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 |
1,118.3 |
1,135.1 |
16.8 |
1.5% |
1,130.8 |
High |
1,135.8 |
1,136.7 |
0.9 |
0.1% |
1,134.3 |
Low |
1,108.9 |
1,124.0 |
15.1 |
1.4% |
1,098.3 |
Close |
1,135.2 |
1,125.0 |
-10.2 |
-0.9% |
1,105.7 |
Range |
26.9 |
12.7 |
-14.2 |
-52.8% |
36.0 |
ATR |
15.4 |
15.2 |
-0.2 |
-1.3% |
0.0 |
Volume |
39,004 |
26,009 |
-12,995 |
-33.3% |
601,682 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,166.8 |
1,158.5 |
1,132.0 |
|
R3 |
1,154.0 |
1,145.8 |
1,128.5 |
|
R2 |
1,141.3 |
1,141.3 |
1,127.3 |
|
R1 |
1,133.3 |
1,133.3 |
1,126.3 |
1,130.8 |
PP |
1,128.5 |
1,128.5 |
1,128.5 |
1,127.5 |
S1 |
1,120.5 |
1,120.5 |
1,123.8 |
1,118.3 |
S2 |
1,115.8 |
1,115.8 |
1,122.8 |
|
S3 |
1,103.3 |
1,107.8 |
1,121.5 |
|
S4 |
1,090.5 |
1,095.0 |
1,118.0 |
|
|
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 |
1,136.7 |
1,095.7 |
41.0 |
3.6% |
17.3 |
1.5% |
71% |
True |
False |
63,188 |
10 |
1,136.7 |
1,095.7 |
41.0 |
3.6% |
16.3 |
1.4% |
71% |
True |
False |
92,890 |
20 |
1,147.6 |
1,095.7 |
51.9 |
4.6% |
14.5 |
1.3% |
56% |
False |
False |
90,003 |
40 |
1,147.6 |
1,074.6 |
73.0 |
6.5% |
14.8 |
1.3% |
69% |
False |
False |
94,879 |
60 |
1,147.6 |
1,034.7 |
112.9 |
10.0% |
14.8 |
1.3% |
80% |
False |
False |
98,734 |
80 |
1,147.6 |
1,003.2 |
144.4 |
12.8% |
14.0 |
1.3% |
84% |
False |
False |
89,545 |
100 |
1,147.6 |
1,003.2 |
144.4 |
12.8% |
12.0 |
1.1% |
84% |
False |
False |
71,637 |
120 |
1,147.6 |
986.2 |
161.4 |
14.3% |
10.0 |
0.9% |
86% |
False |
False |
59,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,190.8 |
2.618 |
1,170.0 |
1.618 |
1,157.3 |
1.000 |
1,149.5 |
0.618 |
1,144.5 |
HIGH |
1,136.8 |
0.618 |
1,131.8 |
0.500 |
1,130.3 |
0.382 |
1,128.8 |
LOW |
1,124.0 |
0.618 |
1,116.3 |
1.000 |
1,111.3 |
1.618 |
1,103.5 |
2.618 |
1,090.8 |
4.250 |
1,070.0 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,130.3 |
1,124.3 |
PP |
1,128.5 |
1,123.5 |
S1 |
1,126.8 |
1,122.8 |
|