Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
9,203.0 |
9,124.5 |
-78.5 |
-0.9% |
9,419.5 |
High |
9,239.0 |
9,168.0 |
-71.0 |
-0.8% |
9,438.0 |
Low |
9,109.5 |
9,050.0 |
-59.5 |
-0.7% |
9,088.0 |
Close |
9,143.0 |
9,094.0 |
-49.0 |
-0.5% |
9,187.0 |
Range |
129.5 |
118.0 |
-11.5 |
-8.9% |
350.0 |
ATR |
90.9 |
92.8 |
1.9 |
2.1% |
0.0 |
Volume |
3,131 |
11,571 |
8,440 |
269.6% |
15,478 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,458.0 |
9,394.0 |
9,158.9 |
|
R3 |
9,340.0 |
9,276.0 |
9,126.5 |
|
R2 |
9,222.0 |
9,222.0 |
9,115.6 |
|
R1 |
9,158.0 |
9,158.0 |
9,104.8 |
9,131.0 |
PP |
9,104.0 |
9,104.0 |
9,104.0 |
9,090.5 |
S1 |
9,040.0 |
9,040.0 |
9,083.2 |
9,013.0 |
S2 |
8,986.0 |
8,986.0 |
9,072.4 |
|
S3 |
8,868.0 |
8,922.0 |
9,061.6 |
|
S4 |
8,750.0 |
8,804.0 |
9,029.1 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,287.7 |
10,087.3 |
9,379.5 |
|
R3 |
9,937.7 |
9,737.3 |
9,283.3 |
|
R2 |
9,587.7 |
9,587.7 |
9,251.2 |
|
R1 |
9,387.3 |
9,387.3 |
9,219.1 |
9,312.5 |
PP |
9,237.7 |
9,237.7 |
9,237.7 |
9,200.3 |
S1 |
9,037.3 |
9,037.3 |
9,154.9 |
8,962.5 |
S2 |
8,887.7 |
8,887.7 |
9,122.8 |
|
S3 |
8,537.7 |
8,687.3 |
9,090.8 |
|
S4 |
8,187.7 |
8,337.3 |
8,994.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,244.5 |
9,050.0 |
194.5 |
2.1% |
102.0 |
1.1% |
23% |
False |
True |
5,520 |
10 |
9,440.5 |
9,050.0 |
390.5 |
4.3% |
102.3 |
1.1% |
11% |
False |
True |
3,623 |
20 |
9,440.5 |
9,050.0 |
390.5 |
4.3% |
83.7 |
0.9% |
11% |
False |
True |
1,894 |
40 |
9,440.5 |
8,786.0 |
654.5 |
7.2% |
78.5 |
0.9% |
47% |
False |
False |
1,021 |
60 |
9,440.5 |
8,505.0 |
935.5 |
10.3% |
78.3 |
0.9% |
63% |
False |
False |
728 |
80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.5% |
74.8 |
0.8% |
74% |
False |
False |
557 |
100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.5% |
71.5 |
0.8% |
74% |
False |
False |
449 |
120 |
9,440.5 |
7,762.5 |
1,678.0 |
18.5% |
72.1 |
0.8% |
79% |
False |
False |
377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,669.5 |
2.618 |
9,476.9 |
1.618 |
9,358.9 |
1.000 |
9,286.0 |
0.618 |
9,240.9 |
HIGH |
9,168.0 |
0.618 |
9,122.9 |
0.500 |
9,109.0 |
0.382 |
9,095.1 |
LOW |
9,050.0 |
0.618 |
8,977.1 |
1.000 |
8,932.0 |
1.618 |
8,859.1 |
2.618 |
8,741.1 |
4.250 |
8,548.5 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,109.0 |
9,147.3 |
PP |
9,104.0 |
9,129.5 |
S1 |
9,099.0 |
9,111.8 |
|