Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,226.6 |
1,190.9 |
-35.7 |
-2.9% |
1,238.4 |
High |
1,226.6 |
1,207.8 |
-18.8 |
-1.5% |
1,250.6 |
Low |
1,188.7 |
1,190.9 |
2.2 |
0.2% |
1,188.7 |
Close |
1,195.0 |
1,205.1 |
10.1 |
0.8% |
1,205.1 |
Range |
37.9 |
16.9 |
-21.0 |
-55.4% |
61.9 |
ATR |
24.4 |
23.8 |
-0.5 |
-2.2% |
0.0 |
Volume |
124 |
204 |
80 |
64.5% |
706 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.0 |
1,245.4 |
1,214.4 |
|
R3 |
1,235.1 |
1,228.5 |
1,209.7 |
|
R2 |
1,218.2 |
1,218.2 |
1,208.2 |
|
R1 |
1,211.6 |
1,211.6 |
1,206.6 |
1,214.9 |
PP |
1,201.3 |
1,201.3 |
1,201.3 |
1,202.9 |
S1 |
1,194.7 |
1,194.7 |
1,203.6 |
1,198.0 |
S2 |
1,184.4 |
1,184.4 |
1,202.0 |
|
S3 |
1,167.5 |
1,177.8 |
1,200.5 |
|
S4 |
1,150.6 |
1,160.9 |
1,195.8 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.5 |
1,364.7 |
1,239.1 |
|
R3 |
1,338.6 |
1,302.8 |
1,222.1 |
|
R2 |
1,276.7 |
1,276.7 |
1,216.4 |
|
R1 |
1,240.9 |
1,240.9 |
1,210.8 |
1,227.9 |
PP |
1,214.8 |
1,214.8 |
1,214.8 |
1,208.3 |
S1 |
1,179.0 |
1,179.0 |
1,199.4 |
1,166.0 |
S2 |
1,152.9 |
1,152.9 |
1,193.8 |
|
S3 |
1,091.0 |
1,117.1 |
1,188.1 |
|
S4 |
1,029.1 |
1,055.2 |
1,171.1 |
|
|
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 |
5.1% |
22.8 |
1.9% |
26% |
False |
False |
141 |
10 |
1,267.0 |
1,188.7 |
78.3 |
6.5% |
21.2 |
1.8% |
21% |
False |
False |
314 |
20 |
1,267.0 |
1,188.7 |
78.3 |
6.5% |
22.0 |
1.8% |
21% |
False |
False |
30,697 |
40 |
1,361.8 |
1,188.7 |
173.1 |
14.4% |
20.8 |
1.7% |
9% |
False |
False |
83,566 |
60 |
1,361.8 |
1,188.7 |
173.1 |
14.4% |
23.3 |
1.9% |
9% |
False |
False |
103,297 |
80 |
1,418.6 |
1,188.7 |
229.9 |
19.1% |
24.8 |
2.1% |
7% |
False |
False |
116,602 |
100 |
1,434.0 |
1,188.7 |
245.3 |
20.4% |
25.0 |
2.1% |
7% |
False |
False |
122,538 |
120 |
1,434.0 |
1,188.7 |
245.3 |
20.4% |
25.1 |
2.1% |
7% |
False |
False |
109,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.6 |
2.618 |
1,252.0 |
1.618 |
1,235.1 |
1.000 |
1,224.7 |
0.618 |
1,218.2 |
HIGH |
1,207.8 |
0.618 |
1,201.3 |
0.500 |
1,199.4 |
0.382 |
1,197.4 |
LOW |
1,190.9 |
0.618 |
1,180.5 |
1.000 |
1,174.0 |
1.618 |
1,163.6 |
2.618 |
1,146.7 |
4.250 |
1,119.1 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,203.2 |
1,216.9 |
PP |
1,201.3 |
1,213.0 |
S1 |
1,199.4 |
1,209.0 |
|