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 |
5,060.0 |
5,109.0 |
49.0 |
1.0% |
5,152.0 |
High |
5,091.0 |
5,187.0 |
96.0 |
1.9% |
5,152.0 |
Low |
5,055.0 |
5,095.0 |
40.0 |
0.8% |
4,993.0 |
Close |
5,067.0 |
5,183.0 |
116.0 |
2.3% |
5,062.0 |
Range |
36.0 |
92.0 |
56.0 |
155.6% |
159.0 |
ATR |
43.6 |
49.1 |
5.5 |
12.5% |
0.0 |
Volume |
72,975 |
29,320 |
-43,655 |
-59.8% |
31,430 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,431.0 |
5,399.0 |
5,233.6 |
|
R3 |
5,339.0 |
5,307.0 |
5,208.3 |
|
R2 |
5,247.0 |
5,247.0 |
5,199.9 |
|
R1 |
5,215.0 |
5,215.0 |
5,191.4 |
5,231.0 |
PP |
5,155.0 |
5,155.0 |
5,155.0 |
5,163.0 |
S1 |
5,123.0 |
5,123.0 |
5,174.6 |
5,139.0 |
S2 |
5,063.0 |
5,063.0 |
5,166.1 |
|
S3 |
4,971.0 |
5,031.0 |
5,157.7 |
|
S4 |
4,879.0 |
4,939.0 |
5,132.4 |
|
|
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 |
5,187.0 |
5,006.0 |
181.0 |
3.5% |
58.0 |
1.1% |
98% |
True |
False |
62,472 |
10 |
5,187.0 |
4,993.0 |
194.0 |
3.7% |
54.3 |
1.0% |
98% |
True |
False |
32,854 |
20 |
5,350.0 |
4,993.0 |
357.0 |
6.9% |
38.1 |
0.7% |
53% |
False |
False |
16,527 |
40 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
22.9 |
0.4% |
47% |
False |
False |
8,290 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
18.1 |
0.3% |
47% |
False |
False |
5,544 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
14.2 |
0.3% |
47% |
False |
False |
4,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,578.0 |
2.618 |
5,427.9 |
1.618 |
5,335.9 |
1.000 |
5,279.0 |
0.618 |
5,243.9 |
HIGH |
5,187.0 |
0.618 |
5,151.9 |
0.500 |
5,141.0 |
0.382 |
5,130.1 |
LOW |
5,095.0 |
0.618 |
5,038.1 |
1.000 |
5,003.0 |
1.618 |
4,946.1 |
2.618 |
4,854.1 |
4.250 |
4,704.0 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,169.0 |
5,161.5 |
PP |
5,155.0 |
5,140.0 |
S1 |
5,141.0 |
5,118.5 |
|