Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,239.5 |
1,230.3 |
-9.2 |
-0.7% |
1,229.9 |
High |
1,247.6 |
1,244.0 |
-3.6 |
-0.3% |
1,267.5 |
Low |
1,226.5 |
1,215.2 |
-11.3 |
-0.9% |
1,219.5 |
Close |
1,230.1 |
1,235.0 |
4.9 |
0.4% |
1,234.6 |
Range |
21.1 |
28.8 |
7.7 |
36.5% |
48.0 |
ATR |
23.6 |
24.0 |
0.4 |
1.6% |
0.0 |
Volume |
134,929 |
160,628 |
25,699 |
19.0% |
613,903 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.8 |
1,305.2 |
1,250.8 |
|
R3 |
1,289.0 |
1,276.4 |
1,242.9 |
|
R2 |
1,260.2 |
1,260.2 |
1,240.3 |
|
R1 |
1,247.6 |
1,247.6 |
1,237.6 |
1,253.9 |
PP |
1,231.4 |
1,231.4 |
1,231.4 |
1,234.6 |
S1 |
1,218.8 |
1,218.8 |
1,232.4 |
1,225.1 |
S2 |
1,202.6 |
1,202.6 |
1,229.7 |
|
S3 |
1,173.8 |
1,190.0 |
1,227.1 |
|
S4 |
1,145.0 |
1,161.2 |
1,219.2 |
|
|
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 |
1,256.5 |
1,215.2 |
41.3 |
3.3% |
25.4 |
2.1% |
48% |
False |
True |
136,902 |
10 |
1,267.5 |
1,210.1 |
57.4 |
4.6% |
25.0 |
2.0% |
43% |
False |
False |
136,044 |
20 |
1,276.4 |
1,210.1 |
66.3 |
5.4% |
24.0 |
1.9% |
38% |
False |
False |
118,849 |
40 |
1,362.3 |
1,210.1 |
152.2 |
12.3% |
20.9 |
1.7% |
16% |
False |
False |
64,908 |
60 |
1,362.3 |
1,210.1 |
152.2 |
12.3% |
22.9 |
1.9% |
16% |
False |
False |
44,365 |
80 |
1,433.7 |
1,210.1 |
223.6 |
18.1% |
23.9 |
1.9% |
11% |
False |
False |
33,766 |
100 |
1,433.7 |
1,210.1 |
223.6 |
18.1% |
23.6 |
1.9% |
11% |
False |
False |
27,307 |
120 |
1,433.7 |
1,210.1 |
223.6 |
18.1% |
22.9 |
1.9% |
11% |
False |
False |
23,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.4 |
2.618 |
1,319.4 |
1.618 |
1,290.6 |
1.000 |
1,272.8 |
0.618 |
1,261.8 |
HIGH |
1,244.0 |
0.618 |
1,233.0 |
0.500 |
1,229.6 |
0.382 |
1,226.2 |
LOW |
1,215.2 |
0.618 |
1,197.4 |
1.000 |
1,186.4 |
1.618 |
1,168.6 |
2.618 |
1,139.8 |
4.250 |
1,092.8 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,233.2 |
1,234.5 |
PP |
1,231.4 |
1,234.0 |
S1 |
1,229.6 |
1,233.5 |
|