Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,120.0 |
5,092.0 |
-28.0 |
-0.5% |
5,188.0 |
High |
5,138.0 |
5,122.0 |
-16.0 |
-0.3% |
5,206.0 |
Low |
5,082.0 |
5,087.0 |
5.0 |
0.1% |
5,028.0 |
Close |
5,100.0 |
5,101.0 |
1.0 |
0.0% |
5,095.0 |
Range |
56.0 |
35.0 |
-21.0 |
-37.5% |
178.0 |
ATR |
56.0 |
54.5 |
-1.5 |
-2.7% |
0.0 |
Volume |
123,907 |
78,719 |
-45,188 |
-36.5% |
162,015 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,208.3 |
5,189.7 |
5,120.3 |
|
R3 |
5,173.3 |
5,154.7 |
5,110.6 |
|
R2 |
5,138.3 |
5,138.3 |
5,107.4 |
|
R1 |
5,119.7 |
5,119.7 |
5,104.2 |
5,129.0 |
PP |
5,103.3 |
5,103.3 |
5,103.3 |
5,108.0 |
S1 |
5,084.7 |
5,084.7 |
5,097.8 |
5,094.0 |
S2 |
5,068.3 |
5,068.3 |
5,094.6 |
|
S3 |
5,033.3 |
5,049.7 |
5,091.4 |
|
S4 |
4,998.3 |
5,014.7 |
5,081.8 |
|
|
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 |
5,138.0 |
5,028.0 |
110.0 |
2.2% |
59.2 |
1.2% |
66% |
False |
False |
77,748 |
10 |
5,282.0 |
5,028.0 |
254.0 |
5.0% |
59.2 |
1.2% |
29% |
False |
False |
52,015 |
20 |
5,390.0 |
5,028.0 |
362.0 |
7.1% |
51.4 |
1.0% |
20% |
False |
False |
37,188 |
40 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
47.5 |
0.9% |
17% |
False |
False |
30,498 |
60 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
45.7 |
0.9% |
17% |
False |
False |
26,965 |
80 |
5,465.0 |
5,028.0 |
437.0 |
8.6% |
41.5 |
0.8% |
17% |
False |
False |
25,243 |
100 |
5,465.0 |
4,963.0 |
502.0 |
9.8% |
37.9 |
0.7% |
27% |
False |
False |
20,216 |
120 |
5,465.0 |
4,744.0 |
721.0 |
14.1% |
33.4 |
0.7% |
50% |
False |
False |
16,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,270.8 |
2.618 |
5,213.6 |
1.618 |
5,178.6 |
1.000 |
5,157.0 |
0.618 |
5,143.6 |
HIGH |
5,122.0 |
0.618 |
5,108.6 |
0.500 |
5,104.5 |
0.382 |
5,100.4 |
LOW |
5,087.0 |
0.618 |
5,065.4 |
1.000 |
5,052.0 |
1.618 |
5,030.4 |
2.618 |
4,995.4 |
4.250 |
4,938.3 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,104.5 |
5,099.8 |
PP |
5,103.3 |
5,098.7 |
S1 |
5,102.2 |
5,097.5 |
|