Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,720 |
15,810 |
90 |
0.6% |
15,800 |
High |
15,825 |
15,810 |
-15 |
-0.1% |
15,965 |
Low |
15,670 |
15,565 |
-105 |
-0.7% |
15,170 |
Close |
15,795 |
15,640 |
-155 |
-1.0% |
15,670 |
Range |
155 |
245 |
90 |
58.1% |
795 |
ATR |
258 |
257 |
-1 |
-0.4% |
0 |
Volume |
31,816 |
36,019 |
4,203 |
13.2% |
12,232 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,407 |
16,268 |
15,775 |
|
R3 |
16,162 |
16,023 |
15,708 |
|
R2 |
15,917 |
15,917 |
15,685 |
|
R1 |
15,778 |
15,778 |
15,663 |
15,725 |
PP |
15,672 |
15,672 |
15,672 |
15,645 |
S1 |
15,533 |
15,533 |
15,618 |
15,480 |
S2 |
15,427 |
15,427 |
15,595 |
|
S3 |
15,182 |
15,288 |
15,573 |
|
S4 |
14,937 |
15,043 |
15,505 |
|
|
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 |
15,825 |
15,170 |
655 |
4.2% |
329 |
2.1% |
72% |
False |
False |
15,648 |
10 |
15,965 |
15,170 |
795 |
5.1% |
296 |
1.9% |
59% |
False |
False |
8,097 |
20 |
15,965 |
14,510 |
1,455 |
9.3% |
250 |
1.6% |
78% |
False |
False |
4,086 |
40 |
15,965 |
14,070 |
1,895 |
12.1% |
166 |
1.1% |
83% |
False |
False |
2,046 |
60 |
15,965 |
13,905 |
2,060 |
13.2% |
140 |
0.9% |
84% |
False |
False |
1,365 |
80 |
15,965 |
13,330 |
2,635 |
16.8% |
108 |
0.7% |
88% |
False |
False |
1,024 |
100 |
15,965 |
13,330 |
2,635 |
16.8% |
90 |
0.6% |
88% |
False |
False |
819 |
120 |
15,965 |
13,290 |
2,675 |
17.1% |
75 |
0.5% |
88% |
False |
False |
683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,851 |
2.618 |
16,452 |
1.618 |
16,207 |
1.000 |
16,055 |
0.618 |
15,962 |
HIGH |
15,810 |
0.618 |
15,717 |
0.500 |
15,688 |
0.382 |
15,659 |
LOW |
15,565 |
0.618 |
15,414 |
1.000 |
15,320 |
1.618 |
15,169 |
2.618 |
14,924 |
4.250 |
14,524 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,688 |
15,594 |
PP |
15,672 |
15,548 |
S1 |
15,656 |
15,503 |
|