Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,990 |
15,910 |
-80 |
-0.5% |
15,545 |
High |
16,000 |
16,100 |
100 |
0.6% |
16,100 |
Low |
15,840 |
15,825 |
-15 |
-0.1% |
15,245 |
Close |
15,870 |
16,000 |
130 |
0.8% |
16,000 |
Range |
160 |
275 |
115 |
71.9% |
855 |
ATR |
280 |
280 |
0 |
-0.1% |
0 |
Volume |
9,358 |
8,058 |
-1,300 |
-13.9% |
52,061 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,800 |
16,675 |
16,151 |
|
R3 |
16,525 |
16,400 |
16,076 |
|
R2 |
16,250 |
16,250 |
16,051 |
|
R1 |
16,125 |
16,125 |
16,025 |
16,188 |
PP |
15,975 |
15,975 |
15,975 |
16,006 |
S1 |
15,850 |
15,850 |
15,975 |
15,913 |
S2 |
15,700 |
15,700 |
15,950 |
|
S3 |
15,425 |
15,575 |
15,925 |
|
S4 |
15,150 |
15,300 |
15,849 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,347 |
18,028 |
16,470 |
|
R3 |
17,492 |
17,173 |
16,235 |
|
R2 |
16,637 |
16,637 |
16,157 |
|
R1 |
16,318 |
16,318 |
16,079 |
16,478 |
PP |
15,782 |
15,782 |
15,782 |
15,861 |
S1 |
15,463 |
15,463 |
15,922 |
15,623 |
S2 |
14,927 |
14,927 |
15,843 |
|
S3 |
14,072 |
14,608 |
15,765 |
|
S4 |
13,217 |
13,753 |
15,530 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,100 |
15,245 |
855 |
5.3% |
314 |
2.0% |
88% |
True |
False |
10,412 |
10 |
16,100 |
15,245 |
855 |
5.3% |
285 |
1.8% |
88% |
True |
False |
16,104 |
20 |
16,100 |
15,170 |
930 |
5.8% |
287 |
1.8% |
89% |
True |
False |
8,729 |
40 |
16,100 |
14,070 |
2,030 |
12.7% |
214 |
1.3% |
95% |
True |
False |
4,375 |
60 |
16,100 |
13,905 |
2,195 |
13.7% |
177 |
1.1% |
95% |
True |
False |
2,918 |
80 |
16,100 |
13,450 |
2,650 |
16.6% |
139 |
0.9% |
96% |
True |
False |
2,189 |
100 |
16,100 |
13,330 |
2,770 |
17.3% |
111 |
0.7% |
96% |
True |
False |
1,751 |
120 |
16,100 |
13,330 |
2,770 |
17.3% |
96 |
0.6% |
96% |
True |
False |
1,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,269 |
2.618 |
16,820 |
1.618 |
16,545 |
1.000 |
16,375 |
0.618 |
16,270 |
HIGH |
16,100 |
0.618 |
15,995 |
0.500 |
15,963 |
0.382 |
15,930 |
LOW |
15,825 |
0.618 |
15,655 |
1.000 |
15,550 |
1.618 |
15,380 |
2.618 |
15,105 |
4.250 |
14,656 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,988 |
15,904 |
PP |
15,975 |
15,808 |
S1 |
15,963 |
15,713 |
|