Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,870 |
16,170 |
300 |
1.9% |
16,019 |
High |
16,185 |
16,197 |
12 |
0.1% |
16,054 |
Low |
15,810 |
16,098 |
288 |
1.8% |
15,702 |
Close |
16,166 |
16,175 |
9 |
0.1% |
15,757 |
Range |
375 |
99 |
-276 |
-73.6% |
352 |
ATR |
151 |
147 |
-4 |
-2.5% |
0 |
Volume |
33,868 |
23,256 |
-10,612 |
-31.3% |
541,938 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,454 |
16,413 |
16,230 |
|
R3 |
16,355 |
16,314 |
16,202 |
|
R2 |
16,256 |
16,256 |
16,193 |
|
R1 |
16,215 |
16,215 |
16,184 |
16,236 |
PP |
16,157 |
16,157 |
16,157 |
16,167 |
S1 |
16,116 |
16,116 |
16,166 |
16,137 |
S2 |
16,058 |
16,058 |
16,157 |
|
S3 |
15,959 |
16,017 |
16,148 |
|
S4 |
15,860 |
15,918 |
16,121 |
|
|
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 |
16,197 |
15,665 |
532 |
3.3% |
183 |
1.1% |
96% |
True |
False |
40,644 |
10 |
16,197 |
15,665 |
532 |
3.3% |
166 |
1.0% |
96% |
True |
False |
84,216 |
20 |
16,197 |
15,665 |
532 |
3.3% |
137 |
0.8% |
96% |
True |
False |
101,364 |
40 |
16,197 |
15,347 |
850 |
5.3% |
133 |
0.8% |
97% |
True |
False |
116,140 |
60 |
16,197 |
14,648 |
1,549 |
9.6% |
142 |
0.9% |
99% |
True |
False |
130,415 |
80 |
16,197 |
14,648 |
1,549 |
9.6% |
141 |
0.9% |
99% |
True |
False |
113,181 |
100 |
16,197 |
14,648 |
1,549 |
9.6% |
137 |
0.8% |
99% |
True |
False |
90,556 |
120 |
16,197 |
14,648 |
1,549 |
9.6% |
129 |
0.8% |
99% |
True |
False |
75,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,618 |
2.618 |
16,456 |
1.618 |
16,357 |
1.000 |
16,296 |
0.618 |
16,258 |
HIGH |
16,197 |
0.618 |
16,159 |
0.500 |
16,148 |
0.382 |
16,136 |
LOW |
16,098 |
0.618 |
16,037 |
1.000 |
15,999 |
1.618 |
15,938 |
2.618 |
15,839 |
4.250 |
15,677 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
16,166 |
16,118 |
PP |
16,157 |
16,061 |
S1 |
16,148 |
16,004 |
|