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 |
15,803 |
16,108 |
305 |
1.9% |
15,972 |
High |
16,128 |
16,139 |
11 |
0.1% |
15,991 |
Low |
15,749 |
16,037 |
288 |
1.8% |
15,642 |
Close |
16,109 |
16,115 |
6 |
0.0% |
15,701 |
Range |
379 |
102 |
-277 |
-73.1% |
349 |
ATR |
144 |
141 |
-3 |
-2.1% |
0 |
Volume |
196,955 |
125,165 |
-71,790 |
-36.4% |
159,826 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,403 |
16,361 |
16,171 |
|
R3 |
16,301 |
16,259 |
16,143 |
|
R2 |
16,199 |
16,199 |
16,134 |
|
R1 |
16,157 |
16,157 |
16,124 |
16,178 |
PP |
16,097 |
16,097 |
16,097 |
16,108 |
S1 |
16,055 |
16,055 |
16,106 |
16,076 |
S2 |
15,995 |
15,995 |
16,096 |
|
S3 |
15,893 |
15,953 |
16,087 |
|
S4 |
15,791 |
15,851 |
16,059 |
|
|
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 |
16,139 |
15,608 |
531 |
3.3% |
185 |
1.1% |
95% |
True |
False |
134,451 |
10 |
16,139 |
15,608 |
531 |
3.3% |
161 |
1.0% |
95% |
True |
False |
73,032 |
20 |
16,139 |
15,608 |
531 |
3.3% |
133 |
0.8% |
95% |
True |
False |
36,770 |
40 |
16,139 |
15,305 |
834 |
5.2% |
120 |
0.7% |
97% |
True |
False |
18,401 |
60 |
16,139 |
14,588 |
1,551 |
9.6% |
112 |
0.7% |
98% |
True |
False |
12,284 |
80 |
16,139 |
14,545 |
1,594 |
9.9% |
91 |
0.6% |
98% |
True |
False |
9,217 |
100 |
16,139 |
14,545 |
1,594 |
9.9% |
78 |
0.5% |
98% |
True |
False |
7,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,573 |
2.618 |
16,406 |
1.618 |
16,304 |
1.000 |
16,241 |
0.618 |
16,202 |
HIGH |
16,139 |
0.618 |
16,100 |
0.500 |
16,088 |
0.382 |
16,076 |
LOW |
16,037 |
0.618 |
15,974 |
1.000 |
15,935 |
1.618 |
15,872 |
2.618 |
15,770 |
4.250 |
15,604 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
16,106 |
16,058 |
PP |
16,097 |
16,001 |
S1 |
16,088 |
15,944 |
|