Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
9,112.5 |
9,026.5 |
-86.0 |
-0.9% |
9,408.5 |
High |
9,155.5 |
9,063.5 |
-92.0 |
-1.0% |
9,428.0 |
Low |
9,040.0 |
8,983.5 |
-56.5 |
-0.6% |
9,068.0 |
Close |
9,080.5 |
9,017.0 |
-63.5 |
-0.7% |
9,174.0 |
Range |
115.5 |
80.0 |
-35.5 |
-30.7% |
360.0 |
ATR |
99.5 |
99.3 |
-0.2 |
-0.2% |
0.0 |
Volume |
112,463 |
84,192 |
-28,271 |
-25.1% |
556,654 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,261.3 |
9,219.2 |
9,061.0 |
|
R3 |
9,181.3 |
9,139.2 |
9,039.0 |
|
R2 |
9,101.3 |
9,101.3 |
9,031.7 |
|
R1 |
9,059.2 |
9,059.2 |
9,024.3 |
9,040.3 |
PP |
9,021.3 |
9,021.3 |
9,021.3 |
9,011.9 |
S1 |
8,979.2 |
8,979.2 |
9,009.7 |
8,960.3 |
S2 |
8,941.3 |
8,941.3 |
9,002.3 |
|
S3 |
8,861.3 |
8,899.2 |
8,995.0 |
|
S4 |
8,781.3 |
8,819.2 |
8,973.0 |
|
|
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 |
8,983.5 |
244.0 |
2.7% |
102.3 |
1.1% |
14% |
False |
True |
90,181 |
10 |
9,428.0 |
8,983.5 |
444.5 |
4.9% |
109.2 |
1.2% |
8% |
False |
True |
101,239 |
20 |
9,428.0 |
8,983.5 |
444.5 |
4.9% |
90.5 |
1.0% |
8% |
False |
True |
90,848 |
40 |
9,428.0 |
8,766.5 |
661.5 |
7.3% |
85.1 |
0.9% |
38% |
False |
False |
88,692 |
60 |
9,428.0 |
8,498.0 |
930.0 |
10.3% |
85.1 |
0.9% |
56% |
False |
False |
88,684 |
80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.8% |
88.9 |
1.0% |
69% |
False |
False |
70,064 |
100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.8% |
88.6 |
1.0% |
69% |
False |
False |
56,087 |
120 |
9,428.0 |
7,748.5 |
1,679.5 |
18.6% |
90.8 |
1.0% |
76% |
False |
False |
46,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,403.5 |
2.618 |
9,272.9 |
1.618 |
9,192.9 |
1.000 |
9,143.5 |
0.618 |
9,112.9 |
HIGH |
9,063.5 |
0.618 |
9,032.9 |
0.500 |
9,023.5 |
0.382 |
9,014.1 |
LOW |
8,983.5 |
0.618 |
8,934.1 |
1.000 |
8,903.5 |
1.618 |
8,854.1 |
2.618 |
8,774.1 |
4.250 |
8,643.5 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,023.5 |
9,105.0 |
PP |
9,021.3 |
9,075.7 |
S1 |
9,019.2 |
9,046.3 |
|