Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
6,492.0 |
6,437.0 |
-55.0 |
-0.8% |
6,588.5 |
High |
6,505.5 |
6,439.0 |
-66.5 |
-1.0% |
6,600.0 |
Low |
6,435.0 |
6,376.0 |
-59.0 |
-0.9% |
6,420.0 |
Close |
6,466.5 |
6,391.0 |
-75.5 |
-1.2% |
6,498.0 |
Range |
70.5 |
63.0 |
-7.5 |
-10.6% |
180.0 |
ATR |
53.4 |
56.1 |
2.6 |
5.0% |
0.0 |
Volume |
78,120 |
63,231 |
-14,889 |
-19.1% |
30,576 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,591.0 |
6,554.0 |
6,425.5 |
|
R3 |
6,528.0 |
6,491.0 |
6,408.5 |
|
R2 |
6,465.0 |
6,465.0 |
6,402.5 |
|
R1 |
6,428.0 |
6,428.0 |
6,397.0 |
6,415.0 |
PP |
6,402.0 |
6,402.0 |
6,402.0 |
6,395.5 |
S1 |
6,365.0 |
6,365.0 |
6,385.0 |
6,352.0 |
S2 |
6,339.0 |
6,339.0 |
6,379.5 |
|
S3 |
6,276.0 |
6,302.0 |
6,373.5 |
|
S4 |
6,213.0 |
6,239.0 |
6,356.5 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,046.0 |
6,952.0 |
6,597.0 |
|
R3 |
6,866.0 |
6,772.0 |
6,547.5 |
|
R2 |
6,686.0 |
6,686.0 |
6,531.0 |
|
R1 |
6,592.0 |
6,592.0 |
6,514.5 |
6,549.0 |
PP |
6,506.0 |
6,506.0 |
6,506.0 |
6,484.5 |
S1 |
6,412.0 |
6,412.0 |
6,481.5 |
6,369.0 |
S2 |
6,326.0 |
6,326.0 |
6,465.0 |
|
S3 |
6,146.0 |
6,232.0 |
6,448.5 |
|
S4 |
5,966.0 |
6,052.0 |
6,399.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,531.5 |
6,376.0 |
155.5 |
2.4% |
61.0 |
1.0% |
10% |
False |
True |
43,799 |
10 |
6,632.0 |
6,376.0 |
256.0 |
4.0% |
59.5 |
0.9% |
6% |
False |
True |
25,905 |
20 |
6,673.0 |
6,376.0 |
297.0 |
4.6% |
47.5 |
0.7% |
5% |
False |
True |
14,369 |
40 |
6,740.0 |
6,376.0 |
364.0 |
5.7% |
44.0 |
0.7% |
4% |
False |
True |
7,549 |
60 |
6,740.0 |
6,275.0 |
465.0 |
7.3% |
35.5 |
0.6% |
25% |
False |
False |
5,076 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.3% |
29.0 |
0.5% |
25% |
False |
False |
3,811 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.3% |
23.5 |
0.4% |
25% |
False |
False |
3,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,707.0 |
2.618 |
6,604.0 |
1.618 |
6,541.0 |
1.000 |
6,502.0 |
0.618 |
6,478.0 |
HIGH |
6,439.0 |
0.618 |
6,415.0 |
0.500 |
6,407.5 |
0.382 |
6,400.0 |
LOW |
6,376.0 |
0.618 |
6,337.0 |
1.000 |
6,313.0 |
1.618 |
6,274.0 |
2.618 |
6,211.0 |
4.250 |
6,108.0 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,407.5 |
6,449.0 |
PP |
6,402.0 |
6,430.0 |
S1 |
6,396.5 |
6,410.5 |
|