Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,190 |
15,720 |
530 |
3.5% |
15,800 |
High |
15,710 |
15,825 |
115 |
0.7% |
15,965 |
Low |
15,180 |
15,670 |
490 |
3.2% |
15,170 |
Close |
15,670 |
15,795 |
125 |
0.8% |
15,670 |
Range |
530 |
155 |
-375 |
-70.8% |
795 |
ATR |
266 |
258 |
-8 |
-3.0% |
0 |
Volume |
5,847 |
31,816 |
25,969 |
444.1% |
12,232 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,228 |
16,167 |
15,880 |
|
R3 |
16,073 |
16,012 |
15,838 |
|
R2 |
15,918 |
15,918 |
15,824 |
|
R1 |
15,857 |
15,857 |
15,809 |
15,888 |
PP |
15,763 |
15,763 |
15,763 |
15,779 |
S1 |
15,702 |
15,702 |
15,781 |
15,733 |
S2 |
15,608 |
15,608 |
15,767 |
|
S3 |
15,453 |
15,547 |
15,753 |
|
S4 |
15,298 |
15,392 |
15,710 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,987 |
17,623 |
16,107 |
|
R3 |
17,192 |
16,828 |
15,889 |
|
R2 |
16,397 |
16,397 |
15,816 |
|
R1 |
16,033 |
16,033 |
15,743 |
15,818 |
PP |
15,602 |
15,602 |
15,602 |
15,494 |
S1 |
15,238 |
15,238 |
15,597 |
15,023 |
S2 |
14,807 |
14,807 |
15,524 |
|
S3 |
14,012 |
14,443 |
15,452 |
|
S4 |
13,217 |
13,648 |
15,233 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,915 |
15,170 |
745 |
4.7% |
352 |
2.2% |
84% |
False |
False |
8,708 |
10 |
15,965 |
15,170 |
795 |
5.0% |
284 |
1.8% |
79% |
False |
False |
4,525 |
20 |
15,965 |
14,390 |
1,575 |
10.0% |
241 |
1.5% |
89% |
False |
False |
2,287 |
40 |
15,965 |
14,070 |
1,895 |
12.0% |
160 |
1.0% |
91% |
False |
False |
1,145 |
60 |
15,965 |
13,905 |
2,060 |
13.0% |
137 |
0.9% |
92% |
False |
False |
765 |
80 |
15,965 |
13,330 |
2,635 |
16.7% |
105 |
0.7% |
94% |
False |
False |
574 |
100 |
15,965 |
13,330 |
2,635 |
16.7% |
88 |
0.6% |
94% |
False |
False |
459 |
120 |
15,965 |
13,085 |
2,880 |
18.2% |
73 |
0.5% |
94% |
False |
False |
383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,484 |
2.618 |
16,231 |
1.618 |
16,076 |
1.000 |
15,980 |
0.618 |
15,921 |
HIGH |
15,825 |
0.618 |
15,766 |
0.500 |
15,748 |
0.382 |
15,729 |
LOW |
15,670 |
0.618 |
15,574 |
1.000 |
15,515 |
1.618 |
15,419 |
2.618 |
15,264 |
4.250 |
15,011 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,779 |
15,696 |
PP |
15,763 |
15,597 |
S1 |
15,748 |
15,498 |
|