Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,076.0 |
5,120.0 |
44.0 |
0.9% |
5,188.0 |
High |
5,102.0 |
5,138.0 |
36.0 |
0.7% |
5,206.0 |
Low |
5,057.0 |
5,082.0 |
25.0 |
0.5% |
5,028.0 |
Close |
5,101.0 |
5,100.0 |
-1.0 |
0.0% |
5,095.0 |
Range |
45.0 |
56.0 |
11.0 |
24.4% |
178.0 |
ATR |
56.0 |
56.0 |
0.0 |
0.0% |
0.0 |
Volume |
103,575 |
123,907 |
20,332 |
19.6% |
162,015 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,274.7 |
5,243.3 |
5,130.8 |
|
R3 |
5,218.7 |
5,187.3 |
5,115.4 |
|
R2 |
5,162.7 |
5,162.7 |
5,110.3 |
|
R1 |
5,131.3 |
5,131.3 |
5,105.1 |
5,119.0 |
PP |
5,106.7 |
5,106.7 |
5,106.7 |
5,100.5 |
S1 |
5,075.3 |
5,075.3 |
5,094.9 |
5,063.0 |
S2 |
5,050.7 |
5,050.7 |
5,089.7 |
|
S3 |
4,994.7 |
5,019.3 |
5,084.6 |
|
S4 |
4,938.7 |
4,963.3 |
5,069.2 |
|
|
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 |
5,147.0 |
5,028.0 |
119.0 |
2.3% |
62.0 |
1.2% |
61% |
False |
False |
67,545 |
10 |
5,287.0 |
5,028.0 |
259.0 |
5.1% |
62.6 |
1.2% |
28% |
False |
False |
47,209 |
20 |
5,390.0 |
5,028.0 |
362.0 |
7.1% |
52.0 |
1.0% |
20% |
False |
False |
34,849 |
40 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
48.0 |
0.9% |
16% |
False |
False |
29,091 |
60 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
46.1 |
0.9% |
16% |
False |
False |
26,025 |
80 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
41.1 |
0.8% |
16% |
False |
False |
24,261 |
100 |
5,465.0 |
4,963.0 |
502.0 |
9.8% |
37.9 |
0.7% |
27% |
False |
False |
19,429 |
120 |
5,465.0 |
4,698.0 |
767.0 |
15.0% |
33.3 |
0.7% |
52% |
False |
False |
16,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,376.0 |
2.618 |
5,284.6 |
1.618 |
5,228.6 |
1.000 |
5,194.0 |
0.618 |
5,172.6 |
HIGH |
5,138.0 |
0.618 |
5,116.6 |
0.500 |
5,110.0 |
0.382 |
5,103.4 |
LOW |
5,082.0 |
0.618 |
5,047.4 |
1.000 |
5,026.0 |
1.618 |
4,991.4 |
2.618 |
4,935.4 |
4.250 |
4,844.0 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,110.0 |
5,096.2 |
PP |
5,106.7 |
5,092.3 |
S1 |
5,103.3 |
5,088.5 |
|