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 |
6,437.0 |
6,385.5 |
-51.5 |
-0.8% |
6,530.5 |
High |
6,439.0 |
6,413.0 |
-26.0 |
-0.4% |
6,531.5 |
Low |
6,376.0 |
6,380.5 |
4.5 |
0.1% |
6,376.0 |
Close |
6,391.0 |
6,388.5 |
-2.5 |
0.0% |
6,388.5 |
Range |
63.0 |
32.5 |
-30.5 |
-48.4% |
155.5 |
ATR |
56.1 |
54.4 |
-1.7 |
-3.0% |
0.0 |
Volume |
63,231 |
178,971 |
115,740 |
183.0% |
392,874 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,491.5 |
6,472.5 |
6,406.5 |
|
R3 |
6,459.0 |
6,440.0 |
6,397.5 |
|
R2 |
6,426.5 |
6,426.5 |
6,394.5 |
|
R1 |
6,407.5 |
6,407.5 |
6,391.5 |
6,417.0 |
PP |
6,394.0 |
6,394.0 |
6,394.0 |
6,399.0 |
S1 |
6,375.0 |
6,375.0 |
6,385.5 |
6,384.5 |
S2 |
6,361.5 |
6,361.5 |
6,382.5 |
|
S3 |
6,329.0 |
6,342.5 |
6,379.5 |
|
S4 |
6,296.5 |
6,310.0 |
6,370.5 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,898.5 |
6,799.0 |
6,474.0 |
|
R3 |
6,743.0 |
6,643.5 |
6,431.5 |
|
R2 |
6,587.5 |
6,587.5 |
6,417.0 |
|
R1 |
6,488.0 |
6,488.0 |
6,403.0 |
6,460.0 |
PP |
6,432.0 |
6,432.0 |
6,432.0 |
6,418.0 |
S1 |
6,332.5 |
6,332.5 |
6,374.0 |
6,304.5 |
S2 |
6,276.5 |
6,276.5 |
6,360.0 |
|
S3 |
6,121.0 |
6,177.0 |
6,345.5 |
|
S4 |
5,965.5 |
6,021.5 |
6,303.0 |
|
|
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% |
52.5 |
0.8% |
8% |
False |
False |
78,574 |
10 |
6,600.0 |
6,376.0 |
224.0 |
3.5% |
59.0 |
0.9% |
6% |
False |
False |
42,345 |
20 |
6,673.0 |
6,376.0 |
297.0 |
4.6% |
47.5 |
0.7% |
4% |
False |
False |
23,317 |
40 |
6,740.0 |
6,376.0 |
364.0 |
5.7% |
44.0 |
0.7% |
3% |
False |
False |
12,023 |
60 |
6,740.0 |
6,275.0 |
465.0 |
7.3% |
36.0 |
0.6% |
24% |
False |
False |
8,057 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.3% |
29.5 |
0.5% |
24% |
False |
False |
6,047 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.3% |
24.0 |
0.4% |
24% |
False |
False |
4,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,551.0 |
2.618 |
6,498.0 |
1.618 |
6,465.5 |
1.000 |
6,445.5 |
0.618 |
6,433.0 |
HIGH |
6,413.0 |
0.618 |
6,400.5 |
0.500 |
6,397.0 |
0.382 |
6,393.0 |
LOW |
6,380.5 |
0.618 |
6,360.5 |
1.000 |
6,348.0 |
1.618 |
6,328.0 |
2.618 |
6,295.5 |
4.250 |
6,242.5 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,397.0 |
6,441.0 |
PP |
6,394.0 |
6,423.5 |
S1 |
6,391.0 |
6,406.0 |
|