Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,239.5 |
1,261.0 |
21.5 |
1.7% |
1,250.6 |
High |
1,267.5 |
1,263.2 |
-4.3 |
-0.3% |
1,251.5 |
Low |
1,237.4 |
1,250.6 |
13.2 |
1.1% |
1,210.1 |
Close |
1,261.1 |
1,257.2 |
-3.9 |
-0.3% |
1,229.0 |
Range |
30.1 |
12.6 |
-17.5 |
-58.1% |
41.4 |
ATR |
24.2 |
23.4 |
-0.8 |
-3.4% |
0.0 |
Volume |
148,583 |
120,446 |
-28,137 |
-18.9% |
775,931 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.8 |
1,288.6 |
1,264.1 |
|
R3 |
1,282.2 |
1,276.0 |
1,260.7 |
|
R2 |
1,269.6 |
1,269.6 |
1,259.5 |
|
R1 |
1,263.4 |
1,263.4 |
1,258.4 |
1,260.2 |
PP |
1,257.0 |
1,257.0 |
1,257.0 |
1,255.4 |
S1 |
1,250.8 |
1,250.8 |
1,256.0 |
1,247.6 |
S2 |
1,244.4 |
1,244.4 |
1,254.9 |
|
S3 |
1,231.8 |
1,238.2 |
1,253.7 |
|
S4 |
1,219.2 |
1,225.6 |
1,250.3 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.4 |
1,333.1 |
1,251.8 |
|
R3 |
1,313.0 |
1,291.7 |
1,240.4 |
|
R2 |
1,271.6 |
1,271.6 |
1,236.6 |
|
R1 |
1,250.3 |
1,250.3 |
1,232.8 |
1,240.3 |
PP |
1,230.2 |
1,230.2 |
1,230.2 |
1,225.2 |
S1 |
1,208.9 |
1,208.9 |
1,225.2 |
1,198.9 |
S2 |
1,188.8 |
1,188.8 |
1,221.4 |
|
S3 |
1,147.4 |
1,167.5 |
1,217.6 |
|
S4 |
1,106.0 |
1,126.1 |
1,206.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,267.5 |
1,210.1 |
57.4 |
4.6% |
24.5 |
1.9% |
82% |
False |
False |
135,186 |
10 |
1,267.5 |
1,210.1 |
57.4 |
4.6% |
24.8 |
2.0% |
82% |
False |
False |
139,059 |
20 |
1,294.7 |
1,210.1 |
84.6 |
6.7% |
21.2 |
1.7% |
56% |
False |
False |
88,082 |
40 |
1,362.3 |
1,210.1 |
152.2 |
12.1% |
21.0 |
1.7% |
31% |
False |
False |
48,399 |
60 |
1,375.8 |
1,210.1 |
165.7 |
13.2% |
23.8 |
1.9% |
28% |
False |
False |
33,122 |
80 |
1,433.7 |
1,210.1 |
223.6 |
17.8% |
23.6 |
1.9% |
21% |
False |
False |
25,305 |
100 |
1,433.7 |
1,210.1 |
223.6 |
17.8% |
23.3 |
1.9% |
21% |
False |
False |
20,586 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.6% |
23.2 |
1.8% |
28% |
False |
False |
17,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,316.8 |
2.618 |
1,296.2 |
1.618 |
1,283.6 |
1.000 |
1,275.8 |
0.618 |
1,271.0 |
HIGH |
1,263.2 |
0.618 |
1,258.4 |
0.500 |
1,256.9 |
0.382 |
1,255.4 |
LOW |
1,250.6 |
0.618 |
1,242.8 |
1.000 |
1,238.0 |
1.618 |
1,230.2 |
2.618 |
1,217.6 |
4.250 |
1,197.1 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,257.1 |
1,253.5 |
PP |
1,257.0 |
1,249.8 |
S1 |
1,256.9 |
1,246.1 |
|