Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,540 |
15,330 |
-210 |
-1.4% |
15,715 |
High |
15,570 |
15,540 |
-30 |
-0.2% |
15,860 |
Low |
15,295 |
15,235 |
-60 |
-0.4% |
15,065 |
Close |
15,320 |
15,500 |
180 |
1.2% |
15,565 |
Range |
275 |
305 |
30 |
10.9% |
795 |
ATR |
308 |
308 |
0 |
-0.1% |
0 |
Volume |
17,356 |
7,414 |
-9,942 |
-57.3% |
80,647 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,340 |
16,225 |
15,668 |
|
R3 |
16,035 |
15,920 |
15,584 |
|
R2 |
15,730 |
15,730 |
15,556 |
|
R1 |
15,615 |
15,615 |
15,528 |
15,673 |
PP |
15,425 |
15,425 |
15,425 |
15,454 |
S1 |
15,310 |
15,310 |
15,472 |
15,368 |
S2 |
15,120 |
15,120 |
15,444 |
|
S3 |
14,815 |
15,005 |
15,416 |
|
S4 |
14,510 |
14,700 |
15,332 |
|
|
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 |
15,075 |
645 |
4.2% |
305 |
2.0% |
66% |
False |
False |
24,763 |
10 |
15,860 |
15,065 |
795 |
5.1% |
315 |
2.0% |
55% |
False |
False |
19,697 |
20 |
16,050 |
14,690 |
1,360 |
8.8% |
319 |
2.1% |
60% |
False |
False |
16,383 |
40 |
16,050 |
13,910 |
2,140 |
13.8% |
288 |
1.9% |
74% |
False |
False |
13,433 |
60 |
16,050 |
13,785 |
2,265 |
14.6% |
293 |
1.9% |
76% |
False |
False |
13,469 |
80 |
16,050 |
13,240 |
2,810 |
18.1% |
291 |
1.9% |
80% |
False |
False |
11,858 |
100 |
16,050 |
13,240 |
2,810 |
18.1% |
274 |
1.8% |
80% |
False |
False |
9,494 |
120 |
16,050 |
13,050 |
3,000 |
19.4% |
242 |
1.6% |
82% |
False |
False |
7,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,836 |
2.618 |
16,339 |
1.618 |
16,034 |
1.000 |
15,845 |
0.618 |
15,729 |
HIGH |
15,540 |
0.618 |
15,424 |
0.500 |
15,388 |
0.382 |
15,352 |
LOW |
15,235 |
0.618 |
15,047 |
1.000 |
14,930 |
1.618 |
14,742 |
2.618 |
14,437 |
4.250 |
13,939 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,463 |
15,491 |
PP |
15,425 |
15,482 |
S1 |
15,388 |
15,473 |
|