Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,705 |
15,540 |
-165 |
-1.1% |
15,715 |
High |
15,710 |
15,570 |
-140 |
-0.9% |
15,860 |
Low |
15,455 |
15,295 |
-160 |
-1.0% |
15,065 |
Close |
15,540 |
15,320 |
-220 |
-1.4% |
15,565 |
Range |
255 |
275 |
20 |
7.8% |
795 |
ATR |
310 |
308 |
-3 |
-0.8% |
0 |
Volume |
42,976 |
17,356 |
-25,620 |
-59.6% |
80,647 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,220 |
16,045 |
15,471 |
|
R3 |
15,945 |
15,770 |
15,396 |
|
R2 |
15,670 |
15,670 |
15,371 |
|
R1 |
15,495 |
15,495 |
15,345 |
15,445 |
PP |
15,395 |
15,395 |
15,395 |
15,370 |
S1 |
15,220 |
15,220 |
15,295 |
15,170 |
S2 |
15,120 |
15,120 |
15,270 |
|
S3 |
14,845 |
14,945 |
15,245 |
|
S4 |
14,570 |
14,670 |
15,169 |
|
|
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 |
4.3% |
321 |
2.1% |
39% |
False |
False |
26,569 |
10 |
16,050 |
15,065 |
985 |
6.4% |
351 |
2.3% |
26% |
False |
False |
19,675 |
20 |
16,050 |
14,515 |
1,535 |
10.0% |
316 |
2.1% |
52% |
False |
False |
16,630 |
40 |
16,050 |
13,910 |
2,140 |
14.0% |
288 |
1.9% |
66% |
False |
False |
13,476 |
60 |
16,050 |
13,785 |
2,265 |
14.8% |
294 |
1.9% |
68% |
False |
False |
13,711 |
80 |
16,050 |
13,240 |
2,810 |
18.3% |
291 |
1.9% |
74% |
False |
False |
11,769 |
100 |
16,050 |
13,240 |
2,810 |
18.3% |
272 |
1.8% |
74% |
False |
False |
9,420 |
120 |
16,050 |
13,050 |
3,000 |
19.6% |
240 |
1.6% |
76% |
False |
False |
7,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,739 |
2.618 |
16,290 |
1.618 |
16,015 |
1.000 |
15,845 |
0.618 |
15,740 |
HIGH |
15,570 |
0.618 |
15,465 |
0.500 |
15,433 |
0.382 |
15,400 |
LOW |
15,295 |
0.618 |
15,125 |
1.000 |
15,020 |
1.618 |
14,850 |
2.618 |
14,575 |
4.250 |
14,126 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,433 |
15,508 |
PP |
15,395 |
15,445 |
S1 |
15,358 |
15,383 |
|