Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
6,432.5 |
6,443.0 |
10.5 |
0.2% |
6,573.5 |
High |
6,470.0 |
6,532.0 |
62.0 |
1.0% |
6,580.5 |
Low |
6,428.0 |
6,398.0 |
-30.0 |
-0.5% |
6,424.0 |
Close |
6,437.5 |
6,519.5 |
82.0 |
1.3% |
6,437.5 |
Range |
42.0 |
134.0 |
92.0 |
219.0% |
156.5 |
ATR |
64.3 |
69.3 |
5.0 |
7.7% |
0.0 |
Volume |
262,988 |
316,402 |
53,414 |
20.3% |
797,657 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,885.0 |
6,836.5 |
6,593.0 |
|
R3 |
6,751.0 |
6,702.5 |
6,556.5 |
|
R2 |
6,617.0 |
6,617.0 |
6,544.0 |
|
R1 |
6,568.5 |
6,568.5 |
6,532.0 |
6,593.0 |
PP |
6,483.0 |
6,483.0 |
6,483.0 |
6,495.5 |
S1 |
6,434.5 |
6,434.5 |
6,507.0 |
6,459.0 |
S2 |
6,349.0 |
6,349.0 |
6,495.0 |
|
S3 |
6,215.0 |
6,300.5 |
6,482.5 |
|
S4 |
6,081.0 |
6,166.5 |
6,446.0 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,950.0 |
6,850.5 |
6,523.5 |
|
R3 |
6,793.5 |
6,694.0 |
6,480.5 |
|
R2 |
6,637.0 |
6,637.0 |
6,466.0 |
|
R1 |
6,537.5 |
6,537.5 |
6,452.0 |
6,509.0 |
PP |
6,480.5 |
6,480.5 |
6,480.5 |
6,466.5 |
S1 |
6,381.0 |
6,381.0 |
6,423.0 |
6,352.5 |
S2 |
6,324.0 |
6,324.0 |
6,409.0 |
|
S3 |
6,167.5 |
6,224.5 |
6,394.5 |
|
S4 |
6,011.0 |
6,068.0 |
6,351.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,572.0 |
6,398.0 |
174.0 |
2.7% |
75.5 |
1.2% |
70% |
False |
True |
204,995 |
10 |
6,587.5 |
6,398.0 |
189.5 |
2.9% |
71.5 |
1.1% |
64% |
False |
True |
149,569 |
20 |
6,712.5 |
6,398.0 |
314.5 |
4.8% |
62.0 |
1.0% |
39% |
False |
True |
115,801 |
40 |
6,798.0 |
6,398.0 |
400.0 |
6.1% |
62.0 |
1.0% |
30% |
False |
True |
106,069 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
65.0 |
1.0% |
45% |
False |
False |
101,423 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.5 |
1.0% |
45% |
False |
False |
89,521 |
100 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
63.5 |
1.0% |
45% |
False |
False |
71,652 |
120 |
6,798.0 |
6,126.0 |
672.0 |
10.3% |
61.5 |
0.9% |
59% |
False |
False |
59,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,101.5 |
2.618 |
6,883.0 |
1.618 |
6,749.0 |
1.000 |
6,666.0 |
0.618 |
6,615.0 |
HIGH |
6,532.0 |
0.618 |
6,481.0 |
0.500 |
6,465.0 |
0.382 |
6,449.0 |
LOW |
6,398.0 |
0.618 |
6,315.0 |
1.000 |
6,264.0 |
1.618 |
6,181.0 |
2.618 |
6,047.0 |
4.250 |
5,828.5 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,501.5 |
6,501.5 |
PP |
6,483.0 |
6,483.0 |
S1 |
6,465.0 |
6,465.0 |
|