Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,121.0 |
5,096.0 |
-25.0 |
-0.5% |
5,334.0 |
High |
5,147.0 |
5,123.0 |
-24.0 |
-0.5% |
5,352.0 |
Low |
5,098.0 |
5,028.0 |
-70.0 |
-1.4% |
5,152.0 |
Close |
5,115.0 |
5,057.0 |
-58.0 |
-1.1% |
5,184.0 |
Range |
49.0 |
95.0 |
46.0 |
93.9% |
200.0 |
ATR |
53.2 |
56.2 |
3.0 |
5.6% |
0.0 |
Volume |
27,700 |
43,013 |
15,313 |
55.3% |
132,630 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,354.3 |
5,300.7 |
5,109.3 |
|
R3 |
5,259.3 |
5,205.7 |
5,083.1 |
|
R2 |
5,164.3 |
5,164.3 |
5,074.4 |
|
R1 |
5,110.7 |
5,110.7 |
5,065.7 |
5,090.0 |
PP |
5,069.3 |
5,069.3 |
5,069.3 |
5,059.0 |
S1 |
5,015.7 |
5,015.7 |
5,048.3 |
4,995.0 |
S2 |
4,974.3 |
4,974.3 |
5,039.6 |
|
S3 |
4,879.3 |
4,920.7 |
5,030.9 |
|
S4 |
4,784.3 |
4,825.7 |
5,004.8 |
|
|
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 |
5,206.0 |
5,028.0 |
178.0 |
3.5% |
62.6 |
1.2% |
16% |
False |
True |
29,245 |
10 |
5,364.0 |
5,028.0 |
336.0 |
6.6% |
62.8 |
1.2% |
9% |
False |
True |
27,388 |
20 |
5,420.0 |
5,028.0 |
392.0 |
7.8% |
51.3 |
1.0% |
7% |
False |
True |
25,158 |
40 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
46.2 |
0.9% |
7% |
False |
True |
23,771 |
60 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
44.8 |
0.9% |
7% |
False |
True |
22,414 |
80 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
39.9 |
0.8% |
7% |
False |
True |
20,927 |
100 |
5,465.0 |
4,963.0 |
502.0 |
9.9% |
36.5 |
0.7% |
19% |
False |
False |
16,761 |
120 |
5,465.0 |
4,678.0 |
787.0 |
15.6% |
32.3 |
0.6% |
48% |
False |
False |
13,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,526.8 |
2.618 |
5,371.7 |
1.618 |
5,276.7 |
1.000 |
5,218.0 |
0.618 |
5,181.7 |
HIGH |
5,123.0 |
0.618 |
5,086.7 |
0.500 |
5,075.5 |
0.382 |
5,064.3 |
LOW |
5,028.0 |
0.618 |
4,969.3 |
1.000 |
4,933.0 |
1.618 |
4,874.3 |
2.618 |
4,779.3 |
4.250 |
4,624.3 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,075.5 |
5,107.0 |
PP |
5,069.3 |
5,090.3 |
S1 |
5,063.2 |
5,073.7 |
|