Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,069.0 |
5,007.0 |
-62.0 |
-1.2% |
5,152.0 |
High |
5,084.0 |
5,072.0 |
-12.0 |
-0.2% |
5,152.0 |
Low |
4,993.0 |
5,006.0 |
13.0 |
0.3% |
4,993.0 |
Close |
5,022.0 |
5,062.0 |
40.0 |
0.8% |
5,062.0 |
Range |
91.0 |
66.0 |
-25.0 |
-27.5% |
159.0 |
ATR |
41.9 |
43.6 |
1.7 |
4.1% |
0.0 |
Volume |
6,603 |
16,009 |
9,406 |
142.5% |
31,430 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,244.7 |
5,219.3 |
5,098.3 |
|
R3 |
5,178.7 |
5,153.3 |
5,080.2 |
|
R2 |
5,112.7 |
5,112.7 |
5,074.1 |
|
R1 |
5,087.3 |
5,087.3 |
5,068.1 |
5,100.0 |
PP |
5,046.7 |
5,046.7 |
5,046.7 |
5,053.0 |
S1 |
5,021.3 |
5,021.3 |
5,056.0 |
5,034.0 |
S2 |
4,980.7 |
4,980.7 |
5,049.9 |
|
S3 |
4,914.7 |
4,955.3 |
5,043.9 |
|
S4 |
4,848.7 |
4,889.3 |
5,025.7 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,546.0 |
5,463.0 |
5,149.5 |
|
R3 |
5,387.0 |
5,304.0 |
5,105.7 |
|
R2 |
5,228.0 |
5,228.0 |
5,091.2 |
|
R1 |
5,145.0 |
5,145.0 |
5,076.6 |
5,107.0 |
PP |
5,069.0 |
5,069.0 |
5,069.0 |
5,050.0 |
S1 |
4,986.0 |
4,986.0 |
5,047.4 |
4,948.0 |
S2 |
4,910.0 |
4,910.0 |
5,032.9 |
|
S3 |
4,751.0 |
4,827.0 |
5,018.3 |
|
S4 |
4,592.0 |
4,668.0 |
4,974.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,152.0 |
4,993.0 |
159.0 |
3.1% |
57.2 |
1.1% |
43% |
False |
False |
6,286 |
10 |
5,302.0 |
4,993.0 |
309.0 |
6.1% |
50.1 |
1.0% |
22% |
False |
False |
3,323 |
20 |
5,383.0 |
4,993.0 |
390.0 |
7.7% |
29.8 |
0.6% |
18% |
False |
False |
1,724 |
40 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
17.3 |
0.3% |
17% |
False |
False |
887 |
60 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
15.0 |
0.3% |
17% |
False |
False |
610 |
80 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
11.4 |
0.2% |
17% |
False |
False |
466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,352.5 |
2.618 |
5,244.8 |
1.618 |
5,178.8 |
1.000 |
5,138.0 |
0.618 |
5,112.8 |
HIGH |
5,072.0 |
0.618 |
5,046.8 |
0.500 |
5,039.0 |
0.382 |
5,031.2 |
LOW |
5,006.0 |
0.618 |
4,965.2 |
1.000 |
4,940.0 |
1.618 |
4,899.2 |
2.618 |
4,833.2 |
4.250 |
4,725.5 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,054.3 |
5,059.2 |
PP |
5,046.7 |
5,056.3 |
S1 |
5,039.0 |
5,053.5 |
|