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 |
9,139.0 |
9,262.0 |
123.0 |
1.3% |
9,244.5 |
High |
9,296.0 |
9,371.0 |
75.0 |
0.8% |
9,244.5 |
Low |
9,139.0 |
9,262.0 |
123.0 |
1.3% |
8,998.0 |
Close |
9,197.5 |
9,340.5 |
143.0 |
1.6% |
9,026.0 |
Range |
157.0 |
109.0 |
-48.0 |
-30.6% |
246.5 |
ATR |
103.1 |
108.1 |
5.0 |
4.9% |
0.0 |
Volume |
56,433 |
86,463 |
30,030 |
53.2% |
80,542 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,651.5 |
9,605.0 |
9,400.5 |
|
R3 |
9,542.5 |
9,496.0 |
9,370.5 |
|
R2 |
9,433.5 |
9,433.5 |
9,360.5 |
|
R1 |
9,387.0 |
9,387.0 |
9,350.5 |
9,410.3 |
PP |
9,324.5 |
9,324.5 |
9,324.5 |
9,336.1 |
S1 |
9,278.0 |
9,278.0 |
9,330.5 |
9,301.3 |
S2 |
9,215.5 |
9,215.5 |
9,320.5 |
|
S3 |
9,106.5 |
9,169.0 |
9,310.5 |
|
S4 |
8,997.5 |
9,060.0 |
9,280.6 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,829.0 |
9,674.0 |
9,161.6 |
|
R3 |
9,582.5 |
9,427.5 |
9,093.8 |
|
R2 |
9,336.0 |
9,336.0 |
9,071.2 |
|
R1 |
9,181.0 |
9,181.0 |
9,048.6 |
9,135.3 |
PP |
9,089.5 |
9,089.5 |
9,089.5 |
9,066.6 |
S1 |
8,934.5 |
8,934.5 |
9,003.4 |
8,888.8 |
S2 |
8,843.0 |
8,843.0 |
8,980.8 |
|
S3 |
8,596.5 |
8,688.0 |
8,958.2 |
|
S4 |
8,350.0 |
8,441.5 |
8,890.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,371.0 |
8,998.5 |
372.5 |
4.0% |
121.2 |
1.3% |
92% |
True |
False |
63,659 |
10 |
9,371.0 |
8,998.0 |
373.0 |
4.0% |
110.2 |
1.2% |
92% |
True |
False |
35,475 |
20 |
9,440.5 |
8,998.0 |
442.5 |
4.7% |
96.4 |
1.0% |
77% |
False |
False |
18,356 |
40 |
9,440.5 |
8,952.0 |
488.5 |
5.2% |
86.1 |
0.9% |
80% |
False |
False |
9,243 |
60 |
9,440.5 |
8,505.0 |
935.5 |
10.0% |
83.2 |
0.9% |
89% |
False |
False |
6,220 |
80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.1% |
78.6 |
0.8% |
92% |
False |
False |
4,684 |
100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.1% |
74.0 |
0.8% |
92% |
False |
False |
3,751 |
120 |
9,440.5 |
7,866.0 |
1,574.5 |
16.9% |
73.1 |
0.8% |
94% |
False |
False |
3,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,834.3 |
2.618 |
9,656.4 |
1.618 |
9,547.4 |
1.000 |
9,480.0 |
0.618 |
9,438.4 |
HIGH |
9,371.0 |
0.618 |
9,329.4 |
0.500 |
9,316.5 |
0.382 |
9,303.6 |
LOW |
9,262.0 |
0.618 |
9,194.6 |
1.000 |
9,153.0 |
1.618 |
9,085.6 |
2.618 |
8,976.6 |
4.250 |
8,798.8 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,332.5 |
9,305.1 |
PP |
9,324.5 |
9,269.7 |
S1 |
9,316.5 |
9,234.3 |
|