Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,261.0 |
1,252.3 |
-8.7 |
-0.7% |
1,250.6 |
High |
1,263.2 |
1,256.5 |
-6.7 |
-0.5% |
1,251.5 |
Low |
1,250.6 |
1,222.6 |
-28.0 |
-2.2% |
1,210.1 |
Close |
1,257.2 |
1,224.9 |
-32.3 |
-2.6% |
1,229.0 |
Range |
12.6 |
33.9 |
21.3 |
169.0% |
41.4 |
ATR |
23.4 |
24.2 |
0.8 |
3.4% |
0.0 |
Volume |
120,446 |
153,610 |
33,164 |
27.5% |
775,931 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.4 |
1,314.5 |
1,243.5 |
|
R3 |
1,302.5 |
1,280.6 |
1,234.2 |
|
R2 |
1,268.6 |
1,268.6 |
1,231.1 |
|
R1 |
1,246.7 |
1,246.7 |
1,228.0 |
1,240.7 |
PP |
1,234.7 |
1,234.7 |
1,234.7 |
1,231.7 |
S1 |
1,212.8 |
1,212.8 |
1,221.8 |
1,206.8 |
S2 |
1,200.8 |
1,200.8 |
1,218.7 |
|
S3 |
1,166.9 |
1,178.9 |
1,215.6 |
|
S4 |
1,133.0 |
1,145.0 |
1,206.3 |
|
|
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 |
4.7% |
25.9 |
2.1% |
26% |
False |
False |
135,063 |
10 |
1,267.5 |
1,210.1 |
57.4 |
4.7% |
26.3 |
2.1% |
26% |
False |
False |
138,938 |
20 |
1,294.7 |
1,210.1 |
84.6 |
6.9% |
22.1 |
1.8% |
17% |
False |
False |
94,893 |
40 |
1,362.3 |
1,210.1 |
152.2 |
12.4% |
21.3 |
1.7% |
10% |
False |
False |
52,098 |
60 |
1,375.8 |
1,210.1 |
165.7 |
13.5% |
22.9 |
1.9% |
9% |
False |
False |
35,653 |
80 |
1,433.7 |
1,210.1 |
223.6 |
18.3% |
23.8 |
1.9% |
7% |
False |
False |
27,198 |
100 |
1,433.7 |
1,210.1 |
223.6 |
18.3% |
23.5 |
1.9% |
7% |
False |
False |
22,106 |
120 |
1,433.7 |
1,187.9 |
245.8 |
20.1% |
23.3 |
1.9% |
15% |
False |
False |
18,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.6 |
2.618 |
1,345.3 |
1.618 |
1,311.4 |
1.000 |
1,290.4 |
0.618 |
1,277.5 |
HIGH |
1,256.5 |
0.618 |
1,243.6 |
0.500 |
1,239.6 |
0.382 |
1,235.5 |
LOW |
1,222.6 |
0.618 |
1,201.6 |
1.000 |
1,188.7 |
1.618 |
1,167.7 |
2.618 |
1,133.8 |
4.250 |
1,078.5 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,239.6 |
1,245.1 |
PP |
1,234.7 |
1,238.3 |
S1 |
1,229.8 |
1,231.6 |
|