Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,545 |
15,450 |
-95 |
-0.6% |
15,720 |
High |
15,550 |
15,460 |
-90 |
-0.6% |
15,825 |
Low |
15,245 |
15,300 |
55 |
0.4% |
15,335 |
Close |
15,435 |
15,355 |
-80 |
-0.5% |
15,560 |
Range |
305 |
160 |
-145 |
-47.5% |
490 |
ATR |
268 |
260 |
-8 |
-2.9% |
0 |
Volume |
11,660 |
7,720 |
-3,940 |
-33.8% |
108,980 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,852 |
15,763 |
15,443 |
|
R3 |
15,692 |
15,603 |
15,399 |
|
R2 |
15,532 |
15,532 |
15,384 |
|
R1 |
15,443 |
15,443 |
15,370 |
15,408 |
PP |
15,372 |
15,372 |
15,372 |
15,354 |
S1 |
15,283 |
15,283 |
15,340 |
15,248 |
S2 |
15,212 |
15,212 |
15,326 |
|
S3 |
15,052 |
15,123 |
15,311 |
|
S4 |
14,892 |
14,963 |
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 |
15,670 |
15,245 |
425 |
2.8% |
268 |
1.7% |
26% |
False |
False |
12,105 |
10 |
15,825 |
15,170 |
655 |
4.3% |
299 |
1.9% |
28% |
False |
False |
13,876 |
20 |
15,965 |
15,165 |
800 |
5.2% |
259 |
1.7% |
24% |
False |
False |
7,102 |
40 |
15,965 |
14,070 |
1,895 |
12.3% |
195 |
1.3% |
68% |
False |
False |
3,559 |
60 |
15,965 |
13,905 |
2,060 |
13.4% |
161 |
1.0% |
70% |
False |
False |
2,374 |
80 |
15,965 |
13,330 |
2,635 |
17.2% |
125 |
0.8% |
77% |
False |
False |
1,781 |
100 |
15,965 |
13,330 |
2,635 |
17.2% |
104 |
0.7% |
77% |
False |
False |
1,425 |
120 |
15,965 |
13,330 |
2,635 |
17.2% |
87 |
0.6% |
77% |
False |
False |
1,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,140 |
2.618 |
15,879 |
1.618 |
15,719 |
1.000 |
15,620 |
0.618 |
15,559 |
HIGH |
15,460 |
0.618 |
15,399 |
0.500 |
15,380 |
0.382 |
15,361 |
LOW |
15,300 |
0.618 |
15,201 |
1.000 |
15,140 |
1.618 |
15,041 |
2.618 |
14,881 |
4.250 |
14,620 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,380 |
15,443 |
PP |
15,372 |
15,413 |
S1 |
15,363 |
15,384 |
|