Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,780.75 |
1,773.50 |
-7.25 |
-0.4% |
1,806.50 |
High |
1,784.00 |
1,783.00 |
-1.00 |
-0.1% |
1,811.50 |
Low |
1,771.75 |
1,771.75 |
0.00 |
0.0% |
1,771.75 |
Close |
1,775.00 |
1,774.75 |
-0.25 |
0.0% |
1,774.75 |
Range |
12.25 |
11.25 |
-1.00 |
-8.2% |
39.75 |
ATR |
15.15 |
14.88 |
-0.28 |
-1.8% |
0.00 |
Volume |
1,833,127 |
994,289 |
-838,838 |
-45.8% |
7,066,579 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,810.25 |
1,803.75 |
1,781.00 |
|
R3 |
1,799.00 |
1,792.50 |
1,777.75 |
|
R2 |
1,787.75 |
1,787.75 |
1,776.75 |
|
R1 |
1,781.25 |
1,781.25 |
1,775.75 |
1,784.50 |
PP |
1,776.50 |
1,776.50 |
1,776.50 |
1,778.00 |
S1 |
1,770.00 |
1,770.00 |
1,773.75 |
1,773.25 |
S2 |
1,765.25 |
1,765.25 |
1,772.75 |
|
S3 |
1,754.00 |
1,758.75 |
1,771.75 |
|
S4 |
1,742.75 |
1,747.50 |
1,768.50 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,905.25 |
1,879.75 |
1,796.50 |
|
R3 |
1,865.50 |
1,840.00 |
1,785.75 |
|
R2 |
1,825.75 |
1,825.75 |
1,782.00 |
|
R1 |
1,800.25 |
1,800.25 |
1,778.50 |
1,793.00 |
PP |
1,786.00 |
1,786.00 |
1,786.00 |
1,782.50 |
S1 |
1,760.50 |
1,760.50 |
1,771.00 |
1,753.50 |
S2 |
1,746.25 |
1,746.25 |
1,767.50 |
|
S3 |
1,706.50 |
1,720.75 |
1,763.75 |
|
S4 |
1,666.75 |
1,681.00 |
1,753.00 |
|
|
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% |
14.00 |
0.8% |
8% |
False |
True |
1,413,315 |
10 |
1,811.50 |
1,771.75 |
39.75 |
2.2% |
15.25 |
0.9% |
8% |
False |
True |
1,556,647 |
20 |
1,812.50 |
1,771.75 |
40.75 |
2.3% |
13.75 |
0.8% |
7% |
False |
True |
1,425,794 |
40 |
1,812.50 |
1,727.00 |
85.50 |
4.8% |
14.75 |
0.8% |
56% |
False |
False |
1,466,682 |
60 |
1,812.50 |
1,640.00 |
172.50 |
9.7% |
16.50 |
0.9% |
78% |
False |
False |
1,577,869 |
80 |
1,812.50 |
1,618.25 |
194.25 |
10.9% |
16.50 |
0.9% |
81% |
False |
False |
1,310,401 |
100 |
1,812.50 |
1,618.25 |
194.25 |
10.9% |
16.00 |
0.9% |
81% |
False |
False |
1,049,152 |
120 |
1,812.50 |
1,567.25 |
245.25 |
13.8% |
16.00 |
0.9% |
85% |
False |
False |
874,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.75 |
2.618 |
1,812.50 |
1.618 |
1,801.25 |
1.000 |
1,794.25 |
0.618 |
1,790.00 |
HIGH |
1,783.00 |
0.618 |
1,778.75 |
0.500 |
1,777.50 |
0.382 |
1,776.00 |
LOW |
1,771.75 |
0.618 |
1,764.75 |
1.000 |
1,760.50 |
1.618 |
1,753.50 |
2.618 |
1,742.25 |
4.250 |
1,724.00 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,777.50 |
1,790.00 |
PP |
1,776.50 |
1,784.75 |
S1 |
1,775.50 |
1,779.75 |
|