Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
3,513.50 |
3,500.00 |
-13.50 |
-0.4% |
3,457.00 |
High |
3,516.75 |
3,508.00 |
-8.75 |
-0.2% |
3,516.75 |
Low |
3,482.50 |
3,496.00 |
13.50 |
0.4% |
3,422.00 |
Close |
3,497.00 |
3,503.98 |
6.98 |
0.2% |
3,503.98 |
Range |
34.25 |
12.00 |
-22.25 |
-65.0% |
94.75 |
ATR |
36.98 |
35.20 |
-1.78 |
-4.8% |
0.00 |
Volume |
56,687 |
2,467 |
-54,220 |
-95.6% |
344,240 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,538.75 |
3,533.25 |
3,510.50 |
|
R3 |
3,526.75 |
3,521.25 |
3,507.25 |
|
R2 |
3,514.75 |
3,514.75 |
3,506.25 |
|
R1 |
3,509.25 |
3,509.25 |
3,505.00 |
3,512.00 |
PP |
3,502.75 |
3,502.75 |
3,502.75 |
3,504.00 |
S1 |
3,497.25 |
3,497.25 |
3,503.00 |
3,500.00 |
S2 |
3,490.75 |
3,490.75 |
3,501.75 |
|
S3 |
3,478.75 |
3,485.25 |
3,500.75 |
|
S4 |
3,466.75 |
3,473.25 |
3,497.50 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,765.25 |
3,729.25 |
3,556.00 |
|
R3 |
3,670.50 |
3,634.50 |
3,530.00 |
|
R2 |
3,575.75 |
3,575.75 |
3,521.25 |
|
R1 |
3,539.75 |
3,539.75 |
3,512.75 |
3,557.75 |
PP |
3,481.00 |
3,481.00 |
3,481.00 |
3,489.75 |
S1 |
3,445.00 |
3,445.00 |
3,495.25 |
3,463.00 |
S2 |
3,386.25 |
3,386.25 |
3,486.50 |
|
S3 |
3,291.50 |
3,350.25 |
3,478.00 |
|
S4 |
3,196.75 |
3,255.50 |
3,451.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,516.75 |
3,422.00 |
94.75 |
2.7% |
44.25 |
1.3% |
87% |
False |
False |
68,848 |
10 |
3,524.75 |
3,422.00 |
102.75 |
2.9% |
36.75 |
1.0% |
80% |
False |
False |
147,271 |
20 |
3,524.75 |
3,400.00 |
124.75 |
3.6% |
32.00 |
0.9% |
83% |
False |
False |
174,495 |
40 |
3,524.75 |
3,310.00 |
214.75 |
6.1% |
33.75 |
1.0% |
90% |
False |
False |
203,941 |
60 |
3,524.75 |
3,110.75 |
414.00 |
11.8% |
37.50 |
1.1% |
95% |
False |
False |
225,619 |
80 |
3,524.75 |
3,060.00 |
464.75 |
13.3% |
36.50 |
1.0% |
96% |
False |
False |
199,784 |
100 |
3,524.75 |
3,049.25 |
475.50 |
13.6% |
34.75 |
1.0% |
96% |
False |
False |
159,884 |
120 |
3,524.75 |
2,899.25 |
625.50 |
17.9% |
31.50 |
0.9% |
97% |
False |
False |
133,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,559.00 |
2.618 |
3,539.50 |
1.618 |
3,527.50 |
1.000 |
3,520.00 |
0.618 |
3,515.50 |
HIGH |
3,508.00 |
0.618 |
3,503.50 |
0.500 |
3,502.00 |
0.382 |
3,500.50 |
LOW |
3,496.00 |
0.618 |
3,488.50 |
1.000 |
3,484.00 |
1.618 |
3,476.50 |
2.618 |
3,464.50 |
4.250 |
3,445.00 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
3,503.25 |
3,492.50 |
PP |
3,502.75 |
3,481.00 |
S1 |
3,502.00 |
3,469.50 |
|