Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,435 |
15,625 |
190 |
1.2% |
15,720 |
High |
15,640 |
15,640 |
0 |
0.0% |
15,825 |
Low |
15,335 |
15,345 |
10 |
0.1% |
15,335 |
Close |
15,605 |
15,560 |
-45 |
-0.3% |
15,560 |
Range |
305 |
295 |
-10 |
-3.3% |
490 |
ATR |
262 |
264 |
2 |
0.9% |
0 |
Volume |
16,807 |
11,449 |
-5,358 |
-31.9% |
108,980 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,400 |
16,275 |
15,722 |
|
R3 |
16,105 |
15,980 |
15,641 |
|
R2 |
15,810 |
15,810 |
15,614 |
|
R1 |
15,685 |
15,685 |
15,587 |
15,600 |
PP |
15,515 |
15,515 |
15,515 |
15,473 |
S1 |
15,390 |
15,390 |
15,533 |
15,305 |
S2 |
15,220 |
15,220 |
15,506 |
|
S3 |
14,925 |
15,095 |
15,479 |
|
S4 |
14,630 |
14,800 |
15,398 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,043 |
16,792 |
15,830 |
|
R3 |
16,553 |
16,302 |
15,695 |
|
R2 |
16,063 |
16,063 |
15,650 |
|
R1 |
15,812 |
15,812 |
15,605 |
15,693 |
PP |
15,573 |
15,573 |
15,573 |
15,514 |
S1 |
15,322 |
15,322 |
15,515 |
15,203 |
S2 |
15,083 |
15,083 |
15,470 |
|
S3 |
14,593 |
14,832 |
15,425 |
|
S4 |
14,103 |
14,342 |
15,291 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,825 |
15,335 |
490 |
3.1% |
255 |
1.6% |
46% |
False |
False |
21,796 |
10 |
15,965 |
15,170 |
795 |
5.1% |
314 |
2.0% |
49% |
False |
False |
12,121 |
20 |
15,965 |
15,145 |
820 |
5.3% |
258 |
1.7% |
51% |
False |
False |
6,139 |
40 |
15,965 |
14,070 |
1,895 |
12.2% |
184 |
1.2% |
79% |
False |
False |
3,074 |
60 |
15,965 |
13,905 |
2,060 |
13.2% |
153 |
1.0% |
80% |
False |
False |
2,051 |
80 |
15,965 |
13,330 |
2,635 |
16.9% |
119 |
0.8% |
85% |
False |
False |
1,538 |
100 |
15,965 |
13,330 |
2,635 |
16.9% |
99 |
0.6% |
85% |
False |
False |
1,231 |
120 |
15,965 |
13,290 |
2,675 |
17.2% |
83 |
0.5% |
85% |
False |
False |
1,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,894 |
2.618 |
16,412 |
1.618 |
16,117 |
1.000 |
15,935 |
0.618 |
15,822 |
HIGH |
15,640 |
0.618 |
15,527 |
0.500 |
15,493 |
0.382 |
15,458 |
LOW |
15,345 |
0.618 |
15,163 |
1.000 |
15,050 |
1.618 |
14,868 |
2.618 |
14,573 |
4.250 |
14,091 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,538 |
15,541 |
PP |
15,515 |
15,522 |
S1 |
15,493 |
15,503 |
|