Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,783 |
15,674 |
-109 |
-0.7% |
15,972 |
High |
15,799 |
15,737 |
-62 |
-0.4% |
15,991 |
Low |
15,642 |
15,659 |
17 |
0.1% |
15,642 |
Close |
15,682 |
15,701 |
19 |
0.1% |
15,701 |
Range |
157 |
78 |
-79 |
-50.3% |
349 |
ATR |
121 |
118 |
-3 |
-2.5% |
0 |
Volume |
34,906 |
103,478 |
68,572 |
196.4% |
159,826 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,933 |
15,895 |
15,744 |
|
R3 |
15,855 |
15,817 |
15,723 |
|
R2 |
15,777 |
15,777 |
15,715 |
|
R1 |
15,739 |
15,739 |
15,708 |
15,758 |
PP |
15,699 |
15,699 |
15,699 |
15,709 |
S1 |
15,661 |
15,661 |
15,694 |
15,680 |
S2 |
15,621 |
15,621 |
15,687 |
|
S3 |
15,543 |
15,583 |
15,680 |
|
S4 |
15,465 |
15,505 |
15,658 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,825 |
16,612 |
15,893 |
|
R3 |
16,476 |
16,263 |
15,797 |
|
R2 |
16,127 |
16,127 |
15,765 |
|
R1 |
15,914 |
15,914 |
15,733 |
15,846 |
PP |
15,778 |
15,778 |
15,778 |
15,744 |
S1 |
15,565 |
15,565 |
15,669 |
15,497 |
S2 |
15,429 |
15,429 |
15,637 |
|
S3 |
15,080 |
15,216 |
15,605 |
|
S4 |
14,731 |
14,867 |
15,509 |
|
|
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% |
112 |
0.7% |
17% |
False |
False |
31,965 |
10 |
16,035 |
15,642 |
393 |
2.5% |
130 |
0.8% |
15% |
False |
False |
16,543 |
20 |
16,094 |
15,642 |
452 |
2.9% |
114 |
0.7% |
13% |
False |
False |
8,339 |
40 |
16,094 |
15,201 |
893 |
5.7% |
105 |
0.7% |
56% |
False |
False |
4,185 |
60 |
16,094 |
14,588 |
1,506 |
9.6% |
99 |
0.6% |
74% |
False |
False |
2,805 |
80 |
16,094 |
14,545 |
1,549 |
9.9% |
83 |
0.5% |
75% |
False |
False |
2,107 |
100 |
16,094 |
14,545 |
1,549 |
9.9% |
70 |
0.4% |
75% |
False |
False |
1,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,069 |
2.618 |
15,941 |
1.618 |
15,863 |
1.000 |
15,815 |
0.618 |
15,785 |
HIGH |
15,737 |
0.618 |
15,707 |
0.500 |
15,698 |
0.382 |
15,689 |
LOW |
15,659 |
0.618 |
15,611 |
1.000 |
15,581 |
1.618 |
15,533 |
2.618 |
15,455 |
4.250 |
15,328 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,700 |
15,800 |
PP |
15,699 |
15,767 |
S1 |
15,698 |
15,734 |
|