Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,217.8 |
1,189.0 |
-28.8 |
-2.4% |
1,237.3 |
High |
1,226.0 |
1,206.9 |
-19.1 |
-1.6% |
1,251.7 |
Low |
1,186.0 |
1,188.0 |
2.0 |
0.2% |
1,186.0 |
Close |
1,193.6 |
1,203.7 |
10.1 |
0.8% |
1,203.7 |
Range |
40.0 |
18.9 |
-21.1 |
-52.8% |
65.7 |
ATR |
25.8 |
25.3 |
-0.5 |
-1.9% |
0.0 |
Volume |
206,495 |
138,710 |
-67,785 |
-32.8% |
762,571 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.2 |
1,248.9 |
1,214.1 |
|
R3 |
1,237.3 |
1,230.0 |
1,208.9 |
|
R2 |
1,218.4 |
1,218.4 |
1,207.2 |
|
R1 |
1,211.1 |
1,211.1 |
1,205.4 |
1,214.8 |
PP |
1,199.5 |
1,199.5 |
1,199.5 |
1,201.4 |
S1 |
1,192.2 |
1,192.2 |
1,202.0 |
1,195.9 |
S2 |
1,180.6 |
1,180.6 |
1,200.2 |
|
S3 |
1,161.7 |
1,173.3 |
1,198.5 |
|
S4 |
1,142.8 |
1,154.4 |
1,193.3 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.9 |
1,373.0 |
1,239.8 |
|
R3 |
1,345.2 |
1,307.3 |
1,221.8 |
|
R2 |
1,279.5 |
1,279.5 |
1,215.7 |
|
R1 |
1,241.6 |
1,241.6 |
1,209.7 |
1,227.7 |
PP |
1,213.8 |
1,213.8 |
1,213.8 |
1,206.9 |
S1 |
1,175.9 |
1,175.9 |
1,197.7 |
1,162.0 |
S2 |
1,148.1 |
1,148.1 |
1,191.7 |
|
S3 |
1,082.4 |
1,110.2 |
1,185.6 |
|
S4 |
1,016.7 |
1,044.5 |
1,167.6 |
|
|
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% |
26.7 |
2.2% |
27% |
False |
False |
152,514 |
10 |
1,267.5 |
1,186.0 |
81.5 |
6.8% |
24.7 |
2.0% |
22% |
False |
False |
137,647 |
20 |
1,267.5 |
1,186.0 |
81.5 |
6.8% |
24.4 |
2.0% |
22% |
False |
False |
131,952 |
40 |
1,362.3 |
1,186.0 |
176.3 |
14.6% |
21.6 |
1.8% |
10% |
False |
False |
73,377 |
60 |
1,362.3 |
1,186.0 |
176.3 |
14.6% |
23.2 |
1.9% |
10% |
False |
False |
50,051 |
80 |
1,416.7 |
1,186.0 |
230.7 |
19.2% |
24.1 |
2.0% |
8% |
False |
False |
38,038 |
100 |
1,433.7 |
1,186.0 |
247.7 |
20.6% |
23.8 |
2.0% |
7% |
False |
False |
30,734 |
120 |
1,433.7 |
1,186.0 |
247.7 |
20.6% |
23.0 |
1.9% |
7% |
False |
False |
25,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.2 |
2.618 |
1,256.4 |
1.618 |
1,237.5 |
1.000 |
1,225.8 |
0.618 |
1,218.6 |
HIGH |
1,206.9 |
0.618 |
1,199.7 |
0.500 |
1,197.5 |
0.382 |
1,195.2 |
LOW |
1,188.0 |
0.618 |
1,176.3 |
1.000 |
1,169.1 |
1.618 |
1,157.4 |
2.618 |
1,138.5 |
4.250 |
1,107.7 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,201.6 |
1,215.0 |
PP |
1,199.5 |
1,211.2 |
S1 |
1,197.5 |
1,207.5 |
|