Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,753 |
15,879 |
126 |
0.8% |
16,019 |
High |
15,935 |
15,926 |
-9 |
-0.1% |
16,054 |
Low |
15,665 |
15,835 |
170 |
1.1% |
15,702 |
Close |
15,880 |
15,869 |
-11 |
-0.1% |
15,757 |
Range |
270 |
91 |
-179 |
-66.3% |
352 |
ATR |
137 |
134 |
-3 |
-2.4% |
0 |
Volume |
54,025 |
37,008 |
-17,017 |
-31.5% |
541,938 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,150 |
16,100 |
15,919 |
|
R3 |
16,059 |
16,009 |
15,894 |
|
R2 |
15,968 |
15,968 |
15,886 |
|
R1 |
15,918 |
15,918 |
15,877 |
15,898 |
PP |
15,877 |
15,877 |
15,877 |
15,866 |
S1 |
15,827 |
15,827 |
15,861 |
15,807 |
S2 |
15,786 |
15,786 |
15,852 |
|
S3 |
15,695 |
15,736 |
15,844 |
|
S4 |
15,604 |
15,645 |
15,819 |
|
|
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 |
16,020 |
15,665 |
355 |
2.2% |
159 |
1.0% |
57% |
False |
False |
89,229 |
10 |
16,075 |
15,665 |
410 |
2.6% |
145 |
0.9% |
50% |
False |
False |
110,698 |
20 |
16,162 |
15,665 |
497 |
3.1% |
125 |
0.8% |
41% |
False |
False |
114,926 |
40 |
16,162 |
15,303 |
859 |
5.4% |
128 |
0.8% |
66% |
False |
False |
122,211 |
60 |
16,162 |
14,648 |
1,514 |
9.5% |
138 |
0.9% |
81% |
False |
False |
134,257 |
80 |
16,162 |
14,648 |
1,514 |
9.5% |
139 |
0.9% |
81% |
False |
False |
112,468 |
100 |
16,162 |
14,648 |
1,514 |
9.5% |
133 |
0.8% |
81% |
False |
False |
89,985 |
120 |
16,162 |
14,648 |
1,514 |
9.5% |
128 |
0.8% |
81% |
False |
False |
74,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,313 |
2.618 |
16,164 |
1.618 |
16,073 |
1.000 |
16,017 |
0.618 |
15,982 |
HIGH |
15,926 |
0.618 |
15,891 |
0.500 |
15,881 |
0.382 |
15,870 |
LOW |
15,835 |
0.618 |
15,779 |
1.000 |
15,744 |
1.618 |
15,688 |
2.618 |
15,597 |
4.250 |
15,448 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,881 |
15,846 |
PP |
15,877 |
15,823 |
S1 |
15,873 |
15,800 |
|