Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,936 |
15,783 |
-153 |
-1.0% |
16,029 |
High |
15,957 |
15,799 |
-158 |
-1.0% |
16,035 |
Low |
15,763 |
15,642 |
-121 |
-0.8% |
15,723 |
Close |
15,780 |
15,682 |
-98 |
-0.6% |
15,948 |
Range |
194 |
157 |
-37 |
-19.1% |
312 |
ATR |
118 |
121 |
3 |
2.4% |
0 |
Volume |
16,141 |
34,906 |
18,765 |
116.3% |
5,610 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,179 |
16,087 |
15,768 |
|
R3 |
16,022 |
15,930 |
15,725 |
|
R2 |
15,865 |
15,865 |
15,711 |
|
R1 |
15,773 |
15,773 |
15,697 |
15,741 |
PP |
15,708 |
15,708 |
15,708 |
15,691 |
S1 |
15,616 |
15,616 |
15,668 |
15,584 |
S2 |
15,551 |
15,551 |
15,653 |
|
S3 |
15,394 |
15,459 |
15,639 |
|
S4 |
15,237 |
15,302 |
15,596 |
|
|
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 |
15,642 |
349 |
2.2% |
138 |
0.9% |
11% |
False |
True |
11,613 |
10 |
16,094 |
15,642 |
452 |
2.9% |
131 |
0.8% |
9% |
False |
True |
6,220 |
20 |
16,094 |
15,642 |
452 |
2.9% |
116 |
0.7% |
9% |
False |
True |
3,167 |
40 |
16,094 |
15,100 |
994 |
6.3% |
106 |
0.7% |
59% |
False |
False |
1,599 |
60 |
16,094 |
14,588 |
1,506 |
9.6% |
99 |
0.6% |
73% |
False |
False |
1,080 |
80 |
16,094 |
14,545 |
1,549 |
9.9% |
82 |
0.5% |
73% |
False |
False |
813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,466 |
2.618 |
16,210 |
1.618 |
16,053 |
1.000 |
15,956 |
0.618 |
15,896 |
HIGH |
15,799 |
0.618 |
15,739 |
0.500 |
15,721 |
0.382 |
15,702 |
LOW |
15,642 |
0.618 |
15,545 |
1.000 |
15,485 |
1.618 |
15,388 |
2.618 |
15,231 |
4.250 |
14,975 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,721 |
15,811 |
PP |
15,708 |
15,768 |
S1 |
15,695 |
15,725 |
|