Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
8,995.0 |
9,153.5 |
158.5 |
1.8% |
9,219.0 |
High |
9,188.5 |
9,164.0 |
-24.5 |
-0.3% |
9,227.5 |
Low |
8,985.5 |
9,081.0 |
95.5 |
1.1% |
8,983.5 |
Close |
9,157.5 |
9,100.5 |
-57.0 |
-0.6% |
9,012.5 |
Range |
203.0 |
83.0 |
-120.0 |
-59.1% |
244.0 |
ATR |
104.0 |
102.5 |
-1.5 |
-1.4% |
0.0 |
Volume |
142,745 |
125,613 |
-17,132 |
-12.0% |
520,832 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,364.2 |
9,315.3 |
9,146.2 |
|
R3 |
9,281.2 |
9,232.3 |
9,123.3 |
|
R2 |
9,198.2 |
9,198.2 |
9,115.7 |
|
R1 |
9,149.3 |
9,149.3 |
9,108.1 |
9,132.3 |
PP |
9,115.2 |
9,115.2 |
9,115.2 |
9,106.6 |
S1 |
9,066.3 |
9,066.3 |
9,092.9 |
9,049.3 |
S2 |
9,032.2 |
9,032.2 |
9,085.3 |
|
S3 |
8,949.2 |
8,983.3 |
9,077.7 |
|
S4 |
8,866.2 |
8,900.3 |
9,054.9 |
|
|
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 |
9,188.5 |
8,983.5 |
205.0 |
2.3% |
107.8 |
1.2% |
57% |
False |
False |
121,021 |
10 |
9,264.0 |
8,983.5 |
280.5 |
3.1% |
114.9 |
1.3% |
42% |
False |
False |
106,364 |
20 |
9,428.0 |
8,983.5 |
444.5 |
4.9% |
96.6 |
1.1% |
26% |
False |
False |
97,800 |
40 |
9,428.0 |
8,849.0 |
579.0 |
6.4% |
88.9 |
1.0% |
43% |
False |
False |
93,500 |
60 |
9,428.0 |
8,498.0 |
930.0 |
10.2% |
86.5 |
1.0% |
65% |
False |
False |
91,230 |
80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.6% |
89.5 |
1.0% |
75% |
False |
False |
75,163 |
100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.6% |
89.0 |
1.0% |
75% |
False |
False |
60,163 |
120 |
9,428.0 |
7,748.5 |
1,679.5 |
18.5% |
90.7 |
1.0% |
81% |
False |
False |
50,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,516.8 |
2.618 |
9,381.3 |
1.618 |
9,298.3 |
1.000 |
9,247.0 |
0.618 |
9,215.3 |
HIGH |
9,164.0 |
0.618 |
9,132.3 |
0.500 |
9,122.5 |
0.382 |
9,112.7 |
LOW |
9,081.0 |
0.618 |
9,029.7 |
1.000 |
8,998.0 |
1.618 |
8,946.7 |
2.618 |
8,863.7 |
4.250 |
8,728.3 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,122.5 |
9,096.0 |
PP |
9,115.2 |
9,091.5 |
S1 |
9,107.8 |
9,087.0 |
|