Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,226.1 |
1,237.3 |
11.2 |
0.9% |
1,229.9 |
High |
1,238.2 |
1,251.7 |
13.5 |
1.1% |
1,267.5 |
Low |
1,219.5 |
1,227.2 |
7.7 |
0.6% |
1,219.5 |
Close |
1,234.6 |
1,244.4 |
9.8 |
0.8% |
1,234.6 |
Range |
18.7 |
24.5 |
5.8 |
31.0% |
48.0 |
ATR |
23.8 |
23.8 |
0.1 |
0.2% |
0.0 |
Volume |
113,538 |
121,809 |
8,271 |
7.3% |
613,903 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.6 |
1,304.0 |
1,257.9 |
|
R3 |
1,290.1 |
1,279.5 |
1,251.1 |
|
R2 |
1,265.6 |
1,265.6 |
1,248.9 |
|
R1 |
1,255.0 |
1,255.0 |
1,246.6 |
1,260.3 |
PP |
1,241.1 |
1,241.1 |
1,241.1 |
1,243.8 |
S1 |
1,230.5 |
1,230.5 |
1,242.2 |
1,235.8 |
S2 |
1,216.6 |
1,216.6 |
1,239.9 |
|
S3 |
1,192.1 |
1,206.0 |
1,237.7 |
|
S4 |
1,167.6 |
1,181.5 |
1,230.9 |
|
|
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% |
24.0 |
1.9% |
52% |
False |
False |
131,597 |
10 |
1,267.5 |
1,210.1 |
57.4 |
4.6% |
25.2 |
2.0% |
60% |
False |
False |
136,554 |
20 |
1,289.6 |
1,210.1 |
79.5 |
6.4% |
22.9 |
1.8% |
43% |
False |
False |
105,368 |
40 |
1,362.3 |
1,210.1 |
152.2 |
12.2% |
20.8 |
1.7% |
23% |
False |
False |
57,807 |
60 |
1,362.3 |
1,210.1 |
152.2 |
12.2% |
22.7 |
1.8% |
23% |
False |
False |
39,528 |
80 |
1,433.7 |
1,210.1 |
223.6 |
18.0% |
23.8 |
1.9% |
15% |
False |
False |
30,116 |
100 |
1,433.7 |
1,210.1 |
223.6 |
18.0% |
23.5 |
1.9% |
15% |
False |
False |
24,407 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.8% |
23.2 |
1.9% |
23% |
False |
False |
20,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.8 |
2.618 |
1,315.8 |
1.618 |
1,291.3 |
1.000 |
1,276.2 |
0.618 |
1,266.8 |
HIGH |
1,251.7 |
0.618 |
1,242.3 |
0.500 |
1,239.5 |
0.382 |
1,236.6 |
LOW |
1,227.2 |
0.618 |
1,212.1 |
1.000 |
1,202.7 |
1.618 |
1,187.6 |
2.618 |
1,163.1 |
4.250 |
1,123.1 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,242.8 |
1,242.3 |
PP |
1,241.1 |
1,240.1 |
S1 |
1,239.5 |
1,238.0 |
|