Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
16,019 |
16,027 |
8 |
0.0% |
16,096 |
High |
16,054 |
16,047 |
-7 |
0.0% |
16,114 |
Low |
16,003 |
15,962 |
-41 |
-0.3% |
15,785 |
Close |
16,026 |
15,978 |
-48 |
-0.3% |
16,013 |
Range |
51 |
85 |
34 |
66.7% |
329 |
ATR |
126 |
123 |
-3 |
-2.3% |
0 |
Volume |
86,156 |
100,669 |
14,513 |
16.8% |
740,055 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,251 |
16,199 |
16,025 |
|
R3 |
16,166 |
16,114 |
16,002 |
|
R2 |
16,081 |
16,081 |
15,994 |
|
R1 |
16,029 |
16,029 |
15,986 |
16,013 |
PP |
15,996 |
15,996 |
15,996 |
15,987 |
S1 |
15,944 |
15,944 |
15,970 |
15,928 |
S2 |
15,911 |
15,911 |
15,963 |
|
S3 |
15,826 |
15,859 |
15,955 |
|
S4 |
15,741 |
15,774 |
15,931 |
|
|
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% |
132 |
0.8% |
67% |
False |
False |
132,167 |
10 |
16,162 |
15,785 |
377 |
2.4% |
117 |
0.7% |
51% |
False |
False |
117,517 |
20 |
16,162 |
15,613 |
549 |
3.4% |
115 |
0.7% |
66% |
False |
False |
122,986 |
40 |
16,162 |
15,086 |
1,076 |
6.7% |
127 |
0.8% |
83% |
False |
False |
129,017 |
60 |
16,162 |
14,648 |
1,514 |
9.5% |
137 |
0.9% |
88% |
False |
False |
137,580 |
80 |
16,162 |
14,648 |
1,514 |
9.5% |
136 |
0.9% |
88% |
False |
False |
106,899 |
100 |
16,162 |
14,648 |
1,514 |
9.5% |
130 |
0.8% |
88% |
False |
False |
85,524 |
120 |
16,162 |
14,410 |
1,752 |
11.0% |
125 |
0.8% |
89% |
False |
False |
71,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,408 |
2.618 |
16,270 |
1.618 |
16,185 |
1.000 |
16,132 |
0.618 |
16,100 |
HIGH |
16,047 |
0.618 |
16,015 |
0.500 |
16,005 |
0.382 |
15,995 |
LOW |
15,962 |
0.618 |
15,910 |
1.000 |
15,877 |
1.618 |
15,825 |
2.618 |
15,740 |
4.250 |
15,601 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
16,005 |
15,968 |
PP |
15,996 |
15,957 |
S1 |
15,987 |
15,947 |
|