Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,879 |
15,870 |
-9 |
-0.1% |
16,019 |
High |
15,926 |
16,185 |
259 |
1.6% |
16,054 |
Low |
15,835 |
15,810 |
-25 |
-0.2% |
15,702 |
Close |
15,869 |
16,166 |
297 |
1.9% |
15,757 |
Range |
91 |
375 |
284 |
312.1% |
352 |
ATR |
134 |
151 |
17 |
12.9% |
0 |
Volume |
37,008 |
33,868 |
-3,140 |
-8.5% |
541,938 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,179 |
17,047 |
16,372 |
|
R3 |
16,804 |
16,672 |
16,269 |
|
R2 |
16,429 |
16,429 |
16,235 |
|
R1 |
16,297 |
16,297 |
16,201 |
16,363 |
PP |
16,054 |
16,054 |
16,054 |
16,087 |
S1 |
15,922 |
15,922 |
16,132 |
15,988 |
S2 |
15,679 |
15,679 |
16,097 |
|
S3 |
15,304 |
15,547 |
16,063 |
|
S4 |
14,929 |
15,172 |
15,960 |
|
|
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 |
16,185 |
15,665 |
520 |
3.2% |
194 |
1.2% |
96% |
True |
False |
65,002 |
10 |
16,185 |
15,665 |
520 |
3.2% |
166 |
1.0% |
96% |
True |
False |
95,728 |
20 |
16,185 |
15,665 |
520 |
3.2% |
140 |
0.9% |
96% |
True |
False |
109,666 |
40 |
16,185 |
15,303 |
882 |
5.5% |
133 |
0.8% |
98% |
True |
False |
118,950 |
60 |
16,185 |
14,648 |
1,537 |
9.5% |
142 |
0.9% |
99% |
True |
False |
132,672 |
80 |
16,185 |
14,648 |
1,537 |
9.5% |
142 |
0.9% |
99% |
True |
False |
112,890 |
100 |
16,185 |
14,648 |
1,537 |
9.5% |
137 |
0.8% |
99% |
True |
False |
90,323 |
120 |
16,185 |
14,648 |
1,537 |
9.5% |
130 |
0.8% |
99% |
True |
False |
75,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,779 |
2.618 |
17,167 |
1.618 |
16,792 |
1.000 |
16,560 |
0.618 |
16,417 |
HIGH |
16,185 |
0.618 |
16,042 |
0.500 |
15,998 |
0.382 |
15,953 |
LOW |
15,810 |
0.618 |
15,578 |
1.000 |
15,435 |
1.618 |
15,203 |
2.618 |
14,828 |
4.250 |
14,216 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
16,110 |
16,086 |
PP |
16,054 |
16,005 |
S1 |
15,998 |
15,925 |
|