Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,121.6 |
1,130.8 |
9.2 |
0.8% |
1,141.6 |
High |
1,136.6 |
1,134.3 |
-2.3 |
-0.2% |
1,143.4 |
Low |
1,121.6 |
1,124.3 |
2.7 |
0.2% |
1,108.9 |
Close |
1,129.6 |
1,130.5 |
0.9 |
0.1% |
1,129.6 |
Range |
15.0 |
10.0 |
-5.0 |
-33.3% |
34.5 |
ATR |
14.0 |
13.7 |
-0.3 |
-2.0% |
0.0 |
Volume |
110,807 |
85,730 |
-25,077 |
-22.6% |
547,931 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,159.8 |
1,155.0 |
1,136.0 |
|
R3 |
1,149.8 |
1,145.0 |
1,133.3 |
|
R2 |
1,139.8 |
1,139.8 |
1,132.3 |
|
R1 |
1,135.0 |
1,135.0 |
1,131.5 |
1,132.5 |
PP |
1,129.8 |
1,129.8 |
1,129.8 |
1,128.3 |
S1 |
1,125.0 |
1,125.0 |
1,129.5 |
1,122.5 |
S2 |
1,119.8 |
1,119.8 |
1,128.8 |
|
S3 |
1,109.8 |
1,115.0 |
1,127.8 |
|
S4 |
1,099.8 |
1,105.0 |
1,125.0 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,230.8 |
1,214.8 |
1,148.5 |
|
R3 |
1,196.3 |
1,180.3 |
1,139.0 |
|
R2 |
1,161.8 |
1,161.8 |
1,136.0 |
|
R1 |
1,145.8 |
1,145.8 |
1,132.8 |
1,136.5 |
PP |
1,127.3 |
1,127.3 |
1,127.3 |
1,122.8 |
S1 |
1,111.3 |
1,111.3 |
1,126.5 |
1,102.0 |
S2 |
1,092.8 |
1,092.8 |
1,123.3 |
|
S3 |
1,058.3 |
1,076.8 |
1,120.0 |
|
S4 |
1,023.8 |
1,042.3 |
1,110.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,136.6 |
1,108.9 |
27.7 |
2.5% |
13.5 |
1.2% |
78% |
False |
False |
104,570 |
10 |
1,147.6 |
1,108.9 |
38.7 |
3.4% |
12.3 |
1.1% |
56% |
False |
False |
87,823 |
20 |
1,147.6 |
1,090.7 |
56.9 |
5.0% |
13.0 |
1.2% |
70% |
False |
False |
90,619 |
40 |
1,147.6 |
1,071.4 |
76.2 |
6.7% |
14.0 |
1.2% |
78% |
False |
False |
96,382 |
60 |
1,147.6 |
1,034.7 |
112.9 |
10.0% |
14.5 |
1.3% |
85% |
False |
False |
102,665 |
80 |
1,147.6 |
1,003.2 |
144.4 |
12.8% |
13.0 |
1.2% |
88% |
False |
False |
80,391 |
100 |
1,147.6 |
1,003.2 |
144.4 |
12.8% |
10.8 |
0.9% |
88% |
False |
False |
64,313 |
120 |
1,147.6 |
943.6 |
204.0 |
18.0% |
9.0 |
0.8% |
92% |
False |
False |
53,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,176.8 |
2.618 |
1,160.5 |
1.618 |
1,150.5 |
1.000 |
1,144.3 |
0.618 |
1,140.5 |
HIGH |
1,134.3 |
0.618 |
1,130.5 |
0.500 |
1,129.3 |
0.382 |
1,128.0 |
LOW |
1,124.3 |
0.618 |
1,118.0 |
1.000 |
1,114.3 |
1.618 |
1,108.0 |
2.618 |
1,098.0 |
4.250 |
1,081.8 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,130.0 |
1,129.3 |
PP |
1,129.8 |
1,128.0 |
S1 |
1,129.3 |
1,126.8 |
|