Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
9,192.0 |
9,112.5 |
-79.5 |
-0.9% |
9,408.5 |
High |
9,226.5 |
9,155.5 |
-71.0 |
-0.8% |
9,428.0 |
Low |
9,096.5 |
9,040.0 |
-56.5 |
-0.6% |
9,068.0 |
Close |
9,129.5 |
9,080.5 |
-49.0 |
-0.5% |
9,174.0 |
Range |
130.0 |
115.5 |
-14.5 |
-11.2% |
360.0 |
ATR |
98.3 |
99.5 |
1.2 |
1.3% |
0.0 |
Volume |
89,391 |
112,463 |
23,072 |
25.8% |
556,654 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,438.5 |
9,375.0 |
9,144.0 |
|
R3 |
9,323.0 |
9,259.5 |
9,112.3 |
|
R2 |
9,207.5 |
9,207.5 |
9,101.7 |
|
R1 |
9,144.0 |
9,144.0 |
9,091.1 |
9,118.0 |
PP |
9,092.0 |
9,092.0 |
9,092.0 |
9,079.0 |
S1 |
9,028.5 |
9,028.5 |
9,069.9 |
9,002.5 |
S2 |
8,976.5 |
8,976.5 |
9,059.3 |
|
S3 |
8,861.0 |
8,913.0 |
9,048.7 |
|
S4 |
8,745.5 |
8,797.5 |
9,017.0 |
|
|
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 |
9,227.5 |
9,040.0 |
187.5 |
2.1% |
105.8 |
1.2% |
22% |
False |
True |
93,283 |
10 |
9,428.0 |
9,040.0 |
388.0 |
4.3% |
108.0 |
1.2% |
10% |
False |
True |
97,397 |
20 |
9,428.0 |
8,983.5 |
444.5 |
4.9% |
92.9 |
1.0% |
22% |
False |
False |
91,372 |
40 |
9,428.0 |
8,766.5 |
661.5 |
7.3% |
85.1 |
0.9% |
47% |
False |
False |
88,679 |
60 |
9,428.0 |
8,498.0 |
930.0 |
10.2% |
86.5 |
1.0% |
63% |
False |
False |
88,235 |
80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.7% |
88.9 |
1.0% |
74% |
False |
False |
69,014 |
100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.7% |
88.7 |
1.0% |
74% |
False |
False |
55,246 |
120 |
9,428.0 |
7,748.5 |
1,679.5 |
18.5% |
91.5 |
1.0% |
79% |
False |
False |
46,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,646.4 |
2.618 |
9,457.9 |
1.618 |
9,342.4 |
1.000 |
9,271.0 |
0.618 |
9,226.9 |
HIGH |
9,155.5 |
0.618 |
9,111.4 |
0.500 |
9,097.8 |
0.382 |
9,084.1 |
LOW |
9,040.0 |
0.618 |
8,968.6 |
1.000 |
8,924.5 |
1.618 |
8,853.1 |
2.618 |
8,737.6 |
4.250 |
8,549.1 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,097.8 |
9,133.8 |
PP |
9,092.0 |
9,116.0 |
S1 |
9,086.3 |
9,098.3 |
|