Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,765 |
15,972 |
207 |
1.3% |
16,029 |
High |
15,967 |
15,991 |
24 |
0.2% |
16,035 |
Low |
15,757 |
15,943 |
186 |
1.2% |
15,723 |
Close |
15,948 |
15,964 |
16 |
0.1% |
15,948 |
Range |
210 |
48 |
-162 |
-77.1% |
312 |
ATR |
120 |
115 |
-5 |
-4.3% |
0 |
Volume |
1,719 |
1,668 |
-51 |
-3.0% |
5,610 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,110 |
16,085 |
15,991 |
|
R3 |
16,062 |
16,037 |
15,977 |
|
R2 |
16,014 |
16,014 |
15,973 |
|
R1 |
15,989 |
15,989 |
15,969 |
15,978 |
PP |
15,966 |
15,966 |
15,966 |
15,960 |
S1 |
15,941 |
15,941 |
15,960 |
15,930 |
S2 |
15,918 |
15,918 |
15,955 |
|
S3 |
15,870 |
15,893 |
15,951 |
|
S4 |
15,822 |
15,845 |
15,938 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,838 |
16,705 |
16,120 |
|
R3 |
16,526 |
16,393 |
16,034 |
|
R2 |
16,214 |
16,214 |
16,005 |
|
R1 |
16,081 |
16,081 |
15,977 |
15,992 |
PP |
15,902 |
15,902 |
15,902 |
15,857 |
S1 |
15,769 |
15,769 |
15,920 |
15,680 |
S2 |
15,590 |
15,590 |
15,891 |
|
S3 |
15,278 |
15,457 |
15,862 |
|
S4 |
14,966 |
15,145 |
15,777 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,991 |
15,723 |
268 |
1.7% |
136 |
0.9% |
90% |
True |
False |
1,391 |
10 |
16,094 |
15,723 |
371 |
2.3% |
107 |
0.7% |
65% |
False |
False |
828 |
20 |
16,094 |
15,543 |
551 |
3.5% |
108 |
0.7% |
76% |
False |
False |
436 |
40 |
16,094 |
15,000 |
1,094 |
6.9% |
108 |
0.7% |
88% |
False |
False |
235 |
60 |
16,094 |
14,588 |
1,506 |
9.4% |
92 |
0.6% |
91% |
False |
False |
171 |
80 |
16,094 |
14,545 |
1,549 |
9.7% |
77 |
0.5% |
92% |
False |
False |
130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,195 |
2.618 |
16,117 |
1.618 |
16,069 |
1.000 |
16,039 |
0.618 |
16,021 |
HIGH |
15,991 |
0.618 |
15,973 |
0.500 |
15,967 |
0.382 |
15,961 |
LOW |
15,943 |
0.618 |
15,913 |
1.000 |
15,895 |
1.618 |
15,865 |
2.618 |
15,817 |
4.250 |
15,739 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,967 |
15,931 |
PP |
15,966 |
15,899 |
S1 |
15,965 |
15,866 |
|