Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,237.3 |
1,239.5 |
2.2 |
0.2% |
1,229.9 |
High |
1,251.7 |
1,247.6 |
-4.1 |
-0.3% |
1,267.5 |
Low |
1,227.2 |
1,226.5 |
-0.7 |
-0.1% |
1,219.5 |
Close |
1,244.4 |
1,230.1 |
-14.3 |
-1.1% |
1,234.6 |
Range |
24.5 |
21.1 |
-3.4 |
-13.9% |
48.0 |
ATR |
23.8 |
23.6 |
-0.2 |
-0.8% |
0.0 |
Volume |
121,809 |
134,929 |
13,120 |
10.8% |
613,903 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.0 |
1,285.2 |
1,241.7 |
|
R3 |
1,276.9 |
1,264.1 |
1,235.9 |
|
R2 |
1,255.8 |
1,255.8 |
1,234.0 |
|
R1 |
1,243.0 |
1,243.0 |
1,232.0 |
1,238.9 |
PP |
1,234.7 |
1,234.7 |
1,234.7 |
1,232.7 |
S1 |
1,221.9 |
1,221.9 |
1,228.2 |
1,217.8 |
S2 |
1,213.6 |
1,213.6 |
1,226.2 |
|
S3 |
1,192.5 |
1,200.8 |
1,224.3 |
|
S4 |
1,171.4 |
1,179.7 |
1,218.5 |
|
|
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 |
1,263.2 |
1,219.5 |
43.7 |
3.6% |
22.2 |
1.8% |
24% |
False |
False |
128,866 |
10 |
1,267.5 |
1,210.1 |
57.4 |
4.7% |
26.1 |
2.1% |
35% |
False |
False |
138,205 |
20 |
1,278.7 |
1,210.1 |
68.6 |
5.6% |
23.0 |
1.9% |
29% |
False |
False |
111,628 |
40 |
1,362.3 |
1,210.1 |
152.2 |
12.4% |
21.1 |
1.7% |
13% |
False |
False |
61,107 |
60 |
1,362.3 |
1,210.1 |
152.2 |
12.4% |
22.8 |
1.9% |
13% |
False |
False |
41,716 |
80 |
1,433.7 |
1,210.1 |
223.6 |
18.2% |
23.7 |
1.9% |
9% |
False |
False |
31,777 |
100 |
1,433.7 |
1,210.1 |
223.6 |
18.2% |
23.4 |
1.9% |
9% |
False |
False |
25,725 |
120 |
1,433.7 |
1,187.9 |
245.8 |
20.0% |
23.0 |
1.9% |
17% |
False |
False |
21,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.3 |
2.618 |
1,302.8 |
1.618 |
1,281.7 |
1.000 |
1,268.7 |
0.618 |
1,260.6 |
HIGH |
1,247.6 |
0.618 |
1,239.5 |
0.500 |
1,237.1 |
0.382 |
1,234.6 |
LOW |
1,226.5 |
0.618 |
1,213.5 |
1.000 |
1,205.4 |
1.618 |
1,192.4 |
2.618 |
1,171.3 |
4.250 |
1,136.8 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,237.1 |
1,235.6 |
PP |
1,234.7 |
1,233.8 |
S1 |
1,232.4 |
1,231.9 |
|