Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
9,153.5 |
9,124.0 |
-29.5 |
-0.3% |
9,219.0 |
High |
9,164.0 |
9,279.0 |
115.0 |
1.3% |
9,227.5 |
Low |
9,081.0 |
9,122.5 |
41.5 |
0.5% |
8,983.5 |
Close |
9,100.5 |
9,181.0 |
80.5 |
0.9% |
9,012.5 |
Range |
83.0 |
156.5 |
73.5 |
88.6% |
244.0 |
ATR |
102.5 |
107.9 |
5.4 |
5.3% |
0.0 |
Volume |
125,613 |
121,326 |
-4,287 |
-3.4% |
520,832 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,663.7 |
9,578.8 |
9,267.1 |
|
R3 |
9,507.2 |
9,422.3 |
9,224.0 |
|
R2 |
9,350.7 |
9,350.7 |
9,209.7 |
|
R1 |
9,265.8 |
9,265.8 |
9,195.3 |
9,308.3 |
PP |
9,194.2 |
9,194.2 |
9,194.2 |
9,215.4 |
S1 |
9,109.3 |
9,109.3 |
9,166.7 |
9,151.8 |
S2 |
9,037.7 |
9,037.7 |
9,152.3 |
|
S3 |
8,881.2 |
8,952.8 |
9,138.0 |
|
S4 |
8,724.7 |
8,796.3 |
9,094.9 |
|
|
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 |
9,279.0 |
8,983.5 |
295.5 |
3.2% |
116.0 |
1.3% |
67% |
True |
False |
122,794 |
10 |
9,279.0 |
8,983.5 |
295.5 |
3.2% |
110.9 |
1.2% |
67% |
True |
False |
108,038 |
20 |
9,428.0 |
8,983.5 |
444.5 |
4.8% |
101.7 |
1.1% |
44% |
False |
False |
99,273 |
40 |
9,428.0 |
8,899.5 |
528.5 |
5.8% |
89.3 |
1.0% |
53% |
False |
False |
94,492 |
60 |
9,428.0 |
8,498.0 |
930.0 |
10.1% |
88.2 |
1.0% |
73% |
False |
False |
91,597 |
80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.5% |
88.8 |
1.0% |
81% |
False |
False |
76,673 |
100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.5% |
89.7 |
1.0% |
81% |
False |
False |
61,375 |
120 |
9,428.0 |
7,748.5 |
1,679.5 |
18.3% |
91.0 |
1.0% |
85% |
False |
False |
51,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,944.1 |
2.618 |
9,688.7 |
1.618 |
9,532.2 |
1.000 |
9,435.5 |
0.618 |
9,375.7 |
HIGH |
9,279.0 |
0.618 |
9,219.2 |
0.500 |
9,200.8 |
0.382 |
9,182.3 |
LOW |
9,122.5 |
0.618 |
9,025.8 |
1.000 |
8,966.0 |
1.618 |
8,869.3 |
2.618 |
8,712.8 |
4.250 |
8,457.4 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,200.8 |
9,164.8 |
PP |
9,194.2 |
9,148.5 |
S1 |
9,187.6 |
9,132.3 |
|