Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,804.25 |
1,780.75 |
-23.50 |
-1.3% |
1,806.25 |
High |
1,808.00 |
1,784.00 |
-24.00 |
-1.3% |
1,809.00 |
Low |
1,779.25 |
1,771.75 |
-7.50 |
-0.4% |
1,777.75 |
Close |
1,780.75 |
1,775.00 |
-5.75 |
-0.3% |
1,805.00 |
Range |
28.75 |
12.25 |
-16.50 |
-57.4% |
31.25 |
ATR |
15.38 |
15.15 |
-0.22 |
-1.5% |
0.00 |
Volume |
2,004,200 |
1,833,127 |
-171,073 |
-8.5% |
8,499,895 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,813.75 |
1,806.50 |
1,781.75 |
|
R3 |
1,801.50 |
1,794.25 |
1,778.25 |
|
R2 |
1,789.25 |
1,789.25 |
1,777.25 |
|
R1 |
1,782.00 |
1,782.00 |
1,776.00 |
1,779.50 |
PP |
1,777.00 |
1,777.00 |
1,777.00 |
1,775.50 |
S1 |
1,769.75 |
1,769.75 |
1,774.00 |
1,767.25 |
S2 |
1,764.75 |
1,764.75 |
1,772.75 |
|
S3 |
1,752.50 |
1,757.50 |
1,771.75 |
|
S4 |
1,740.25 |
1,745.25 |
1,768.25 |
|
|
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 |
1,771.75 |
39.75 |
2.2% |
16.00 |
0.9% |
8% |
False |
True |
1,565,879 |
10 |
1,812.50 |
1,771.75 |
40.75 |
2.3% |
15.00 |
0.9% |
8% |
False |
True |
1,539,078 |
20 |
1,812.50 |
1,771.75 |
40.75 |
2.3% |
13.75 |
0.8% |
8% |
False |
True |
1,455,318 |
40 |
1,812.50 |
1,706.25 |
106.25 |
6.0% |
15.00 |
0.8% |
65% |
False |
False |
1,483,555 |
60 |
1,812.50 |
1,640.00 |
172.50 |
9.7% |
16.50 |
0.9% |
78% |
False |
False |
1,592,308 |
80 |
1,812.50 |
1,618.25 |
194.25 |
10.9% |
16.50 |
0.9% |
81% |
False |
False |
1,298,072 |
100 |
1,812.50 |
1,618.25 |
194.25 |
10.9% |
16.00 |
0.9% |
81% |
False |
False |
1,039,248 |
120 |
1,812.50 |
1,549.75 |
262.75 |
14.8% |
16.00 |
0.9% |
86% |
False |
False |
866,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,836.00 |
2.618 |
1,816.00 |
1.618 |
1,803.75 |
1.000 |
1,796.25 |
0.618 |
1,791.50 |
HIGH |
1,784.00 |
0.618 |
1,779.25 |
0.500 |
1,778.00 |
0.382 |
1,776.50 |
LOW |
1,771.75 |
0.618 |
1,764.25 |
1.000 |
1,759.50 |
1.618 |
1,752.00 |
2.618 |
1,739.75 |
4.250 |
1,719.75 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,778.00 |
1,791.50 |
PP |
1,777.00 |
1,786.00 |
S1 |
1,776.00 |
1,780.50 |
|