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 |
15,819 |
16,019 |
200 |
1.3% |
16,096 |
High |
16,075 |
16,054 |
-21 |
-0.1% |
16,114 |
Low |
15,819 |
16,003 |
184 |
1.2% |
15,785 |
Close |
16,013 |
16,026 |
13 |
0.1% |
16,013 |
Range |
256 |
51 |
-205 |
-80.1% |
329 |
ATR |
132 |
126 |
-6 |
-4.4% |
0 |
Volume |
152,074 |
86,156 |
-65,918 |
-43.3% |
740,055 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,181 |
16,154 |
16,054 |
|
R3 |
16,130 |
16,103 |
16,040 |
|
R2 |
16,079 |
16,079 |
16,035 |
|
R1 |
16,052 |
16,052 |
16,031 |
16,066 |
PP |
16,028 |
16,028 |
16,028 |
16,034 |
S1 |
16,001 |
16,001 |
16,021 |
16,015 |
S2 |
15,977 |
15,977 |
16,017 |
|
S3 |
15,926 |
15,950 |
16,012 |
|
S4 |
15,875 |
15,899 |
15,998 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,958 |
16,814 |
16,194 |
|
R3 |
16,629 |
16,485 |
16,104 |
|
R2 |
16,300 |
16,300 |
16,073 |
|
R1 |
16,156 |
16,156 |
16,043 |
16,064 |
PP |
15,971 |
15,971 |
15,971 |
15,924 |
S1 |
15,827 |
15,827 |
15,983 |
15,735 |
S2 |
15,642 |
15,642 |
15,953 |
|
S3 |
15,313 |
15,498 |
15,923 |
|
S4 |
14,984 |
15,169 |
15,832 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,075 |
15,785 |
290 |
1.8% |
146 |
0.9% |
83% |
False |
False |
141,459 |
10 |
16,162 |
15,785 |
377 |
2.4% |
115 |
0.7% |
64% |
False |
False |
119,573 |
20 |
16,162 |
15,613 |
549 |
3.4% |
114 |
0.7% |
75% |
False |
False |
122,000 |
40 |
16,162 |
15,037 |
1,125 |
7.0% |
130 |
0.8% |
88% |
False |
False |
129,947 |
60 |
16,162 |
14,648 |
1,514 |
9.4% |
138 |
0.9% |
91% |
False |
False |
138,328 |
80 |
16,162 |
14,648 |
1,514 |
9.4% |
137 |
0.9% |
91% |
False |
False |
105,642 |
100 |
16,162 |
14,648 |
1,514 |
9.4% |
130 |
0.8% |
91% |
False |
False |
84,517 |
120 |
16,162 |
14,410 |
1,752 |
10.9% |
127 |
0.8% |
92% |
False |
False |
70,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,271 |
2.618 |
16,188 |
1.618 |
16,137 |
1.000 |
16,105 |
0.618 |
16,086 |
HIGH |
16,054 |
0.618 |
16,035 |
0.500 |
16,029 |
0.382 |
16,023 |
LOW |
16,003 |
0.618 |
15,972 |
1.000 |
15,952 |
1.618 |
15,921 |
2.618 |
15,870 |
4.250 |
15,786 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
16,029 |
15,997 |
PP |
16,028 |
15,968 |
S1 |
16,027 |
15,939 |
|