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 |
15,810 |
15,650 |
-160 |
-1.0% |
15,800 |
High |
15,810 |
15,670 |
-140 |
-0.9% |
15,965 |
Low |
15,565 |
15,395 |
-170 |
-1.1% |
15,170 |
Close |
15,640 |
15,420 |
-220 |
-1.4% |
15,670 |
Range |
245 |
275 |
30 |
12.2% |
795 |
ATR |
257 |
258 |
1 |
0.5% |
0 |
Volume |
36,019 |
12,889 |
-23,130 |
-64.2% |
12,232 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,320 |
16,145 |
15,571 |
|
R3 |
16,045 |
15,870 |
15,496 |
|
R2 |
15,770 |
15,770 |
15,471 |
|
R1 |
15,595 |
15,595 |
15,445 |
15,545 |
PP |
15,495 |
15,495 |
15,495 |
15,470 |
S1 |
15,320 |
15,320 |
15,395 |
15,270 |
S2 |
15,220 |
15,220 |
15,370 |
|
S3 |
14,945 |
15,045 |
15,345 |
|
S4 |
14,670 |
14,770 |
15,269 |
|
|
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% |
313 |
2.0% |
38% |
False |
False |
17,952 |
10 |
15,965 |
15,170 |
795 |
5.2% |
305 |
2.0% |
31% |
False |
False |
9,355 |
20 |
15,965 |
14,660 |
1,305 |
8.5% |
254 |
1.6% |
58% |
False |
False |
4,730 |
40 |
15,965 |
14,070 |
1,895 |
12.3% |
169 |
1.1% |
71% |
False |
False |
2,368 |
60 |
15,965 |
13,905 |
2,060 |
13.4% |
145 |
0.9% |
74% |
False |
False |
1,580 |
80 |
15,965 |
13,330 |
2,635 |
17.1% |
112 |
0.7% |
79% |
False |
False |
1,185 |
100 |
15,965 |
13,330 |
2,635 |
17.1% |
93 |
0.6% |
79% |
False |
False |
948 |
120 |
15,965 |
13,290 |
2,675 |
17.3% |
78 |
0.5% |
80% |
False |
False |
790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,839 |
2.618 |
16,390 |
1.618 |
16,115 |
1.000 |
15,945 |
0.618 |
15,840 |
HIGH |
15,670 |
0.618 |
15,565 |
0.500 |
15,533 |
0.382 |
15,500 |
LOW |
15,395 |
0.618 |
15,225 |
1.000 |
15,120 |
1.618 |
14,950 |
2.618 |
14,675 |
4.250 |
14,226 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,533 |
15,610 |
PP |
15,495 |
15,547 |
S1 |
15,458 |
15,483 |
|