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 |
1,101.6 |
1,105.0 |
3.4 |
0.3% |
1,130.8 |
High |
1,110.6 |
1,121.4 |
10.8 |
1.0% |
1,134.3 |
Low |
1,099.3 |
1,095.7 |
-3.6 |
-0.3% |
1,098.3 |
Close |
1,105.7 |
1,119.4 |
13.7 |
1.2% |
1,105.7 |
Range |
11.3 |
25.7 |
14.4 |
127.4% |
36.0 |
ATR |
14.1 |
14.9 |
0.8 |
5.9% |
0.0 |
Volume |
99,531 |
80,701 |
-18,830 |
-18.9% |
601,682 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,189.3 |
1,180.0 |
1,133.5 |
|
R3 |
1,163.5 |
1,154.3 |
1,126.5 |
|
R2 |
1,137.8 |
1,137.8 |
1,124.0 |
|
R1 |
1,128.8 |
1,128.8 |
1,121.8 |
1,133.3 |
PP |
1,112.3 |
1,112.3 |
1,112.3 |
1,114.5 |
S1 |
1,103.0 |
1,103.0 |
1,117.0 |
1,107.5 |
S2 |
1,086.5 |
1,086.5 |
1,114.8 |
|
S3 |
1,060.8 |
1,077.3 |
1,112.3 |
|
S4 |
1,035.0 |
1,051.5 |
1,105.3 |
|
|
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 |
1,133.3 |
1,095.7 |
37.6 |
3.4% |
17.5 |
1.6% |
63% |
False |
True |
119,330 |
10 |
1,136.6 |
1,095.7 |
40.9 |
3.7% |
15.5 |
1.4% |
58% |
False |
True |
111,950 |
20 |
1,147.6 |
1,093.9 |
53.7 |
4.8% |
14.5 |
1.3% |
47% |
False |
False |
99,741 |
40 |
1,147.6 |
1,074.6 |
73.0 |
6.5% |
14.3 |
1.3% |
61% |
False |
False |
98,857 |
60 |
1,147.6 |
1,034.7 |
112.9 |
10.1% |
14.5 |
1.3% |
75% |
False |
False |
101,690 |
80 |
1,147.6 |
1,003.2 |
144.4 |
12.9% |
13.8 |
1.2% |
80% |
False |
False |
87,849 |
100 |
1,147.6 |
1,003.2 |
144.4 |
12.9% |
11.5 |
1.0% |
80% |
False |
False |
70,280 |
120 |
1,147.6 |
981.6 |
166.0 |
14.8% |
9.8 |
0.9% |
83% |
False |
False |
58,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,230.5 |
2.618 |
1,188.8 |
1.618 |
1,163.0 |
1.000 |
1,147.0 |
0.618 |
1,137.3 |
HIGH |
1,121.5 |
0.618 |
1,111.5 |
0.500 |
1,108.5 |
0.382 |
1,105.5 |
LOW |
1,095.8 |
0.618 |
1,079.8 |
1.000 |
1,070.0 |
1.618 |
1,054.0 |
2.618 |
1,028.5 |
4.250 |
986.5 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,115.8 |
1,115.8 |
PP |
1,112.3 |
1,112.3 |
S1 |
1,108.5 |
1,108.5 |
|