Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,784.75 |
1,778.25 |
-6.50 |
-0.4% |
1,806.50 |
High |
1,789.00 |
1,812.75 |
23.75 |
1.3% |
1,811.50 |
Low |
1,776.50 |
1,767.25 |
-9.25 |
-0.5% |
1,771.75 |
Close |
1,779.25 |
1,810.75 |
31.50 |
1.8% |
1,774.75 |
Range |
12.50 |
45.50 |
33.00 |
264.0% |
39.75 |
ATR |
15.86 |
17.98 |
2.12 |
13.4% |
0.00 |
Volume |
748,121 |
711,563 |
-36,558 |
-4.9% |
7,066,579 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,933.50 |
1,917.50 |
1,835.75 |
|
R3 |
1,888.00 |
1,872.00 |
1,823.25 |
|
R2 |
1,842.50 |
1,842.50 |
1,819.00 |
|
R1 |
1,826.50 |
1,826.50 |
1,815.00 |
1,834.50 |
PP |
1,797.00 |
1,797.00 |
1,797.00 |
1,801.00 |
S1 |
1,781.00 |
1,781.00 |
1,806.50 |
1,789.00 |
S2 |
1,751.50 |
1,751.50 |
1,802.50 |
|
S3 |
1,706.00 |
1,735.50 |
1,798.25 |
|
S4 |
1,660.50 |
1,690.00 |
1,785.75 |
|
|
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 |
1,812.75 |
1,760.25 |
52.50 |
2.9% |
22.75 |
1.3% |
96% |
True |
False |
1,031,315 |
10 |
1,812.75 |
1,760.25 |
52.50 |
2.9% |
19.50 |
1.1% |
96% |
True |
False |
1,272,898 |
20 |
1,812.75 |
1,760.25 |
52.50 |
2.9% |
16.50 |
0.9% |
96% |
True |
False |
1,323,528 |
40 |
1,812.75 |
1,734.50 |
78.25 |
4.3% |
16.00 |
0.9% |
97% |
True |
False |
1,411,878 |
60 |
1,812.75 |
1,640.00 |
172.75 |
9.5% |
17.00 |
0.9% |
99% |
True |
False |
1,534,333 |
80 |
1,812.75 |
1,618.25 |
194.50 |
10.7% |
17.00 |
0.9% |
99% |
True |
False |
1,339,238 |
100 |
1,812.75 |
1,618.25 |
194.50 |
10.7% |
16.50 |
0.9% |
99% |
True |
False |
1,072,337 |
120 |
1,812.75 |
1,586.50 |
226.25 |
12.5% |
16.25 |
0.9% |
99% |
True |
False |
894,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,006.00 |
2.618 |
1,931.75 |
1.618 |
1,886.25 |
1.000 |
1,858.25 |
0.618 |
1,840.75 |
HIGH |
1,812.75 |
0.618 |
1,795.25 |
0.500 |
1,790.00 |
0.382 |
1,784.75 |
LOW |
1,767.25 |
0.618 |
1,739.25 |
1.000 |
1,721.75 |
1.618 |
1,693.75 |
2.618 |
1,648.25 |
4.250 |
1,574.00 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,803.75 |
1,802.75 |
PP |
1,797.00 |
1,794.50 |
S1 |
1,790.00 |
1,786.50 |
|