Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,625 |
15,545 |
-80 |
-0.5% |
15,720 |
High |
15,640 |
15,550 |
-90 |
-0.6% |
15,825 |
Low |
15,345 |
15,245 |
-100 |
-0.7% |
15,335 |
Close |
15,560 |
15,435 |
-125 |
-0.8% |
15,560 |
Range |
295 |
305 |
10 |
3.4% |
490 |
ATR |
264 |
268 |
4 |
1.4% |
0 |
Volume |
11,449 |
11,660 |
211 |
1.8% |
108,980 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,325 |
16,185 |
15,603 |
|
R3 |
16,020 |
15,880 |
15,519 |
|
R2 |
15,715 |
15,715 |
15,491 |
|
R1 |
15,575 |
15,575 |
15,463 |
15,493 |
PP |
15,410 |
15,410 |
15,410 |
15,369 |
S1 |
15,270 |
15,270 |
15,407 |
15,188 |
S2 |
15,105 |
15,105 |
15,379 |
|
S3 |
14,800 |
14,965 |
15,351 |
|
S4 |
14,495 |
14,660 |
15,267 |
|
|
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 |
15,810 |
15,245 |
565 |
3.7% |
285 |
1.8% |
34% |
False |
True |
17,764 |
10 |
15,915 |
15,170 |
745 |
4.8% |
319 |
2.1% |
36% |
False |
False |
13,236 |
20 |
15,965 |
15,165 |
800 |
5.2% |
258 |
1.7% |
34% |
False |
False |
6,720 |
40 |
15,965 |
14,070 |
1,895 |
12.3% |
192 |
1.2% |
72% |
False |
False |
3,366 |
60 |
15,965 |
13,905 |
2,060 |
13.3% |
158 |
1.0% |
74% |
False |
False |
2,245 |
80 |
15,965 |
13,330 |
2,635 |
17.1% |
123 |
0.8% |
80% |
False |
False |
1,684 |
100 |
15,965 |
13,330 |
2,635 |
17.1% |
102 |
0.7% |
80% |
False |
False |
1,347 |
120 |
15,965 |
13,330 |
2,635 |
17.1% |
85 |
0.6% |
80% |
False |
False |
1,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,846 |
2.618 |
16,349 |
1.618 |
16,044 |
1.000 |
15,855 |
0.618 |
15,739 |
HIGH |
15,550 |
0.618 |
15,434 |
0.500 |
15,398 |
0.382 |
15,362 |
LOW |
15,245 |
0.618 |
15,057 |
1.000 |
14,940 |
1.618 |
14,752 |
2.618 |
14,447 |
4.250 |
13,949 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,423 |
15,443 |
PP |
15,410 |
15,440 |
S1 |
15,398 |
15,438 |
|