Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,198.0 |
5,188.0 |
-10.0 |
-0.2% |
5,334.0 |
High |
5,204.0 |
5,206.0 |
2.0 |
0.0% |
5,352.0 |
Low |
5,152.0 |
5,135.0 |
-17.0 |
-0.3% |
5,152.0 |
Close |
5,184.0 |
5,143.0 |
-41.0 |
-0.8% |
5,184.0 |
Range |
52.0 |
71.0 |
19.0 |
36.5% |
200.0 |
ATR |
52.9 |
54.1 |
1.3 |
2.5% |
0.0 |
Volume |
23,740 |
26,460 |
2,720 |
11.5% |
132,630 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,374.3 |
5,329.7 |
5,182.1 |
|
R3 |
5,303.3 |
5,258.7 |
5,162.5 |
|
R2 |
5,232.3 |
5,232.3 |
5,156.0 |
|
R1 |
5,187.7 |
5,187.7 |
5,149.5 |
5,174.5 |
PP |
5,161.3 |
5,161.3 |
5,161.3 |
5,154.8 |
S1 |
5,116.7 |
5,116.7 |
5,136.5 |
5,103.5 |
S2 |
5,090.3 |
5,090.3 |
5,130.0 |
|
S3 |
5,019.3 |
5,045.7 |
5,123.5 |
|
S4 |
4,948.3 |
4,974.7 |
5,104.0 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,829.3 |
5,706.7 |
5,294.0 |
|
R3 |
5,629.3 |
5,506.7 |
5,239.0 |
|
R2 |
5,429.3 |
5,429.3 |
5,220.7 |
|
R1 |
5,306.7 |
5,306.7 |
5,202.3 |
5,268.0 |
PP |
5,229.3 |
5,229.3 |
5,229.3 |
5,210.0 |
S1 |
5,106.7 |
5,106.7 |
5,165.7 |
5,068.0 |
S2 |
5,029.3 |
5,029.3 |
5,147.3 |
|
S3 |
4,829.3 |
4,906.7 |
5,129.0 |
|
S4 |
4,629.3 |
4,706.7 |
5,074.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,292.0 |
5,135.0 |
157.0 |
3.1% |
62.0 |
1.2% |
5% |
False |
True |
26,460 |
10 |
5,389.0 |
5,135.0 |
254.0 |
4.9% |
54.4 |
1.1% |
3% |
False |
True |
24,011 |
20 |
5,439.0 |
5,135.0 |
304.0 |
5.9% |
50.5 |
1.0% |
3% |
False |
True |
24,474 |
40 |
5,465.0 |
5,135.0 |
330.0 |
6.4% |
43.9 |
0.9% |
2% |
False |
True |
22,872 |
60 |
5,465.0 |
5,106.0 |
359.0 |
7.0% |
43.3 |
0.8% |
10% |
False |
False |
24,637 |
80 |
5,465.0 |
5,000.0 |
465.0 |
9.0% |
38.6 |
0.8% |
31% |
False |
False |
19,728 |
100 |
5,465.0 |
4,963.0 |
502.0 |
9.8% |
34.7 |
0.7% |
36% |
False |
False |
15,801 |
120 |
5,465.0 |
4,621.0 |
844.0 |
16.4% |
30.8 |
0.6% |
62% |
False |
False |
13,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,507.8 |
2.618 |
5,391.9 |
1.618 |
5,320.9 |
1.000 |
5,277.0 |
0.618 |
5,249.9 |
HIGH |
5,206.0 |
0.618 |
5,178.9 |
0.500 |
5,170.5 |
0.382 |
5,162.1 |
LOW |
5,135.0 |
0.618 |
5,091.1 |
1.000 |
5,064.0 |
1.618 |
5,020.1 |
2.618 |
4,949.1 |
4.250 |
4,833.3 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,170.5 |
5,208.5 |
PP |
5,161.3 |
5,186.7 |
S1 |
5,152.2 |
5,164.8 |
|