Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,570 |
15,705 |
135 |
0.9% |
15,715 |
High |
15,720 |
15,710 |
-10 |
-0.1% |
15,860 |
Low |
15,565 |
15,455 |
-110 |
-0.7% |
15,065 |
Close |
15,695 |
15,540 |
-155 |
-1.0% |
15,565 |
Range |
155 |
255 |
100 |
64.5% |
795 |
ATR |
315 |
310 |
-4 |
-1.4% |
0 |
Volume |
36,863 |
42,976 |
6,113 |
16.6% |
80,647 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,333 |
16,192 |
15,680 |
|
R3 |
16,078 |
15,937 |
15,610 |
|
R2 |
15,823 |
15,823 |
15,587 |
|
R1 |
15,682 |
15,682 |
15,564 |
15,625 |
PP |
15,568 |
15,568 |
15,568 |
15,540 |
S1 |
15,427 |
15,427 |
15,517 |
15,370 |
S2 |
15,313 |
15,313 |
15,493 |
|
S3 |
15,058 |
15,172 |
15,470 |
|
S4 |
14,803 |
14,917 |
15,400 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,882 |
17,518 |
16,002 |
|
R3 |
17,087 |
16,723 |
15,784 |
|
R2 |
16,292 |
16,292 |
15,711 |
|
R1 |
15,928 |
15,928 |
15,638 |
15,713 |
PP |
15,497 |
15,497 |
15,497 |
15,389 |
S1 |
15,133 |
15,133 |
15,492 |
14,918 |
S2 |
14,702 |
14,702 |
15,419 |
|
S3 |
13,907 |
14,338 |
15,347 |
|
S4 |
13,112 |
13,543 |
15,128 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,720 |
15,065 |
655 |
4.2% |
341 |
2.2% |
73% |
False |
False |
27,383 |
10 |
16,050 |
15,065 |
985 |
6.3% |
344 |
2.2% |
48% |
False |
False |
18,953 |
20 |
16,050 |
14,305 |
1,745 |
11.2% |
318 |
2.0% |
71% |
False |
False |
16,346 |
40 |
16,050 |
13,910 |
2,140 |
13.8% |
288 |
1.9% |
76% |
False |
False |
13,326 |
60 |
16,050 |
13,785 |
2,265 |
14.6% |
294 |
1.9% |
77% |
False |
False |
13,553 |
80 |
16,050 |
13,240 |
2,810 |
18.1% |
291 |
1.9% |
82% |
False |
False |
11,554 |
100 |
16,050 |
13,240 |
2,810 |
18.1% |
269 |
1.7% |
82% |
False |
False |
9,246 |
120 |
16,050 |
13,050 |
3,000 |
19.3% |
237 |
1.5% |
83% |
False |
False |
7,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,794 |
2.618 |
16,378 |
1.618 |
16,123 |
1.000 |
15,965 |
0.618 |
15,868 |
HIGH |
15,710 |
0.618 |
15,613 |
0.500 |
15,583 |
0.382 |
15,553 |
LOW |
15,455 |
0.618 |
15,298 |
1.000 |
15,200 |
1.618 |
15,043 |
2.618 |
14,788 |
4.250 |
14,371 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,583 |
15,493 |
PP |
15,568 |
15,445 |
S1 |
15,554 |
15,398 |
|