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 |
3,457.00 |
3,470.75 |
13.75 |
0.4% |
3,505.00 |
High |
3,495.25 |
3,483.25 |
-12.00 |
-0.3% |
3,524.75 |
Low |
3,434.50 |
3,460.75 |
26.25 |
0.8% |
3,449.75 |
Close |
3,474.50 |
3,465.25 |
-9.25 |
-0.3% |
3,457.50 |
Range |
60.75 |
22.50 |
-38.25 |
-63.0% |
75.00 |
ATR |
33.83 |
33.02 |
-0.81 |
-2.4% |
0.00 |
Volume |
130,785 |
87,634 |
-43,151 |
-33.0% |
1,128,471 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,537.25 |
3,523.75 |
3,477.50 |
|
R3 |
3,514.75 |
3,501.25 |
3,471.50 |
|
R2 |
3,492.25 |
3,492.25 |
3,469.50 |
|
R1 |
3,478.75 |
3,478.75 |
3,467.25 |
3,474.25 |
PP |
3,469.75 |
3,469.75 |
3,469.75 |
3,467.50 |
S1 |
3,456.25 |
3,456.25 |
3,463.25 |
3,451.75 |
S2 |
3,447.25 |
3,447.25 |
3,461.00 |
|
S3 |
3,424.75 |
3,433.75 |
3,459.00 |
|
S4 |
3,402.25 |
3,411.25 |
3,453.00 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,702.25 |
3,655.00 |
3,498.75 |
|
R3 |
3,627.25 |
3,580.00 |
3,478.00 |
|
R2 |
3,552.25 |
3,552.25 |
3,471.25 |
|
R1 |
3,505.00 |
3,505.00 |
3,464.50 |
3,491.00 |
PP |
3,477.25 |
3,477.25 |
3,477.25 |
3,470.50 |
S1 |
3,430.00 |
3,430.00 |
3,450.50 |
3,416.00 |
S2 |
3,402.25 |
3,402.25 |
3,443.75 |
|
S3 |
3,327.25 |
3,355.00 |
3,437.00 |
|
S4 |
3,252.25 |
3,280.00 |
3,416.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,522.25 |
3,434.50 |
87.75 |
2.5% |
38.75 |
1.1% |
35% |
False |
False |
194,884 |
10 |
3,524.75 |
3,434.50 |
90.25 |
2.6% |
32.75 |
0.9% |
34% |
False |
False |
213,342 |
20 |
3,524.75 |
3,358.50 |
166.25 |
4.8% |
30.75 |
0.9% |
64% |
False |
False |
205,878 |
40 |
3,524.75 |
3,310.00 |
214.75 |
6.2% |
33.25 |
1.0% |
72% |
False |
False |
219,965 |
60 |
3,524.75 |
3,110.75 |
414.00 |
11.9% |
36.50 |
1.1% |
86% |
False |
False |
234,144 |
80 |
3,524.75 |
3,050.00 |
474.75 |
13.7% |
36.25 |
1.0% |
87% |
False |
False |
198,227 |
100 |
3,524.75 |
3,049.25 |
475.50 |
13.7% |
33.75 |
1.0% |
87% |
False |
False |
158,632 |
120 |
3,524.75 |
2,887.00 |
637.75 |
18.4% |
31.00 |
0.9% |
91% |
False |
False |
132,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,579.00 |
2.618 |
3,542.25 |
1.618 |
3,519.75 |
1.000 |
3,505.75 |
0.618 |
3,497.25 |
HIGH |
3,483.25 |
0.618 |
3,474.75 |
0.500 |
3,472.00 |
0.382 |
3,469.25 |
LOW |
3,460.75 |
0.618 |
3,446.75 |
1.000 |
3,438.25 |
1.618 |
3,424.25 |
2.618 |
3,401.75 |
4.250 |
3,365.00 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
3,472.00 |
3,465.00 |
PP |
3,469.75 |
3,465.00 |
S1 |
3,467.50 |
3,465.00 |
|