Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,809.25 |
1,804.25 |
-5.00 |
-0.3% |
1,806.25 |
High |
1,811.50 |
1,808.00 |
-3.50 |
-0.2% |
1,809.00 |
Low |
1,801.00 |
1,779.25 |
-21.75 |
-1.2% |
1,777.75 |
Close |
1,803.00 |
1,780.75 |
-22.25 |
-1.2% |
1,805.00 |
Range |
10.50 |
28.75 |
18.25 |
173.8% |
31.25 |
ATR |
14.35 |
15.38 |
1.03 |
7.2% |
0.00 |
Volume |
1,174,676 |
2,004,200 |
829,524 |
70.6% |
8,499,895 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,875.50 |
1,857.00 |
1,796.50 |
|
R3 |
1,846.75 |
1,828.25 |
1,788.75 |
|
R2 |
1,818.00 |
1,818.00 |
1,786.00 |
|
R1 |
1,799.50 |
1,799.50 |
1,783.50 |
1,794.50 |
PP |
1,789.25 |
1,789.25 |
1,789.25 |
1,786.75 |
S1 |
1,770.75 |
1,770.75 |
1,778.00 |
1,765.50 |
S2 |
1,760.50 |
1,760.50 |
1,775.50 |
|
S3 |
1,731.75 |
1,742.00 |
1,772.75 |
|
S4 |
1,703.00 |
1,713.25 |
1,765.00 |
|
|
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 |
1,779.25 |
32.25 |
1.8% |
16.00 |
0.9% |
5% |
False |
True |
1,514,481 |
10 |
1,812.50 |
1,777.75 |
34.75 |
2.0% |
14.50 |
0.8% |
9% |
False |
False |
1,440,725 |
20 |
1,812.50 |
1,754.25 |
58.25 |
3.3% |
14.50 |
0.8% |
45% |
False |
False |
1,447,794 |
40 |
1,812.50 |
1,691.25 |
121.25 |
6.8% |
15.25 |
0.9% |
74% |
False |
False |
1,482,654 |
60 |
1,812.50 |
1,640.00 |
172.50 |
9.7% |
16.75 |
0.9% |
82% |
False |
False |
1,600,599 |
80 |
1,812.50 |
1,618.25 |
194.25 |
10.9% |
16.75 |
0.9% |
84% |
False |
False |
1,275,216 |
100 |
1,812.50 |
1,618.25 |
194.25 |
10.9% |
16.00 |
0.9% |
84% |
False |
False |
1,020,959 |
120 |
1,812.50 |
1,547.25 |
265.25 |
14.9% |
16.25 |
0.9% |
88% |
False |
False |
851,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,930.25 |
2.618 |
1,883.25 |
1.618 |
1,854.50 |
1.000 |
1,836.75 |
0.618 |
1,825.75 |
HIGH |
1,808.00 |
0.618 |
1,797.00 |
0.500 |
1,793.50 |
0.382 |
1,790.25 |
LOW |
1,779.25 |
0.618 |
1,761.50 |
1.000 |
1,750.50 |
1.618 |
1,732.75 |
2.618 |
1,704.00 |
4.250 |
1,657.00 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,793.50 |
1,795.50 |
PP |
1,789.25 |
1,790.50 |
S1 |
1,785.00 |
1,785.50 |
|