Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,784.50 |
1,806.50 |
22.00 |
1.2% |
1,806.25 |
High |
1,806.00 |
1,811.50 |
5.50 |
0.3% |
1,809.00 |
Low |
1,784.25 |
1,804.75 |
20.50 |
1.1% |
1,777.75 |
Close |
1,805.00 |
1,809.00 |
4.00 |
0.2% |
1,805.00 |
Range |
21.75 |
6.75 |
-15.00 |
-69.0% |
31.25 |
ATR |
15.25 |
14.65 |
-0.61 |
-4.0% |
0.00 |
Volume |
1,757,106 |
1,060,287 |
-696,819 |
-39.7% |
8,499,895 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.75 |
1,825.50 |
1,812.75 |
|
R3 |
1,822.00 |
1,818.75 |
1,810.75 |
|
R2 |
1,815.25 |
1,815.25 |
1,810.25 |
|
R1 |
1,812.00 |
1,812.00 |
1,809.50 |
1,813.50 |
PP |
1,808.50 |
1,808.50 |
1,808.50 |
1,809.25 |
S1 |
1,805.25 |
1,805.25 |
1,808.50 |
1,807.00 |
S2 |
1,801.75 |
1,801.75 |
1,807.75 |
|
S3 |
1,795.00 |
1,798.50 |
1,807.25 |
|
S4 |
1,788.25 |
1,791.75 |
1,805.25 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,891.00 |
1,879.25 |
1,822.25 |
|
R3 |
1,859.75 |
1,848.00 |
1,813.50 |
|
R2 |
1,828.50 |
1,828.50 |
1,810.75 |
|
R1 |
1,816.75 |
1,816.75 |
1,807.75 |
1,807.00 |
PP |
1,797.25 |
1,797.25 |
1,797.25 |
1,792.50 |
S1 |
1,785.50 |
1,785.50 |
1,802.25 |
1,775.75 |
S2 |
1,766.00 |
1,766.00 |
1,799.25 |
|
S3 |
1,734.75 |
1,754.25 |
1,796.50 |
|
S4 |
1,703.50 |
1,723.00 |
1,787.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,811.50 |
1,777.75 |
33.75 |
1.9% |
15.50 |
0.9% |
93% |
True |
False |
1,645,839 |
10 |
1,812.50 |
1,777.75 |
34.75 |
1.9% |
12.50 |
0.7% |
90% |
False |
False |
1,343,829 |
20 |
1,812.50 |
1,754.25 |
58.25 |
3.2% |
13.50 |
0.7% |
94% |
False |
False |
1,407,806 |
40 |
1,812.50 |
1,680.75 |
131.75 |
7.3% |
15.50 |
0.9% |
97% |
False |
False |
1,487,736 |
60 |
1,812.50 |
1,640.00 |
172.50 |
9.5% |
16.50 |
0.9% |
98% |
False |
False |
1,605,606 |
80 |
1,812.50 |
1,618.25 |
194.25 |
10.7% |
16.50 |
0.9% |
98% |
False |
False |
1,235,688 |
100 |
1,812.50 |
1,618.25 |
194.25 |
10.7% |
15.75 |
0.9% |
98% |
False |
False |
989,233 |
120 |
1,812.50 |
1,547.25 |
265.25 |
14.7% |
16.50 |
0.9% |
99% |
False |
False |
825,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,840.25 |
2.618 |
1,829.25 |
1.618 |
1,822.50 |
1.000 |
1,818.25 |
0.618 |
1,815.75 |
HIGH |
1,811.50 |
0.618 |
1,809.00 |
0.500 |
1,808.00 |
0.382 |
1,807.25 |
LOW |
1,804.75 |
0.618 |
1,800.50 |
1.000 |
1,798.00 |
1.618 |
1,793.75 |
2.618 |
1,787.00 |
4.250 |
1,776.00 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,808.75 |
1,805.00 |
PP |
1,808.50 |
1,800.75 |
S1 |
1,808.00 |
1,796.75 |
|