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 |
1,131.3 |
1,122.6 |
-8.7 |
-0.8% |
1,141.6 |
High |
1,133.3 |
1,123.6 |
-9.7 |
-0.9% |
1,143.4 |
Low |
1,117.7 |
1,098.3 |
-19.4 |
-1.7% |
1,108.9 |
Close |
1,120.4 |
1,101.6 |
-18.8 |
-1.7% |
1,129.6 |
Range |
15.6 |
25.3 |
9.7 |
62.2% |
34.5 |
ATR |
13.8 |
14.7 |
0.8 |
5.9% |
0.0 |
Volume |
96,709 |
153,663 |
56,954 |
58.9% |
547,931 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.8 |
1,168.0 |
1,115.5 |
|
R3 |
1,158.5 |
1,142.8 |
1,108.5 |
|
R2 |
1,133.3 |
1,133.3 |
1,106.3 |
|
R1 |
1,117.3 |
1,117.3 |
1,104.0 |
1,112.5 |
PP |
1,107.8 |
1,107.8 |
1,107.8 |
1,105.5 |
S1 |
1,092.0 |
1,092.0 |
1,099.3 |
1,087.3 |
S2 |
1,082.5 |
1,082.5 |
1,097.0 |
|
S3 |
1,057.3 |
1,066.8 |
1,094.8 |
|
S4 |
1,032.0 |
1,041.5 |
1,087.8 |
|
|
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 |
1,098.3 |
38.3 |
3.5% |
15.0 |
1.4% |
9% |
False |
True |
110,581 |
10 |
1,147.6 |
1,098.3 |
49.3 |
4.5% |
14.5 |
1.3% |
7% |
False |
True |
99,024 |
20 |
1,147.6 |
1,090.7 |
56.9 |
5.2% |
14.3 |
1.3% |
19% |
False |
False |
95,883 |
40 |
1,147.6 |
1,074.6 |
73.0 |
6.6% |
14.0 |
1.3% |
37% |
False |
False |
97,511 |
60 |
1,147.6 |
1,034.7 |
112.9 |
10.2% |
14.5 |
1.3% |
59% |
False |
False |
102,325 |
80 |
1,147.6 |
1,003.2 |
144.4 |
13.1% |
13.5 |
1.2% |
68% |
False |
False |
83,521 |
100 |
1,147.6 |
1,003.2 |
144.4 |
13.1% |
11.0 |
1.0% |
68% |
False |
False |
66,817 |
120 |
1,147.6 |
955.7 |
191.9 |
17.4% |
9.3 |
0.8% |
76% |
False |
False |
55,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,231.0 |
2.618 |
1,189.8 |
1.618 |
1,164.5 |
1.000 |
1,149.0 |
0.618 |
1,139.3 |
HIGH |
1,123.5 |
0.618 |
1,114.0 |
0.500 |
1,111.0 |
0.382 |
1,108.0 |
LOW |
1,098.3 |
0.618 |
1,082.8 |
1.000 |
1,073.0 |
1.618 |
1,057.3 |
2.618 |
1,032.0 |
4.250 |
990.8 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,111.0 |
1,116.3 |
PP |
1,107.8 |
1,111.5 |
S1 |
1,104.8 |
1,106.5 |
|