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 |
3,470.75 |
3,464.75 |
-6.00 |
-0.2% |
3,505.00 |
High |
3,483.25 |
3,513.50 |
30.25 |
0.9% |
3,524.75 |
Low |
3,460.75 |
3,422.00 |
-38.75 |
-1.1% |
3,449.75 |
Close |
3,465.25 |
3,512.75 |
47.50 |
1.4% |
3,457.50 |
Range |
22.50 |
91.50 |
69.00 |
306.7% |
75.00 |
ATR |
33.02 |
37.19 |
4.18 |
12.7% |
0.00 |
Volume |
87,634 |
66,667 |
-20,967 |
-23.9% |
1,128,471 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,757.25 |
3,726.50 |
3,563.00 |
|
R3 |
3,665.75 |
3,635.00 |
3,538.00 |
|
R2 |
3,574.25 |
3,574.25 |
3,529.50 |
|
R1 |
3,543.50 |
3,543.50 |
3,521.25 |
3,559.00 |
PP |
3,482.75 |
3,482.75 |
3,482.75 |
3,490.50 |
S1 |
3,452.00 |
3,452.00 |
3,504.25 |
3,467.50 |
S2 |
3,391.25 |
3,391.25 |
3,496.00 |
|
S3 |
3,299.75 |
3,360.50 |
3,487.50 |
|
S4 |
3,208.25 |
3,269.00 |
3,462.50 |
|
|
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 |
3,513.50 |
3,422.00 |
91.50 |
2.6% |
45.50 |
1.3% |
99% |
True |
True |
147,639 |
10 |
3,524.75 |
3,422.00 |
102.75 |
2.9% |
37.75 |
1.1% |
88% |
False |
True |
191,851 |
20 |
3,524.75 |
3,358.50 |
166.25 |
4.7% |
34.00 |
1.0% |
93% |
False |
False |
196,278 |
40 |
3,524.75 |
3,310.00 |
214.75 |
6.1% |
34.75 |
1.0% |
94% |
False |
False |
213,357 |
60 |
3,524.75 |
3,110.75 |
414.00 |
11.8% |
37.75 |
1.1% |
97% |
False |
False |
232,283 |
80 |
3,524.75 |
3,050.00 |
474.75 |
13.5% |
37.00 |
1.1% |
97% |
False |
False |
199,060 |
100 |
3,524.75 |
3,049.25 |
475.50 |
13.5% |
34.50 |
1.0% |
97% |
False |
False |
159,294 |
120 |
3,524.75 |
2,887.00 |
637.75 |
18.2% |
31.75 |
0.9% |
98% |
False |
False |
132,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,902.50 |
2.618 |
3,753.00 |
1.618 |
3,661.50 |
1.000 |
3,605.00 |
0.618 |
3,570.00 |
HIGH |
3,513.50 |
0.618 |
3,478.50 |
0.500 |
3,467.75 |
0.382 |
3,457.00 |
LOW |
3,422.00 |
0.618 |
3,365.50 |
1.000 |
3,330.50 |
1.618 |
3,274.00 |
2.618 |
3,182.50 |
4.250 |
3,033.00 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
3,497.75 |
3,497.75 |
PP |
3,482.75 |
3,482.75 |
S1 |
3,467.75 |
3,467.75 |
|