Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
6,449.0 |
6,512.0 |
63.0 |
1.0% |
6,530.5 |
High |
6,520.5 |
6,541.5 |
21.0 |
0.3% |
6,531.5 |
Low |
6,381.0 |
6,487.5 |
106.5 |
1.7% |
6,376.0 |
Close |
6,441.0 |
6,521.0 |
80.0 |
1.2% |
6,388.5 |
Range |
139.5 |
54.0 |
-85.5 |
-61.3% |
155.5 |
ATR |
64.3 |
66.9 |
2.6 |
4.0% |
0.0 |
Volume |
91,450 |
111,120 |
19,670 |
21.5% |
392,874 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,678.5 |
6,654.0 |
6,550.5 |
|
R3 |
6,624.5 |
6,600.0 |
6,536.0 |
|
R2 |
6,570.5 |
6,570.5 |
6,531.0 |
|
R1 |
6,546.0 |
6,546.0 |
6,526.0 |
6,558.0 |
PP |
6,516.5 |
6,516.5 |
6,516.5 |
6,523.0 |
S1 |
6,492.0 |
6,492.0 |
6,516.0 |
6,504.0 |
S2 |
6,462.5 |
6,462.5 |
6,511.0 |
|
S3 |
6,408.5 |
6,438.0 |
6,506.0 |
|
S4 |
6,354.5 |
6,384.0 |
6,491.5 |
|
|
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 |
6,541.5 |
6,349.0 |
192.5 |
3.0% |
79.0 |
1.2% |
89% |
True |
False |
157,114 |
10 |
6,541.5 |
6,349.0 |
192.5 |
3.0% |
70.0 |
1.1% |
89% |
True |
False |
100,456 |
20 |
6,658.5 |
6,349.0 |
309.5 |
4.7% |
58.0 |
0.9% |
56% |
False |
False |
53,632 |
40 |
6,740.0 |
6,349.0 |
391.0 |
6.0% |
50.0 |
0.8% |
44% |
False |
False |
27,171 |
60 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
41.0 |
0.6% |
53% |
False |
False |
18,163 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
33.5 |
0.5% |
53% |
False |
False |
13,628 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
27.5 |
0.4% |
53% |
False |
False |
10,906 |
120 |
6,740.0 |
6,269.5 |
470.5 |
7.2% |
23.0 |
0.4% |
53% |
False |
False |
9,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,771.0 |
2.618 |
6,683.0 |
1.618 |
6,629.0 |
1.000 |
6,595.5 |
0.618 |
6,575.0 |
HIGH |
6,541.5 |
0.618 |
6,521.0 |
0.500 |
6,514.5 |
0.382 |
6,508.0 |
LOW |
6,487.5 |
0.618 |
6,454.0 |
1.000 |
6,433.5 |
1.618 |
6,400.0 |
2.618 |
6,346.0 |
4.250 |
6,258.0 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,519.0 |
6,501.0 |
PP |
6,516.5 |
6,481.0 |
S1 |
6,514.5 |
6,461.0 |
|