Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,738 |
15,753 |
15 |
0.1% |
16,019 |
High |
15,793 |
15,935 |
142 |
0.9% |
16,054 |
Low |
15,716 |
15,665 |
-51 |
-0.3% |
15,702 |
Close |
15,757 |
15,880 |
123 |
0.8% |
15,757 |
Range |
77 |
270 |
193 |
250.6% |
352 |
ATR |
127 |
137 |
10 |
8.1% |
0 |
Volume |
55,064 |
54,025 |
-1,039 |
-1.9% |
541,938 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,637 |
16,528 |
16,029 |
|
R3 |
16,367 |
16,258 |
15,954 |
|
R2 |
16,097 |
16,097 |
15,930 |
|
R1 |
15,988 |
15,988 |
15,905 |
16,043 |
PP |
15,827 |
15,827 |
15,827 |
15,854 |
S1 |
15,718 |
15,718 |
15,855 |
15,773 |
S2 |
15,557 |
15,557 |
15,831 |
|
S3 |
15,287 |
15,448 |
15,806 |
|
S4 |
15,017 |
15,178 |
15,732 |
|
|
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 |
16,047 |
15,665 |
382 |
2.4% |
157 |
1.0% |
56% |
False |
True |
101,961 |
10 |
16,075 |
15,665 |
410 |
2.6% |
152 |
1.0% |
52% |
False |
True |
121,710 |
20 |
16,162 |
15,665 |
497 |
3.1% |
126 |
0.8% |
43% |
False |
True |
119,345 |
40 |
16,162 |
15,297 |
865 |
5.4% |
127 |
0.8% |
67% |
False |
False |
123,449 |
60 |
16,162 |
14,648 |
1,514 |
9.5% |
139 |
0.9% |
81% |
False |
False |
135,998 |
80 |
16,162 |
14,648 |
1,514 |
9.5% |
139 |
0.9% |
81% |
False |
False |
112,010 |
100 |
16,162 |
14,648 |
1,514 |
9.5% |
134 |
0.8% |
81% |
False |
False |
89,615 |
120 |
16,162 |
14,648 |
1,514 |
9.5% |
128 |
0.8% |
81% |
False |
False |
74,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,083 |
2.618 |
16,642 |
1.618 |
16,372 |
1.000 |
16,205 |
0.618 |
16,102 |
HIGH |
15,935 |
0.618 |
15,832 |
0.500 |
15,800 |
0.382 |
15,768 |
LOW |
15,665 |
0.618 |
15,498 |
1.000 |
15,395 |
1.618 |
15,228 |
2.618 |
14,958 |
4.250 |
14,518 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,853 |
15,853 |
PP |
15,827 |
15,827 |
S1 |
15,800 |
15,800 |
|