Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
6,496.0 |
6,557.0 |
61.0 |
0.9% |
6,573.5 |
High |
6,572.0 |
6,594.0 |
22.0 |
0.3% |
6,580.5 |
Low |
6,433.0 |
6,539.5 |
106.5 |
1.7% |
6,424.0 |
Close |
6,493.0 |
6,574.5 |
81.5 |
1.3% |
6,437.5 |
Range |
139.0 |
54.5 |
-84.5 |
-60.8% |
156.5 |
ATR |
72.3 |
74.3 |
2.1 |
2.8% |
0.0 |
Volume |
134,607 |
14,789 |
-119,818 |
-89.0% |
797,657 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,733.0 |
6,708.0 |
6,604.5 |
|
R3 |
6,678.5 |
6,653.5 |
6,589.5 |
|
R2 |
6,624.0 |
6,624.0 |
6,584.5 |
|
R1 |
6,599.0 |
6,599.0 |
6,579.5 |
6,611.5 |
PP |
6,569.5 |
6,569.5 |
6,569.5 |
6,575.5 |
S1 |
6,544.5 |
6,544.5 |
6,569.5 |
6,557.0 |
S2 |
6,515.0 |
6,515.0 |
6,564.5 |
|
S3 |
6,460.5 |
6,490.0 |
6,559.5 |
|
S4 |
6,406.0 |
6,435.5 |
6,544.5 |
|
|
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 |
6,594.0 |
6,398.0 |
196.0 |
3.0% |
81.0 |
1.2% |
90% |
True |
False |
187,476 |
10 |
6,594.0 |
6,398.0 |
196.0 |
3.0% |
74.0 |
1.1% |
90% |
True |
False |
153,776 |
20 |
6,711.0 |
6,398.0 |
313.0 |
4.8% |
65.5 |
1.0% |
56% |
False |
False |
121,817 |
40 |
6,798.0 |
6,398.0 |
400.0 |
6.1% |
63.5 |
1.0% |
44% |
False |
False |
109,106 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
66.5 |
1.0% |
56% |
False |
False |
103,149 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
65.0 |
1.0% |
56% |
False |
False |
93,989 |
100 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.5 |
1.0% |
56% |
False |
False |
75,231 |
120 |
6,798.0 |
6,169.0 |
629.0 |
9.6% |
62.5 |
1.0% |
64% |
False |
False |
62,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,825.5 |
2.618 |
6,736.5 |
1.618 |
6,682.0 |
1.000 |
6,648.5 |
0.618 |
6,627.5 |
HIGH |
6,594.0 |
0.618 |
6,573.0 |
0.500 |
6,567.0 |
0.382 |
6,560.5 |
LOW |
6,539.5 |
0.618 |
6,506.0 |
1.000 |
6,485.0 |
1.618 |
6,451.5 |
2.618 |
6,397.0 |
4.250 |
6,308.0 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,572.0 |
6,554.0 |
PP |
6,569.5 |
6,534.0 |
S1 |
6,567.0 |
6,513.5 |
|