Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,231.5 |
1,226.6 |
-4.9 |
-0.4% |
1,230.2 |
High |
1,245.1 |
1,226.6 |
-18.5 |
-1.5% |
1,267.0 |
Low |
1,217.0 |
1,188.7 |
-28.3 |
-2.3% |
1,222.2 |
Close |
1,236.1 |
1,195.0 |
-41.1 |
-3.3% |
1,235.7 |
Range |
28.1 |
37.9 |
9.8 |
34.9% |
44.8 |
ATR |
22.6 |
24.4 |
1.8 |
7.9% |
0.0 |
Volume |
114 |
124 |
10 |
8.8% |
2,436 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.1 |
1,294.0 |
1,215.8 |
|
R3 |
1,279.2 |
1,256.1 |
1,205.4 |
|
R2 |
1,241.3 |
1,241.3 |
1,201.9 |
|
R1 |
1,218.2 |
1,218.2 |
1,198.5 |
1,210.8 |
PP |
1,203.4 |
1,203.4 |
1,203.4 |
1,199.8 |
S1 |
1,180.3 |
1,180.3 |
1,191.5 |
1,172.9 |
S2 |
1,165.5 |
1,165.5 |
1,188.1 |
|
S3 |
1,127.6 |
1,142.4 |
1,184.6 |
|
S4 |
1,089.7 |
1,104.5 |
1,174.2 |
|
|
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 |
1,250.6 |
1,188.7 |
61.9 |
5.2% |
22.7 |
1.9% |
10% |
False |
True |
189 |
10 |
1,267.0 |
1,188.7 |
78.3 |
6.6% |
22.4 |
1.9% |
8% |
False |
True |
397 |
20 |
1,267.0 |
1,188.7 |
78.3 |
6.6% |
21.9 |
1.8% |
8% |
False |
True |
40,575 |
40 |
1,361.8 |
1,188.7 |
173.1 |
14.5% |
21.0 |
1.8% |
4% |
False |
True |
87,016 |
60 |
1,361.8 |
1,188.7 |
173.1 |
14.5% |
23.4 |
2.0% |
4% |
False |
True |
105,946 |
80 |
1,434.0 |
1,188.7 |
245.3 |
20.5% |
24.8 |
2.1% |
3% |
False |
True |
118,687 |
100 |
1,434.0 |
1,188.7 |
245.3 |
20.5% |
25.2 |
2.1% |
3% |
False |
True |
124,724 |
120 |
1,434.0 |
1,188.7 |
245.3 |
20.5% |
25.2 |
2.1% |
3% |
False |
True |
110,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.7 |
2.618 |
1,325.8 |
1.618 |
1,287.9 |
1.000 |
1,264.5 |
0.618 |
1,250.0 |
HIGH |
1,226.6 |
0.618 |
1,212.1 |
0.500 |
1,207.7 |
0.382 |
1,203.2 |
LOW |
1,188.7 |
0.618 |
1,165.3 |
1.000 |
1,150.8 |
1.618 |
1,127.4 |
2.618 |
1,089.5 |
4.250 |
1,027.6 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,207.7 |
1,216.9 |
PP |
1,203.4 |
1,209.6 |
S1 |
1,199.2 |
1,202.3 |
|