Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,237.0 |
1,231.5 |
-5.5 |
-0.4% |
1,230.2 |
High |
1,240.4 |
1,245.1 |
4.7 |
0.4% |
1,267.0 |
Low |
1,231.2 |
1,217.0 |
-14.2 |
-1.2% |
1,222.2 |
Close |
1,231.2 |
1,236.1 |
4.9 |
0.4% |
1,235.7 |
Range |
9.2 |
28.1 |
18.9 |
205.4% |
44.8 |
ATR |
22.2 |
22.6 |
0.4 |
1.9% |
0.0 |
Volume |
22 |
114 |
92 |
418.2% |
2,436 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.0 |
1,304.7 |
1,251.6 |
|
R3 |
1,288.9 |
1,276.6 |
1,243.8 |
|
R2 |
1,260.8 |
1,260.8 |
1,241.3 |
|
R1 |
1,248.5 |
1,248.5 |
1,238.7 |
1,254.7 |
PP |
1,232.7 |
1,232.7 |
1,232.7 |
1,235.8 |
S1 |
1,220.4 |
1,220.4 |
1,233.5 |
1,226.6 |
S2 |
1,204.6 |
1,204.6 |
1,230.9 |
|
S3 |
1,176.5 |
1,192.3 |
1,228.4 |
|
S4 |
1,148.4 |
1,164.2 |
1,220.6 |
|
|
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 |
1,255.4 |
1,217.0 |
38.4 |
3.1% |
21.1 |
1.7% |
50% |
False |
True |
286 |
10 |
1,267.0 |
1,213.0 |
54.0 |
4.4% |
20.9 |
1.7% |
43% |
False |
False |
429 |
20 |
1,275.7 |
1,212.9 |
62.8 |
5.1% |
21.8 |
1.8% |
37% |
False |
False |
51,779 |
40 |
1,361.8 |
1,212.9 |
148.9 |
12.0% |
20.4 |
1.6% |
16% |
False |
False |
89,490 |
60 |
1,361.8 |
1,212.9 |
148.9 |
12.0% |
23.1 |
1.9% |
16% |
False |
False |
108,376 |
80 |
1,434.0 |
1,212.9 |
221.1 |
17.9% |
24.7 |
2.0% |
10% |
False |
False |
120,691 |
100 |
1,434.0 |
1,212.9 |
221.1 |
17.9% |
24.9 |
2.0% |
10% |
False |
False |
125,984 |
120 |
1,434.0 |
1,209.4 |
224.6 |
18.2% |
25.2 |
2.0% |
12% |
False |
False |
110,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.5 |
2.618 |
1,318.7 |
1.618 |
1,290.6 |
1.000 |
1,273.2 |
0.618 |
1,262.5 |
HIGH |
1,245.1 |
0.618 |
1,234.4 |
0.500 |
1,231.1 |
0.382 |
1,227.7 |
LOW |
1,217.0 |
0.618 |
1,199.6 |
1.000 |
1,188.9 |
1.618 |
1,171.5 |
2.618 |
1,143.4 |
4.250 |
1,097.6 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,234.4 |
1,235.3 |
PP |
1,232.7 |
1,234.6 |
S1 |
1,231.1 |
1,233.8 |
|