Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,042.0 |
5,076.0 |
34.0 |
0.7% |
5,188.0 |
High |
5,104.0 |
5,102.0 |
-2.0 |
0.0% |
5,206.0 |
Low |
5,039.0 |
5,057.0 |
18.0 |
0.4% |
5,028.0 |
Close |
5,095.0 |
5,101.0 |
6.0 |
0.1% |
5,095.0 |
Range |
65.0 |
45.0 |
-20.0 |
-30.8% |
178.0 |
ATR |
56.8 |
56.0 |
-0.8 |
-1.5% |
0.0 |
Volume |
39,530 |
103,575 |
64,045 |
162.0% |
162,015 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,221.7 |
5,206.3 |
5,125.8 |
|
R3 |
5,176.7 |
5,161.3 |
5,113.4 |
|
R2 |
5,131.7 |
5,131.7 |
5,109.3 |
|
R1 |
5,116.3 |
5,116.3 |
5,105.1 |
5,124.0 |
PP |
5,086.7 |
5,086.7 |
5,086.7 |
5,090.5 |
S1 |
5,071.3 |
5,071.3 |
5,096.9 |
5,079.0 |
S2 |
5,041.7 |
5,041.7 |
5,092.8 |
|
S3 |
4,996.7 |
5,026.3 |
5,088.6 |
|
S4 |
4,951.7 |
4,981.3 |
5,076.3 |
|
|
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 |
5,186.0 |
5,028.0 |
158.0 |
3.1% |
60.0 |
1.2% |
46% |
False |
False |
47,826 |
10 |
5,292.0 |
5,028.0 |
264.0 |
5.2% |
61.0 |
1.2% |
28% |
False |
False |
37,143 |
20 |
5,390.0 |
5,028.0 |
362.0 |
7.1% |
50.5 |
1.0% |
20% |
False |
False |
29,754 |
40 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
47.3 |
0.9% |
17% |
False |
False |
26,453 |
60 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
45.6 |
0.9% |
17% |
False |
False |
24,190 |
80 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
40.8 |
0.8% |
17% |
False |
False |
22,714 |
100 |
5,465.0 |
4,963.0 |
502.0 |
9.8% |
37.6 |
0.7% |
27% |
False |
False |
18,192 |
120 |
5,465.0 |
4,698.0 |
767.0 |
15.0% |
33.1 |
0.6% |
53% |
False |
False |
15,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,293.3 |
2.618 |
5,219.8 |
1.618 |
5,174.8 |
1.000 |
5,147.0 |
0.618 |
5,129.8 |
HIGH |
5,102.0 |
0.618 |
5,084.8 |
0.500 |
5,079.5 |
0.382 |
5,074.2 |
LOW |
5,057.0 |
0.618 |
5,029.2 |
1.000 |
5,012.0 |
1.618 |
4,984.2 |
2.618 |
4,939.2 |
4.250 |
4,865.8 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,093.8 |
5,092.5 |
PP |
5,086.7 |
5,084.0 |
S1 |
5,079.5 |
5,075.5 |
|