |
19% |
False |
False |
110,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.5 |
2.618 |
1,264.5 |
1.618 |
1,255.3 |
1.000 |
1,249.6 |
0.618 |
1,246.1 |
HIGH |
1,240.4 |
0.618 |
1,236.9 |
0.500 |
1,235.8 |
0.382 |
1,234.7 |
LOW |
1,231.2 |
0.618 |
1,225.5 |
1.000 |
1,222.0 |
1.618 |
1,216.3 |
2.618 |
1,207.1 |
4.250 |
1,192.1 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,235.8 |
1,236.4 |
PP |
1,234.3 |
1,234.7 |
S1 |
1,232.7 |
1,232.9 |
|