Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,096.0 |
5,042.0 |
-54.0 |
-1.1% |
5,188.0 |
High |
5,123.0 |
5,104.0 |
-19.0 |
-0.4% |
5,206.0 |
Low |
5,028.0 |
5,039.0 |
11.0 |
0.2% |
5,028.0 |
Close |
5,057.0 |
5,095.0 |
38.0 |
0.8% |
5,095.0 |
Range |
95.0 |
65.0 |
-30.0 |
-31.6% |
178.0 |
ATR |
56.2 |
56.8 |
0.6 |
1.1% |
0.0 |
Volume |
43,013 |
39,530 |
-3,483 |
-8.1% |
162,015 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,274.3 |
5,249.7 |
5,130.8 |
|
R3 |
5,209.3 |
5,184.7 |
5,112.9 |
|
R2 |
5,144.3 |
5,144.3 |
5,106.9 |
|
R1 |
5,119.7 |
5,119.7 |
5,101.0 |
5,132.0 |
PP |
5,079.3 |
5,079.3 |
5,079.3 |
5,085.5 |
S1 |
5,054.7 |
5,054.7 |
5,089.0 |
5,067.0 |
S2 |
5,014.3 |
5,014.3 |
5,083.1 |
|
S3 |
4,949.3 |
4,989.7 |
5,077.1 |
|
S4 |
4,884.3 |
4,924.7 |
5,059.3 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,643.7 |
5,547.3 |
5,192.9 |
|
R3 |
5,465.7 |
5,369.3 |
5,144.0 |
|
R2 |
5,287.7 |
5,287.7 |
5,127.6 |
|
R1 |
5,191.3 |
5,191.3 |
5,111.3 |
5,150.5 |
PP |
5,109.7 |
5,109.7 |
5,109.7 |
5,089.3 |
S1 |
5,013.3 |
5,013.3 |
5,078.7 |
4,972.5 |
S2 |
4,931.7 |
4,931.7 |
5,062.4 |
|
S3 |
4,753.7 |
4,835.3 |
5,046.1 |
|
S4 |
4,575.7 |
4,657.3 |
4,997.1 |
|
|
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% |
65.2 |
1.3% |
38% |
False |
False |
32,403 |
10 |
5,352.0 |
5,028.0 |
324.0 |
6.4% |
64.3 |
1.3% |
21% |
False |
False |
29,464 |
20 |
5,419.0 |
5,028.0 |
391.0 |
7.7% |
50.9 |
1.0% |
17% |
False |
False |
25,887 |
40 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
46.9 |
0.9% |
15% |
False |
False |
24,286 |
60 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
45.5 |
0.9% |
15% |
False |
False |
22,742 |
80 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
40.4 |
0.8% |
15% |
False |
False |
21,421 |
100 |
5,465.0 |
4,963.0 |
502.0 |
9.9% |
37.2 |
0.7% |
26% |
False |
False |
17,156 |
120 |
5,465.0 |
4,678.0 |
787.0 |
15.4% |
32.8 |
0.6% |
53% |
False |
False |
14,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,380.3 |
2.618 |
5,274.2 |
1.618 |
5,209.2 |
1.000 |
5,169.0 |
0.618 |
5,144.2 |
HIGH |
5,104.0 |
0.618 |
5,079.2 |
0.500 |
5,071.5 |
0.382 |
5,063.8 |
LOW |
5,039.0 |
0.618 |
4,998.8 |
1.000 |
4,974.0 |
1.618 |
4,933.8 |
2.618 |
4,868.8 |
4.250 |
4,762.8 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,087.2 |
5,092.5 |
PP |
5,079.3 |
5,090.0 |
S1 |
5,071.5 |
5,087.5 |
|