Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,102.8 |
1,101.6 |
-1.2 |
-0.1% |
1,130.8 |
High |
1,107.7 |
1,110.6 |
2.9 |
0.3% |
1,134.3 |
Low |
1,098.5 |
1,099.3 |
0.8 |
0.1% |
1,098.3 |
Close |
1,102.0 |
1,105.7 |
3.7 |
0.3% |
1,105.7 |
Range |
9.2 |
11.3 |
2.1 |
22.8% |
36.0 |
ATR |
14.3 |
14.1 |
-0.2 |
-1.5% |
0.0 |
Volume |
166,049 |
99,531 |
-66,518 |
-40.1% |
601,682 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.0 |
1,133.8 |
1,112.0 |
|
R3 |
1,127.8 |
1,122.5 |
1,108.8 |
|
R2 |
1,116.5 |
1,116.5 |
1,107.8 |
|
R1 |
1,111.0 |
1,111.0 |
1,106.8 |
1,113.8 |
PP |
1,105.3 |
1,105.3 |
1,105.3 |
1,106.5 |
S1 |
1,099.8 |
1,099.8 |
1,104.8 |
1,102.5 |
S2 |
1,094.0 |
1,094.0 |
1,103.8 |
|
S3 |
1,082.5 |
1,088.5 |
1,102.5 |
|
S4 |
1,071.3 |
1,077.3 |
1,099.5 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,220.8 |
1,199.3 |
1,125.5 |
|
R3 |
1,184.8 |
1,163.3 |
1,115.5 |
|
R2 |
1,148.8 |
1,148.8 |
1,112.3 |
|
R1 |
1,127.3 |
1,127.3 |
1,109.0 |
1,120.0 |
PP |
1,112.8 |
1,112.8 |
1,112.8 |
1,109.3 |
S1 |
1,091.3 |
1,091.3 |
1,102.5 |
1,084.0 |
S2 |
1,076.8 |
1,076.8 |
1,099.0 |
|
S3 |
1,040.8 |
1,055.3 |
1,095.8 |
|
S4 |
1,004.8 |
1,019.3 |
1,086.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,134.3 |
1,098.3 |
36.0 |
3.3% |
14.3 |
1.3% |
21% |
False |
False |
120,336 |
10 |
1,143.4 |
1,098.3 |
45.1 |
4.1% |
14.8 |
1.3% |
16% |
False |
False |
114,961 |
20 |
1,147.6 |
1,093.9 |
53.7 |
4.9% |
13.5 |
1.2% |
22% |
False |
False |
99,281 |
40 |
1,147.6 |
1,074.6 |
73.0 |
6.6% |
13.8 |
1.3% |
43% |
False |
False |
99,451 |
60 |
1,147.6 |
1,034.7 |
112.9 |
10.2% |
14.3 |
1.3% |
63% |
False |
False |
102,443 |
80 |
1,147.6 |
1,003.2 |
144.4 |
13.1% |
13.5 |
1.2% |
71% |
False |
False |
86,840 |
100 |
1,147.6 |
1,003.2 |
144.4 |
13.1% |
11.3 |
1.0% |
71% |
False |
False |
69,473 |
120 |
1,147.6 |
970.2 |
177.4 |
16.0% |
9.5 |
0.9% |
76% |
False |
False |
57,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,158.5 |
2.618 |
1,140.3 |
1.618 |
1,129.0 |
1.000 |
1,122.0 |
0.618 |
1,117.5 |
HIGH |
1,110.5 |
0.618 |
1,106.3 |
0.500 |
1,105.0 |
0.382 |
1,103.5 |
LOW |
1,099.3 |
0.618 |
1,092.3 |
1.000 |
1,088.0 |
1.618 |
1,081.0 |
2.618 |
1,069.8 |
4.250 |
1,051.3 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,105.5 |
1,111.0 |
PP |
1,105.3 |
1,109.3 |
S1 |
1,105.0 |
1,107.5 |
|