Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,773.50 |
1,774.75 |
1.25 |
0.1% |
1,806.50 |
High |
1,783.00 |
1,792.50 |
9.50 |
0.5% |
1,811.50 |
Low |
1,771.75 |
1,760.25 |
-11.50 |
-0.6% |
1,771.75 |
Close |
1,774.75 |
1,786.50 |
11.75 |
0.7% |
1,774.75 |
Range |
11.25 |
32.25 |
21.00 |
186.7% |
39.75 |
ATR |
14.88 |
16.12 |
1.24 |
8.3% |
0.00 |
Volume |
994,289 |
869,476 |
-124,813 |
-12.6% |
7,066,579 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,876.50 |
1,863.75 |
1,804.25 |
|
R3 |
1,844.25 |
1,831.50 |
1,795.25 |
|
R2 |
1,812.00 |
1,812.00 |
1,792.50 |
|
R1 |
1,799.25 |
1,799.25 |
1,789.50 |
1,805.50 |
PP |
1,779.75 |
1,779.75 |
1,779.75 |
1,783.00 |
S1 |
1,767.00 |
1,767.00 |
1,783.50 |
1,773.50 |
S2 |
1,747.50 |
1,747.50 |
1,780.50 |
|
S3 |
1,715.25 |
1,734.75 |
1,777.75 |
|
S4 |
1,683.00 |
1,702.50 |
1,768.75 |
|
|
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 |
1,760.25 |
51.25 |
2.9% |
19.00 |
1.1% |
51% |
False |
True |
1,375,153 |
10 |
1,811.50 |
1,760.25 |
51.25 |
2.9% |
17.25 |
1.0% |
51% |
False |
True |
1,510,496 |
20 |
1,812.50 |
1,760.25 |
52.25 |
2.9% |
15.00 |
0.8% |
50% |
False |
True |
1,407,890 |
40 |
1,812.50 |
1,734.50 |
78.00 |
4.4% |
15.25 |
0.9% |
67% |
False |
False |
1,449,980 |
60 |
1,812.50 |
1,640.00 |
172.50 |
9.7% |
16.75 |
0.9% |
85% |
False |
False |
1,562,902 |
80 |
1,812.50 |
1,618.25 |
194.25 |
10.9% |
16.50 |
0.9% |
87% |
False |
False |
1,321,163 |
100 |
1,812.50 |
1,618.25 |
194.25 |
10.9% |
16.25 |
0.9% |
87% |
False |
False |
1,057,830 |
120 |
1,812.50 |
1,586.50 |
226.00 |
12.7% |
16.00 |
0.9% |
88% |
False |
False |
882,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,929.50 |
2.618 |
1,877.00 |
1.618 |
1,844.75 |
1.000 |
1,824.75 |
0.618 |
1,812.50 |
HIGH |
1,792.50 |
0.618 |
1,780.25 |
0.500 |
1,776.50 |
0.382 |
1,772.50 |
LOW |
1,760.25 |
0.618 |
1,740.25 |
1.000 |
1,728.00 |
1.618 |
1,708.00 |
2.618 |
1,675.75 |
4.250 |
1,623.25 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,783.00 |
1,783.00 |
PP |
1,779.75 |
1,779.75 |
S1 |
1,776.50 |
1,776.50 |
|