Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
9,124.0 |
9,251.0 |
127.0 |
1.4% |
9,219.0 |
High |
9,279.0 |
9,353.5 |
74.5 |
0.8% |
9,227.5 |
Low |
9,122.5 |
9,251.0 |
128.5 |
1.4% |
8,983.5 |
Close |
9,181.0 |
9,324.5 |
143.5 |
1.6% |
9,012.5 |
Range |
156.5 |
102.5 |
-54.0 |
-34.5% |
244.0 |
ATR |
107.9 |
112.5 |
4.6 |
4.3% |
0.0 |
Volume |
121,326 |
15,212 |
-106,114 |
-87.5% |
520,832 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,617.2 |
9,573.3 |
9,380.9 |
|
R3 |
9,514.7 |
9,470.8 |
9,352.7 |
|
R2 |
9,412.2 |
9,412.2 |
9,343.3 |
|
R1 |
9,368.3 |
9,368.3 |
9,333.9 |
9,390.3 |
PP |
9,309.7 |
9,309.7 |
9,309.7 |
9,320.6 |
S1 |
9,265.8 |
9,265.8 |
9,315.1 |
9,287.8 |
S2 |
9,207.2 |
9,207.2 |
9,305.7 |
|
S3 |
9,104.7 |
9,163.3 |
9,296.3 |
|
S4 |
9,002.2 |
9,060.8 |
9,268.1 |
|
|
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 |
9,353.5 |
8,985.5 |
368.0 |
3.9% |
120.5 |
1.3% |
92% |
True |
False |
108,998 |
10 |
9,353.5 |
8,983.5 |
370.0 |
4.0% |
111.4 |
1.2% |
92% |
True |
False |
99,589 |
20 |
9,428.0 |
8,983.5 |
444.5 |
4.8% |
102.1 |
1.1% |
77% |
False |
False |
95,654 |
40 |
9,428.0 |
8,936.5 |
491.5 |
5.3% |
90.9 |
1.0% |
79% |
False |
False |
93,075 |
60 |
9,428.0 |
8,498.0 |
930.0 |
10.0% |
88.8 |
1.0% |
89% |
False |
False |
90,671 |
80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.3% |
88.4 |
0.9% |
92% |
False |
False |
76,857 |
100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.3% |
89.8 |
1.0% |
92% |
False |
False |
61,526 |
120 |
9,428.0 |
7,817.5 |
1,610.5 |
17.3% |
90.9 |
1.0% |
94% |
False |
False |
51,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,789.1 |
2.618 |
9,621.8 |
1.618 |
9,519.3 |
1.000 |
9,456.0 |
0.618 |
9,416.8 |
HIGH |
9,353.5 |
0.618 |
9,314.3 |
0.500 |
9,302.3 |
0.382 |
9,290.2 |
LOW |
9,251.0 |
0.618 |
9,187.7 |
1.000 |
9,148.5 |
1.618 |
9,085.2 |
2.618 |
8,982.7 |
4.250 |
8,815.4 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,317.1 |
9,288.8 |
PP |
9,309.7 |
9,253.0 |
S1 |
9,302.3 |
9,217.3 |
|