Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,806.50 |
1,809.25 |
2.75 |
0.2% |
1,806.25 |
High |
1,811.50 |
1,811.50 |
0.00 |
0.0% |
1,809.00 |
Low |
1,804.75 |
1,801.00 |
-3.75 |
-0.2% |
1,777.75 |
Close |
1,809.00 |
1,803.00 |
-6.00 |
-0.3% |
1,805.00 |
Range |
6.75 |
10.50 |
3.75 |
55.6% |
31.25 |
ATR |
14.65 |
14.35 |
-0.30 |
-2.0% |
0.00 |
Volume |
1,060,287 |
1,174,676 |
114,389 |
10.8% |
8,499,895 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.75 |
1,830.25 |
1,808.75 |
|
R3 |
1,826.25 |
1,819.75 |
1,806.00 |
|
R2 |
1,815.75 |
1,815.75 |
1,805.00 |
|
R1 |
1,809.25 |
1,809.25 |
1,804.00 |
1,807.25 |
PP |
1,805.25 |
1,805.25 |
1,805.25 |
1,804.00 |
S1 |
1,798.75 |
1,798.75 |
1,802.00 |
1,796.75 |
S2 |
1,794.75 |
1,794.75 |
1,801.00 |
|
S3 |
1,784.25 |
1,788.25 |
1,800.00 |
|
S4 |
1,773.75 |
1,777.75 |
1,797.25 |
|
|
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% |
14.50 |
0.8% |
75% |
True |
False |
1,535,189 |
10 |
1,812.50 |
1,777.75 |
34.75 |
1.9% |
12.50 |
0.7% |
73% |
False |
False |
1,349,861 |
20 |
1,812.50 |
1,754.25 |
58.25 |
3.2% |
13.75 |
0.8% |
84% |
False |
False |
1,418,539 |
40 |
1,812.50 |
1,689.50 |
123.00 |
6.8% |
15.25 |
0.8% |
92% |
False |
False |
1,479,364 |
60 |
1,812.50 |
1,640.00 |
172.50 |
9.6% |
16.50 |
0.9% |
94% |
False |
False |
1,591,342 |
80 |
1,812.50 |
1,618.25 |
194.25 |
10.8% |
16.50 |
0.9% |
95% |
False |
False |
1,250,262 |
100 |
1,812.50 |
1,618.25 |
194.25 |
10.8% |
15.75 |
0.9% |
95% |
False |
False |
1,000,952 |
120 |
1,812.50 |
1,547.25 |
265.25 |
14.7% |
16.25 |
0.9% |
96% |
False |
False |
834,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,856.00 |
2.618 |
1,839.00 |
1.618 |
1,828.50 |
1.000 |
1,822.00 |
0.618 |
1,818.00 |
HIGH |
1,811.50 |
0.618 |
1,807.50 |
0.500 |
1,806.25 |
0.382 |
1,805.00 |
LOW |
1,801.00 |
0.618 |
1,794.50 |
1.000 |
1,790.50 |
1.618 |
1,784.00 |
2.618 |
1,773.50 |
4.250 |
1,756.50 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,806.25 |
1,801.25 |
PP |
1,805.25 |
1,799.50 |
S1 |
1,804.00 |
1,798.00 |
|