Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,153.0 |
5,121.0 |
-32.0 |
-0.6% |
5,334.0 |
High |
5,186.0 |
5,147.0 |
-39.0 |
-0.8% |
5,352.0 |
Low |
5,140.0 |
5,098.0 |
-42.0 |
-0.8% |
5,152.0 |
Close |
5,147.0 |
5,115.0 |
-32.0 |
-0.6% |
5,184.0 |
Range |
46.0 |
49.0 |
3.0 |
6.5% |
200.0 |
ATR |
53.6 |
53.2 |
-0.3 |
-0.6% |
0.0 |
Volume |
25,312 |
27,700 |
2,388 |
9.4% |
132,630 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,267.0 |
5,240.0 |
5,142.0 |
|
R3 |
5,218.0 |
5,191.0 |
5,128.5 |
|
R2 |
5,169.0 |
5,169.0 |
5,124.0 |
|
R1 |
5,142.0 |
5,142.0 |
5,119.5 |
5,131.0 |
PP |
5,120.0 |
5,120.0 |
5,120.0 |
5,114.5 |
S1 |
5,093.0 |
5,093.0 |
5,110.5 |
5,082.0 |
S2 |
5,071.0 |
5,071.0 |
5,106.0 |
|
S3 |
5,022.0 |
5,044.0 |
5,101.5 |
|
S4 |
4,973.0 |
4,995.0 |
5,088.1 |
|
|
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 |
5,282.0 |
5,098.0 |
184.0 |
3.6% |
59.2 |
1.2% |
9% |
False |
True |
26,281 |
10 |
5,379.0 |
5,098.0 |
281.0 |
5.5% |
57.1 |
1.1% |
6% |
False |
True |
25,316 |
20 |
5,420.0 |
5,098.0 |
322.0 |
6.3% |
49.1 |
1.0% |
5% |
False |
True |
24,387 |
40 |
5,465.0 |
5,098.0 |
367.0 |
7.2% |
44.5 |
0.9% |
5% |
False |
True |
23,208 |
60 |
5,465.0 |
5,098.0 |
367.0 |
7.2% |
43.6 |
0.9% |
5% |
False |
True |
22,051 |
80 |
5,465.0 |
5,000.0 |
465.0 |
9.1% |
39.3 |
0.8% |
25% |
False |
False |
20,390 |
100 |
5,465.0 |
4,963.0 |
502.0 |
9.8% |
35.6 |
0.7% |
30% |
False |
False |
16,331 |
120 |
5,465.0 |
4,678.0 |
787.0 |
15.4% |
31.6 |
0.6% |
56% |
False |
False |
13,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,355.3 |
2.618 |
5,275.3 |
1.618 |
5,226.3 |
1.000 |
5,196.0 |
0.618 |
5,177.3 |
HIGH |
5,147.0 |
0.618 |
5,128.3 |
0.500 |
5,122.5 |
0.382 |
5,116.7 |
LOW |
5,098.0 |
0.618 |
5,067.7 |
1.000 |
5,049.0 |
1.618 |
5,018.7 |
2.618 |
4,969.7 |
4.250 |
4,889.8 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,122.5 |
5,152.0 |
PP |
5,120.0 |
5,139.7 |
S1 |
5,117.5 |
5,127.3 |
|