Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,774.75 |
1,784.75 |
10.00 |
0.6% |
1,806.50 |
High |
1,792.50 |
1,789.00 |
-3.50 |
-0.2% |
1,811.50 |
Low |
1,760.25 |
1,776.50 |
16.25 |
0.9% |
1,771.75 |
Close |
1,786.50 |
1,779.25 |
-7.25 |
-0.4% |
1,774.75 |
Range |
32.25 |
12.50 |
-19.75 |
-61.2% |
39.75 |
ATR |
16.12 |
15.86 |
-0.26 |
-1.6% |
0.00 |
Volume |
869,476 |
748,121 |
-121,355 |
-14.0% |
7,066,579 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.00 |
1,811.75 |
1,786.00 |
|
R3 |
1,806.50 |
1,799.25 |
1,782.75 |
|
R2 |
1,794.00 |
1,794.00 |
1,781.50 |
|
R1 |
1,786.75 |
1,786.75 |
1,780.50 |
1,784.00 |
PP |
1,781.50 |
1,781.50 |
1,781.50 |
1,780.25 |
S1 |
1,774.25 |
1,774.25 |
1,778.00 |
1,771.50 |
S2 |
1,769.00 |
1,769.00 |
1,777.00 |
|
S3 |
1,756.50 |
1,761.75 |
1,775.75 |
|
S4 |
1,744.00 |
1,749.25 |
1,772.50 |
|
|
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 |
1,808.00 |
1,760.25 |
47.75 |
2.7% |
19.50 |
1.1% |
40% |
False |
False |
1,289,842 |
10 |
1,811.50 |
1,760.25 |
51.25 |
2.9% |
17.00 |
1.0% |
37% |
False |
False |
1,412,515 |
20 |
1,812.50 |
1,760.25 |
52.25 |
2.9% |
14.75 |
0.8% |
36% |
False |
False |
1,367,342 |
40 |
1,812.50 |
1,734.50 |
78.00 |
4.4% |
15.25 |
0.9% |
57% |
False |
False |
1,440,210 |
60 |
1,812.50 |
1,640.00 |
172.50 |
9.7% |
16.50 |
0.9% |
81% |
False |
False |
1,547,504 |
80 |
1,812.50 |
1,618.25 |
194.25 |
10.9% |
16.50 |
0.9% |
83% |
False |
False |
1,330,406 |
100 |
1,812.50 |
1,618.25 |
194.25 |
10.9% |
16.00 |
0.9% |
83% |
False |
False |
1,065,253 |
120 |
1,812.50 |
1,586.50 |
226.00 |
12.7% |
16.00 |
0.9% |
85% |
False |
False |
888,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,842.00 |
2.618 |
1,821.75 |
1.618 |
1,809.25 |
1.000 |
1,801.50 |
0.618 |
1,796.75 |
HIGH |
1,789.00 |
0.618 |
1,784.25 |
0.500 |
1,782.75 |
0.382 |
1,781.25 |
LOW |
1,776.50 |
0.618 |
1,768.75 |
1.000 |
1,764.00 |
1.618 |
1,756.25 |
2.618 |
1,743.75 |
4.250 |
1,723.50 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,782.75 |
1,778.25 |
PP |
1,781.50 |
1,777.25 |
S1 |
1,780.50 |
1,776.50 |
|