Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,252.3 |
1,226.1 |
-26.2 |
-2.1% |
1,229.9 |
High |
1,256.5 |
1,238.2 |
-18.3 |
-1.5% |
1,267.5 |
Low |
1,222.6 |
1,219.5 |
-3.1 |
-0.3% |
1,219.5 |
Close |
1,224.9 |
1,234.6 |
9.7 |
0.8% |
1,234.6 |
Range |
33.9 |
18.7 |
-15.2 |
-44.8% |
48.0 |
ATR |
24.2 |
23.8 |
-0.4 |
-1.6% |
0.0 |
Volume |
153,610 |
113,538 |
-40,072 |
-26.1% |
613,903 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.9 |
1,279.4 |
1,244.9 |
|
R3 |
1,268.2 |
1,260.7 |
1,239.7 |
|
R2 |
1,249.5 |
1,249.5 |
1,238.0 |
|
R1 |
1,242.0 |
1,242.0 |
1,236.3 |
1,245.8 |
PP |
1,230.8 |
1,230.8 |
1,230.8 |
1,232.6 |
S1 |
1,223.3 |
1,223.3 |
1,232.9 |
1,227.1 |
S2 |
1,212.1 |
1,212.1 |
1,231.2 |
|
S3 |
1,193.4 |
1,204.6 |
1,229.5 |
|
S4 |
1,174.7 |
1,185.9 |
1,224.3 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.5 |
1,357.6 |
1,261.0 |
|
R3 |
1,336.5 |
1,309.6 |
1,247.8 |
|
R2 |
1,288.5 |
1,288.5 |
1,243.4 |
|
R1 |
1,261.6 |
1,261.6 |
1,239.0 |
1,275.1 |
PP |
1,240.5 |
1,240.5 |
1,240.5 |
1,247.3 |
S1 |
1,213.6 |
1,213.6 |
1,230.2 |
1,227.1 |
S2 |
1,192.5 |
1,192.5 |
1,225.8 |
|
S3 |
1,144.5 |
1,165.6 |
1,221.4 |
|
S4 |
1,096.5 |
1,117.6 |
1,208.2 |
|
|
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 |
1,219.5 |
48.0 |
3.9% |
22.7 |
1.8% |
31% |
False |
True |
122,780 |
10 |
1,267.5 |
1,210.1 |
57.4 |
4.6% |
26.1 |
2.1% |
43% |
False |
False |
138,983 |
20 |
1,291.5 |
1,210.1 |
81.4 |
6.6% |
22.2 |
1.8% |
30% |
False |
False |
99,852 |
40 |
1,362.3 |
1,210.1 |
152.2 |
12.3% |
20.6 |
1.7% |
16% |
False |
False |
54,890 |
60 |
1,369.0 |
1,210.1 |
158.9 |
12.9% |
23.0 |
1.9% |
15% |
False |
False |
37,525 |
80 |
1,433.7 |
1,210.1 |
223.6 |
18.1% |
23.8 |
1.9% |
11% |
False |
False |
28,607 |
100 |
1,433.7 |
1,210.1 |
223.6 |
18.1% |
23.4 |
1.9% |
11% |
False |
False |
23,210 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.9% |
23.4 |
1.9% |
19% |
False |
False |
19,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.7 |
2.618 |
1,287.2 |
1.618 |
1,268.5 |
1.000 |
1,256.9 |
0.618 |
1,249.8 |
HIGH |
1,238.2 |
0.618 |
1,231.1 |
0.500 |
1,228.9 |
0.382 |
1,226.6 |
LOW |
1,219.5 |
0.618 |
1,207.9 |
1.000 |
1,200.8 |
1.618 |
1,189.2 |
2.618 |
1,170.5 |
4.250 |
1,140.0 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,232.7 |
1,241.4 |
PP |
1,230.8 |
1,239.1 |
S1 |
1,228.9 |
1,236.9 |
|