Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,230.3 |
1,217.8 |
-12.5 |
-1.0% |
1,229.9 |
High |
1,244.0 |
1,226.0 |
-18.0 |
-1.4% |
1,267.5 |
Low |
1,215.2 |
1,186.0 |
-29.2 |
-2.4% |
1,219.5 |
Close |
1,235.0 |
1,193.6 |
-41.4 |
-3.4% |
1,234.6 |
Range |
28.8 |
40.0 |
11.2 |
38.9% |
48.0 |
ATR |
24.0 |
25.8 |
1.8 |
7.4% |
0.0 |
Volume |
160,628 |
206,495 |
45,867 |
28.6% |
613,903 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.9 |
1,297.7 |
1,215.6 |
|
R3 |
1,281.9 |
1,257.7 |
1,204.6 |
|
R2 |
1,241.9 |
1,241.9 |
1,200.9 |
|
R1 |
1,217.7 |
1,217.7 |
1,197.3 |
1,209.8 |
PP |
1,201.9 |
1,201.9 |
1,201.9 |
1,197.9 |
S1 |
1,177.7 |
1,177.7 |
1,189.9 |
1,169.8 |
S2 |
1,161.9 |
1,161.9 |
1,186.3 |
|
S3 |
1,121.9 |
1,137.7 |
1,182.6 |
|
S4 |
1,081.9 |
1,097.7 |
1,171.6 |
|
|
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 |
1,251.7 |
1,186.0 |
65.7 |
5.5% |
26.6 |
2.2% |
12% |
False |
True |
147,479 |
10 |
1,267.5 |
1,186.0 |
81.5 |
6.8% |
26.3 |
2.2% |
9% |
False |
True |
141,271 |
20 |
1,267.5 |
1,186.0 |
81.5 |
6.8% |
24.2 |
2.0% |
9% |
False |
True |
127,746 |
40 |
1,362.3 |
1,186.0 |
176.3 |
14.8% |
21.6 |
1.8% |
4% |
False |
True |
70,028 |
60 |
1,362.3 |
1,186.0 |
176.3 |
14.8% |
23.2 |
1.9% |
4% |
False |
True |
47,762 |
80 |
1,433.7 |
1,186.0 |
247.7 |
20.8% |
24.0 |
2.0% |
3% |
False |
True |
36,338 |
100 |
1,433.7 |
1,186.0 |
247.7 |
20.8% |
23.9 |
2.0% |
3% |
False |
True |
29,357 |
120 |
1,433.7 |
1,186.0 |
247.7 |
20.8% |
23.0 |
1.9% |
3% |
False |
True |
24,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.0 |
2.618 |
1,330.7 |
1.618 |
1,290.7 |
1.000 |
1,266.0 |
0.618 |
1,250.7 |
HIGH |
1,226.0 |
0.618 |
1,210.7 |
0.500 |
1,206.0 |
0.382 |
1,201.3 |
LOW |
1,186.0 |
0.618 |
1,161.3 |
1.000 |
1,146.0 |
1.618 |
1,121.3 |
2.618 |
1,081.3 |
4.250 |
1,016.0 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,206.0 |
1,216.8 |
PP |
1,201.9 |
1,209.1 |
S1 |
1,197.7 |
1,201.3 |
|