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 |
5,087.0 |
5,060.0 |
-27.0 |
-0.5% |
5,152.0 |
High |
5,106.0 |
5,091.0 |
-15.0 |
-0.3% |
5,152.0 |
Low |
5,050.0 |
5,055.0 |
5.0 |
0.1% |
4,993.0 |
Close |
5,067.0 |
5,067.0 |
0.0 |
0.0% |
5,062.0 |
Range |
56.0 |
36.0 |
-20.0 |
-35.7% |
159.0 |
ATR |
44.2 |
43.6 |
-0.6 |
-1.3% |
0.0 |
Volume |
107,176 |
72,975 |
-34,201 |
-31.9% |
31,430 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,179.0 |
5,159.0 |
5,086.8 |
|
R3 |
5,143.0 |
5,123.0 |
5,076.9 |
|
R2 |
5,107.0 |
5,107.0 |
5,073.6 |
|
R1 |
5,087.0 |
5,087.0 |
5,070.3 |
5,097.0 |
PP |
5,071.0 |
5,071.0 |
5,071.0 |
5,076.0 |
S1 |
5,051.0 |
5,051.0 |
5,063.7 |
5,061.0 |
S2 |
5,035.0 |
5,035.0 |
5,060.4 |
|
S3 |
4,999.0 |
5,015.0 |
5,057.1 |
|
S4 |
4,963.0 |
4,979.0 |
5,047.2 |
|
|
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 |
5,106.0 |
4,993.0 |
113.0 |
2.2% |
57.8 |
1.1% |
65% |
False |
False |
57,928 |
10 |
5,222.0 |
4,993.0 |
229.0 |
4.5% |
49.9 |
1.0% |
32% |
False |
False |
29,932 |
20 |
5,350.0 |
4,993.0 |
357.0 |
7.0% |
33.9 |
0.7% |
21% |
False |
False |
15,062 |
40 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
20.6 |
0.4% |
18% |
False |
False |
7,558 |
60 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
16.5 |
0.3% |
18% |
False |
False |
5,059 |
80 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
13.0 |
0.3% |
18% |
False |
False |
3,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,244.0 |
2.618 |
5,185.2 |
1.618 |
5,149.2 |
1.000 |
5,127.0 |
0.618 |
5,113.2 |
HIGH |
5,091.0 |
0.618 |
5,077.2 |
0.500 |
5,073.0 |
0.382 |
5,068.8 |
LOW |
5,055.0 |
0.618 |
5,032.8 |
1.000 |
5,019.0 |
1.618 |
4,996.8 |
2.618 |
4,960.8 |
4.250 |
4,902.0 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,073.0 |
5,066.8 |
PP |
5,071.0 |
5,066.7 |
S1 |
5,069.0 |
5,066.5 |
|