Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,971 |
15,936 |
-35 |
-0.2% |
16,029 |
High |
15,980 |
15,957 |
-23 |
-0.1% |
16,035 |
Low |
15,899 |
15,763 |
-136 |
-0.9% |
15,723 |
Close |
15,916 |
15,780 |
-136 |
-0.9% |
15,948 |
Range |
81 |
194 |
113 |
139.5% |
312 |
ATR |
112 |
118 |
6 |
5.2% |
0 |
Volume |
3,633 |
16,141 |
12,508 |
344.3% |
5,610 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,415 |
16,292 |
15,887 |
|
R3 |
16,221 |
16,098 |
15,833 |
|
R2 |
16,027 |
16,027 |
15,816 |
|
R1 |
15,904 |
15,904 |
15,798 |
15,869 |
PP |
15,833 |
15,833 |
15,833 |
15,816 |
S1 |
15,710 |
15,710 |
15,762 |
15,675 |
S2 |
15,639 |
15,639 |
15,745 |
|
S3 |
15,445 |
15,516 |
15,727 |
|
S4 |
15,251 |
15,322 |
15,673 |
|
|
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 |
15,741 |
250 |
1.6% |
126 |
0.8% |
16% |
False |
False |
4,904 |
10 |
16,094 |
15,723 |
371 |
2.4% |
119 |
0.8% |
15% |
False |
False |
2,783 |
20 |
16,094 |
15,543 |
551 |
3.5% |
118 |
0.7% |
43% |
False |
False |
1,422 |
40 |
16,094 |
15,072 |
1,022 |
6.5% |
107 |
0.7% |
69% |
False |
False |
727 |
60 |
16,094 |
14,588 |
1,506 |
9.5% |
96 |
0.6% |
79% |
False |
False |
499 |
80 |
16,094 |
14,545 |
1,549 |
9.8% |
80 |
0.5% |
80% |
False |
False |
377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,782 |
2.618 |
16,465 |
1.618 |
16,271 |
1.000 |
16,151 |
0.618 |
16,077 |
HIGH |
15,957 |
0.618 |
15,883 |
0.500 |
15,860 |
0.382 |
15,837 |
LOW |
15,763 |
0.618 |
15,643 |
1.000 |
15,569 |
1.618 |
15,449 |
2.618 |
15,255 |
4.250 |
14,939 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,860 |
15,877 |
PP |
15,833 |
15,845 |
S1 |
15,807 |
15,812 |
|