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 |
6,551.0 |
6,536.5 |
-14.5 |
-0.2% |
6,646.5 |
High |
6,572.0 |
6,556.0 |
-16.0 |
-0.2% |
6,662.0 |
Low |
6,515.0 |
6,477.0 |
-38.0 |
-0.6% |
6,464.5 |
Close |
6,537.0 |
6,515.5 |
-21.5 |
-0.3% |
6,546.0 |
Range |
57.0 |
79.0 |
22.0 |
38.6% |
197.5 |
ATR |
62.9 |
64.1 |
1.1 |
1.8% |
0.0 |
Volume |
140,340 |
180,256 |
39,916 |
28.4% |
496,660 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,753.0 |
6,713.5 |
6,559.0 |
|
R3 |
6,674.0 |
6,634.5 |
6,537.0 |
|
R2 |
6,595.0 |
6,595.0 |
6,530.0 |
|
R1 |
6,555.5 |
6,555.5 |
6,522.5 |
6,536.0 |
PP |
6,516.0 |
6,516.0 |
6,516.0 |
6,506.5 |
S1 |
6,476.5 |
6,476.5 |
6,508.5 |
6,457.0 |
S2 |
6,437.0 |
6,437.0 |
6,501.0 |
|
S3 |
6,358.0 |
6,397.5 |
6,494.0 |
|
S4 |
6,279.0 |
6,318.5 |
6,472.0 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,150.0 |
7,045.5 |
6,654.5 |
|
R3 |
6,952.5 |
6,848.0 |
6,600.5 |
|
R2 |
6,755.0 |
6,755.0 |
6,582.0 |
|
R1 |
6,650.5 |
6,650.5 |
6,564.0 |
6,604.0 |
PP |
6,557.5 |
6,557.5 |
6,557.5 |
6,534.0 |
S1 |
6,453.0 |
6,453.0 |
6,528.0 |
6,406.5 |
S2 |
6,360.0 |
6,360.0 |
6,510.0 |
|
S3 |
6,162.5 |
6,255.5 |
6,491.5 |
|
S4 |
5,965.0 |
6,058.0 |
6,437.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,580.5 |
6,477.0 |
103.5 |
1.6% |
62.0 |
0.9% |
37% |
False |
True |
114,917 |
10 |
6,682.0 |
6,464.5 |
217.5 |
3.3% |
65.0 |
1.0% |
23% |
False |
False |
107,663 |
20 |
6,725.0 |
6,464.5 |
260.5 |
4.0% |
58.5 |
0.9% |
20% |
False |
False |
94,563 |
40 |
6,798.0 |
6,464.5 |
333.5 |
5.1% |
61.5 |
0.9% |
15% |
False |
False |
94,994 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.0 |
1.0% |
45% |
False |
False |
93,833 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.5 |
1.0% |
45% |
False |
False |
80,718 |
100 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
62.5 |
1.0% |
45% |
False |
False |
64,615 |
120 |
6,798.0 |
6,085.0 |
713.0 |
10.9% |
61.0 |
0.9% |
60% |
False |
False |
53,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,892.0 |
2.618 |
6,763.0 |
1.618 |
6,684.0 |
1.000 |
6,635.0 |
0.618 |
6,605.0 |
HIGH |
6,556.0 |
0.618 |
6,526.0 |
0.500 |
6,516.5 |
0.382 |
6,507.0 |
LOW |
6,477.0 |
0.618 |
6,428.0 |
1.000 |
6,398.0 |
1.618 |
6,349.0 |
2.618 |
6,270.0 |
4.250 |
6,141.0 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,516.5 |
6,529.0 |
PP |
6,516.0 |
6,524.5 |
S1 |
6,516.0 |
6,520.0 |
|