Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,989 |
15,837 |
-152 |
-1.0% |
16,096 |
High |
16,020 |
15,856 |
-164 |
-1.0% |
16,114 |
Low |
15,820 |
15,702 |
-118 |
-0.7% |
15,785 |
Close |
15,836 |
15,741 |
-95 |
-0.6% |
16,013 |
Range |
200 |
154 |
-46 |
-23.0% |
329 |
ATR |
129 |
131 |
2 |
1.4% |
0 |
Volume |
155,001 |
145,048 |
-9,953 |
-6.4% |
740,055 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,228 |
16,139 |
15,826 |
|
R3 |
16,074 |
15,985 |
15,783 |
|
R2 |
15,920 |
15,920 |
15,769 |
|
R1 |
15,831 |
15,831 |
15,755 |
15,799 |
PP |
15,766 |
15,766 |
15,766 |
15,750 |
S1 |
15,677 |
15,677 |
15,727 |
15,645 |
S2 |
15,612 |
15,612 |
15,713 |
|
S3 |
15,458 |
15,523 |
15,699 |
|
S4 |
15,304 |
15,369 |
15,656 |
|
|
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 |
15,702 |
373 |
2.4% |
149 |
0.9% |
10% |
False |
True |
127,789 |
10 |
16,162 |
15,702 |
460 |
2.9% |
141 |
0.9% |
8% |
False |
True |
129,689 |
20 |
16,162 |
15,702 |
460 |
2.9% |
118 |
0.7% |
8% |
False |
True |
125,095 |
40 |
16,162 |
15,137 |
1,025 |
6.5% |
125 |
0.8% |
59% |
False |
False |
127,177 |
60 |
16,162 |
14,648 |
1,514 |
9.6% |
138 |
0.9% |
72% |
False |
False |
138,088 |
80 |
16,162 |
14,648 |
1,514 |
9.6% |
138 |
0.9% |
72% |
False |
False |
110,647 |
100 |
16,162 |
14,648 |
1,514 |
9.6% |
132 |
0.8% |
72% |
False |
False |
88,524 |
120 |
16,162 |
14,552 |
1,610 |
10.2% |
126 |
0.8% |
74% |
False |
False |
73,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,511 |
2.618 |
16,259 |
1.618 |
16,105 |
1.000 |
16,010 |
0.618 |
15,951 |
HIGH |
15,856 |
0.618 |
15,797 |
0.500 |
15,779 |
0.382 |
15,761 |
LOW |
15,702 |
0.618 |
15,607 |
1.000 |
15,548 |
1.618 |
15,453 |
2.618 |
15,299 |
4.250 |
15,048 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,779 |
15,875 |
PP |
15,766 |
15,830 |
S1 |
15,754 |
15,786 |
|