Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
6,458.5 |
6,449.0 |
-9.5 |
-0.1% |
6,530.5 |
High |
6,465.5 |
6,520.5 |
55.0 |
0.9% |
6,531.5 |
Low |
6,430.0 |
6,381.0 |
-49.0 |
-0.8% |
6,376.0 |
Close |
6,442.0 |
6,441.0 |
-1.0 |
0.0% |
6,388.5 |
Range |
35.5 |
139.5 |
104.0 |
293.0% |
155.5 |
ATR |
58.6 |
64.3 |
5.8 |
9.9% |
0.0 |
Volume |
149,947 |
91,450 |
-58,497 |
-39.0% |
392,874 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,866.0 |
6,793.0 |
6,517.5 |
|
R3 |
6,726.5 |
6,653.5 |
6,479.5 |
|
R2 |
6,587.0 |
6,587.0 |
6,466.5 |
|
R1 |
6,514.0 |
6,514.0 |
6,454.0 |
6,481.0 |
PP |
6,447.5 |
6,447.5 |
6,447.5 |
6,431.0 |
S1 |
6,374.5 |
6,374.5 |
6,428.0 |
6,341.0 |
S2 |
6,308.0 |
6,308.0 |
6,415.5 |
|
S3 |
6,168.5 |
6,235.0 |
6,402.5 |
|
S4 |
6,029.0 |
6,095.5 |
6,364.5 |
|
|
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 |
6,520.5 |
6,349.0 |
171.5 |
2.7% |
81.0 |
1.3% |
54% |
True |
False |
147,536 |
10 |
6,531.5 |
6,349.0 |
182.5 |
2.8% |
67.5 |
1.0% |
50% |
False |
False |
89,999 |
20 |
6,658.5 |
6,349.0 |
309.5 |
4.8% |
57.5 |
0.9% |
30% |
False |
False |
48,077 |
40 |
6,740.0 |
6,349.0 |
391.0 |
6.1% |
49.0 |
0.8% |
24% |
False |
False |
24,394 |
60 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
40.5 |
0.6% |
36% |
False |
False |
16,312 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
33.0 |
0.5% |
36% |
False |
False |
12,239 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
27.0 |
0.4% |
36% |
False |
False |
9,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,113.5 |
2.618 |
6,885.5 |
1.618 |
6,746.0 |
1.000 |
6,660.0 |
0.618 |
6,606.5 |
HIGH |
6,520.5 |
0.618 |
6,467.0 |
0.500 |
6,451.0 |
0.382 |
6,434.5 |
LOW |
6,381.0 |
0.618 |
6,295.0 |
1.000 |
6,241.5 |
1.618 |
6,155.5 |
2.618 |
6,016.0 |
4.250 |
5,788.0 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,451.0 |
6,439.0 |
PP |
6,447.5 |
6,437.0 |
S1 |
6,444.0 |
6,435.0 |
|