Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,837 |
15,738 |
-99 |
-0.6% |
16,019 |
High |
15,856 |
15,793 |
-63 |
-0.4% |
16,054 |
Low |
15,702 |
15,716 |
14 |
0.1% |
15,702 |
Close |
15,741 |
15,757 |
16 |
0.1% |
15,757 |
Range |
154 |
77 |
-77 |
-50.0% |
352 |
ATR |
131 |
127 |
-4 |
-2.9% |
0 |
Volume |
145,048 |
55,064 |
-89,984 |
-62.0% |
541,938 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,986 |
15,949 |
15,799 |
|
R3 |
15,909 |
15,872 |
15,778 |
|
R2 |
15,832 |
15,832 |
15,771 |
|
R1 |
15,795 |
15,795 |
15,764 |
15,814 |
PP |
15,755 |
15,755 |
15,755 |
15,765 |
S1 |
15,718 |
15,718 |
15,750 |
15,737 |
S2 |
15,678 |
15,678 |
15,743 |
|
S3 |
15,601 |
15,641 |
15,736 |
|
S4 |
15,524 |
15,564 |
15,715 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,894 |
16,677 |
15,951 |
|
R3 |
16,542 |
16,325 |
15,854 |
|
R2 |
16,190 |
16,190 |
15,822 |
|
R1 |
15,973 |
15,973 |
15,789 |
15,906 |
PP |
15,838 |
15,838 |
15,838 |
15,804 |
S1 |
15,621 |
15,621 |
15,725 |
15,554 |
S2 |
15,486 |
15,486 |
15,693 |
|
S3 |
15,134 |
15,269 |
15,660 |
|
S4 |
14,782 |
14,917 |
15,564 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,054 |
15,702 |
352 |
2.2% |
114 |
0.7% |
16% |
False |
False |
108,387 |
10 |
16,114 |
15,702 |
412 |
2.6% |
139 |
0.9% |
13% |
False |
False |
128,199 |
20 |
16,162 |
15,702 |
460 |
2.9% |
117 |
0.7% |
12% |
False |
False |
121,556 |
40 |
16,162 |
15,260 |
902 |
5.7% |
123 |
0.8% |
55% |
False |
False |
125,262 |
60 |
16,162 |
14,648 |
1,514 |
9.6% |
137 |
0.9% |
73% |
False |
False |
136,946 |
80 |
16,162 |
14,648 |
1,514 |
9.6% |
137 |
0.9% |
73% |
False |
False |
111,335 |
100 |
16,162 |
14,648 |
1,514 |
9.6% |
132 |
0.8% |
73% |
False |
False |
89,075 |
120 |
16,162 |
14,648 |
1,514 |
9.6% |
126 |
0.8% |
73% |
False |
False |
74,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,120 |
2.618 |
15,995 |
1.618 |
15,918 |
1.000 |
15,870 |
0.618 |
15,841 |
HIGH |
15,793 |
0.618 |
15,764 |
0.500 |
15,755 |
0.382 |
15,746 |
LOW |
15,716 |
0.618 |
15,669 |
1.000 |
15,639 |
1.618 |
15,592 |
2.618 |
15,515 |
4.250 |
15,389 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,756 |
15,861 |
PP |
15,755 |
15,826 |
S1 |
15,755 |
15,792 |
|