Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,007.0 |
5,045.0 |
38.0 |
0.8% |
5,152.0 |
High |
5,072.0 |
5,067.0 |
-5.0 |
-0.1% |
5,152.0 |
Low |
5,006.0 |
5,027.0 |
21.0 |
0.4% |
4,993.0 |
Close |
5,062.0 |
5,068.0 |
6.0 |
0.1% |
5,062.0 |
Range |
66.0 |
40.0 |
-26.0 |
-39.4% |
159.0 |
ATR |
43.6 |
43.3 |
-0.3 |
-0.6% |
0.0 |
Volume |
16,009 |
86,881 |
70,872 |
442.7% |
31,430 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,174.0 |
5,161.0 |
5,090.0 |
|
R3 |
5,134.0 |
5,121.0 |
5,079.0 |
|
R2 |
5,094.0 |
5,094.0 |
5,075.3 |
|
R1 |
5,081.0 |
5,081.0 |
5,071.7 |
5,087.5 |
PP |
5,054.0 |
5,054.0 |
5,054.0 |
5,057.3 |
S1 |
5,041.0 |
5,041.0 |
5,064.3 |
5,047.5 |
S2 |
5,014.0 |
5,014.0 |
5,060.7 |
|
S3 |
4,974.0 |
5,001.0 |
5,057.0 |
|
S4 |
4,934.0 |
4,961.0 |
5,046.0 |
|
|
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 |
5,151.0 |
4,993.0 |
158.0 |
3.1% |
56.0 |
1.1% |
47% |
False |
False |
23,632 |
10 |
5,252.0 |
4,993.0 |
259.0 |
5.1% |
48.9 |
1.0% |
29% |
False |
False |
11,986 |
20 |
5,350.0 |
4,993.0 |
357.0 |
7.0% |
30.4 |
0.6% |
21% |
False |
False |
6,065 |
40 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
18.3 |
0.4% |
18% |
False |
False |
3,059 |
60 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
15.5 |
0.3% |
18% |
False |
False |
2,057 |
80 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
11.9 |
0.2% |
18% |
False |
False |
1,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,237.0 |
2.618 |
5,171.7 |
1.618 |
5,131.7 |
1.000 |
5,107.0 |
0.618 |
5,091.7 |
HIGH |
5,067.0 |
0.618 |
5,051.7 |
0.500 |
5,047.0 |
0.382 |
5,042.3 |
LOW |
5,027.0 |
0.618 |
5,002.3 |
1.000 |
4,987.0 |
1.618 |
4,962.3 |
2.618 |
4,922.3 |
4.250 |
4,857.0 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,061.0 |
5,058.2 |
PP |
5,054.0 |
5,048.3 |
S1 |
5,047.0 |
5,038.5 |
|