Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
9,219.0 |
9,192.0 |
-27.0 |
-0.3% |
9,408.5 |
High |
9,227.5 |
9,226.5 |
-1.0 |
0.0% |
9,428.0 |
Low |
9,172.5 |
9,096.5 |
-76.0 |
-0.8% |
9,068.0 |
Close |
9,206.5 |
9,129.5 |
-77.0 |
-0.8% |
9,174.0 |
Range |
55.0 |
130.0 |
75.0 |
136.4% |
360.0 |
ATR |
95.9 |
98.3 |
2.4 |
2.5% |
0.0 |
Volume |
94,692 |
89,391 |
-5,301 |
-5.6% |
556,654 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,540.8 |
9,465.2 |
9,201.0 |
|
R3 |
9,410.8 |
9,335.2 |
9,165.3 |
|
R2 |
9,280.8 |
9,280.8 |
9,153.3 |
|
R1 |
9,205.2 |
9,205.2 |
9,141.4 |
9,178.0 |
PP |
9,150.8 |
9,150.8 |
9,150.8 |
9,137.3 |
S1 |
9,075.2 |
9,075.2 |
9,117.6 |
9,048.0 |
S2 |
9,020.8 |
9,020.8 |
9,105.7 |
|
S3 |
8,890.8 |
8,945.2 |
9,093.8 |
|
S4 |
8,760.8 |
8,815.2 |
9,058.0 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,303.3 |
10,098.7 |
9,372.0 |
|
R3 |
9,943.3 |
9,738.7 |
9,273.0 |
|
R2 |
9,583.3 |
9,583.3 |
9,240.0 |
|
R1 |
9,378.7 |
9,378.7 |
9,207.0 |
9,301.0 |
PP |
9,223.3 |
9,223.3 |
9,223.3 |
9,184.5 |
S1 |
9,018.7 |
9,018.7 |
9,141.0 |
8,941.0 |
S2 |
8,863.3 |
8,863.3 |
9,108.0 |
|
S3 |
8,503.3 |
8,658.7 |
9,075.0 |
|
S4 |
8,143.3 |
8,298.7 |
8,976.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,264.0 |
9,068.0 |
196.0 |
2.1% |
121.9 |
1.3% |
31% |
False |
False |
91,707 |
10 |
9,428.0 |
9,068.0 |
360.0 |
3.9% |
99.4 |
1.1% |
17% |
False |
False |
94,094 |
20 |
9,428.0 |
8,983.5 |
444.5 |
4.9% |
90.4 |
1.0% |
33% |
False |
False |
91,418 |
40 |
9,428.0 |
8,746.0 |
682.0 |
7.5% |
84.1 |
0.9% |
56% |
False |
False |
88,182 |
60 |
9,428.0 |
8,498.0 |
930.0 |
10.2% |
85.2 |
0.9% |
68% |
False |
False |
87,554 |
80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.6% |
88.3 |
1.0% |
78% |
False |
False |
67,612 |
100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.6% |
88.1 |
1.0% |
78% |
False |
False |
54,122 |
120 |
9,428.0 |
7,725.0 |
1,703.0 |
18.7% |
91.6 |
1.0% |
82% |
False |
False |
45,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,779.0 |
2.618 |
9,566.8 |
1.618 |
9,436.8 |
1.000 |
9,356.5 |
0.618 |
9,306.8 |
HIGH |
9,226.5 |
0.618 |
9,176.8 |
0.500 |
9,161.5 |
0.382 |
9,146.2 |
LOW |
9,096.5 |
0.618 |
9,016.2 |
1.000 |
8,966.5 |
1.618 |
8,886.2 |
2.618 |
8,756.2 |
4.250 |
8,544.0 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,161.5 |
9,156.5 |
PP |
9,150.8 |
9,147.5 |
S1 |
9,140.2 |
9,138.5 |
|