Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
9,026.5 |
9,029.5 |
3.0 |
0.0% |
9,219.0 |
High |
9,063.5 |
9,048.0 |
-15.5 |
-0.2% |
9,227.5 |
Low |
8,983.5 |
8,990.5 |
7.0 |
0.1% |
8,983.5 |
Close |
9,017.0 |
9,012.5 |
-4.5 |
0.0% |
9,012.5 |
Range |
80.0 |
57.5 |
-22.5 |
-28.1% |
244.0 |
ATR |
99.3 |
96.4 |
-3.0 |
-3.0% |
0.0 |
Volume |
84,192 |
140,094 |
55,902 |
66.4% |
520,832 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,189.5 |
9,158.5 |
9,044.1 |
|
R3 |
9,132.0 |
9,101.0 |
9,028.3 |
|
R2 |
9,074.5 |
9,074.5 |
9,023.0 |
|
R1 |
9,043.5 |
9,043.5 |
9,017.8 |
9,030.3 |
PP |
9,017.0 |
9,017.0 |
9,017.0 |
9,010.4 |
S1 |
8,986.0 |
8,986.0 |
9,007.2 |
8,972.8 |
S2 |
8,959.5 |
8,959.5 |
9,002.0 |
|
S3 |
8,902.0 |
8,928.5 |
8,996.7 |
|
S4 |
8,844.5 |
8,871.0 |
8,980.9 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,806.5 |
9,653.5 |
9,146.7 |
|
R3 |
9,562.5 |
9,409.5 |
9,079.6 |
|
R2 |
9,318.5 |
9,318.5 |
9,057.2 |
|
R1 |
9,165.5 |
9,165.5 |
9,034.9 |
9,120.0 |
PP |
9,074.5 |
9,074.5 |
9,074.5 |
9,051.8 |
S1 |
8,921.5 |
8,921.5 |
8,990.1 |
8,876.0 |
S2 |
8,830.5 |
8,830.5 |
8,967.8 |
|
S3 |
8,586.5 |
8,677.5 |
8,945.4 |
|
S4 |
8,342.5 |
8,433.5 |
8,878.3 |
|
|
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% |
87.6 |
1.0% |
12% |
False |
False |
104,166 |
10 |
9,428.0 |
8,983.5 |
444.5 |
4.9% |
110.3 |
1.2% |
7% |
False |
False |
107,748 |
20 |
9,428.0 |
8,983.5 |
444.5 |
4.9% |
90.7 |
1.0% |
7% |
False |
False |
93,876 |
40 |
9,428.0 |
8,808.0 |
620.0 |
6.9% |
84.6 |
0.9% |
33% |
False |
False |
90,217 |
60 |
9,428.0 |
8,498.0 |
930.0 |
10.3% |
84.3 |
0.9% |
55% |
False |
False |
89,467 |
80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.8% |
87.5 |
1.0% |
69% |
False |
False |
71,813 |
100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.8% |
88.3 |
1.0% |
69% |
False |
False |
57,484 |
120 |
9,428.0 |
7,748.5 |
1,679.5 |
18.6% |
90.5 |
1.0% |
75% |
False |
False |
47,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,292.4 |
2.618 |
9,198.5 |
1.618 |
9,141.0 |
1.000 |
9,105.5 |
0.618 |
9,083.5 |
HIGH |
9,048.0 |
0.618 |
9,026.0 |
0.500 |
9,019.3 |
0.382 |
9,012.5 |
LOW |
8,990.5 |
0.618 |
8,955.0 |
1.000 |
8,933.0 |
1.618 |
8,897.5 |
2.618 |
8,840.0 |
4.250 |
8,746.1 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,019.3 |
9,069.5 |
PP |
9,017.0 |
9,050.5 |
S1 |
9,014.8 |
9,031.5 |
|