Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,799.75 |
1,802.75 |
3.00 |
0.2% |
1,799.50 |
High |
1,805.00 |
1,805.25 |
0.25 |
0.0% |
1,802.50 |
Low |
1,798.50 |
1,794.75 |
-3.75 |
-0.2% |
1,771.50 |
Close |
1,802.75 |
1,796.75 |
-6.00 |
-0.3% |
1,798.50 |
Range |
6.50 |
10.50 |
4.00 |
61.5% |
31.00 |
ATR |
14.32 |
14.05 |
-0.27 |
-1.9% |
0.00 |
Volume |
67,905 |
130,771 |
62,866 |
92.6% |
155,269 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.50 |
1,824.00 |
1,802.50 |
|
R3 |
1,820.00 |
1,813.50 |
1,799.75 |
|
R2 |
1,809.50 |
1,809.50 |
1,798.75 |
|
R1 |
1,803.00 |
1,803.00 |
1,797.75 |
1,801.00 |
PP |
1,799.00 |
1,799.00 |
1,799.00 |
1,798.00 |
S1 |
1,792.50 |
1,792.50 |
1,795.75 |
1,790.50 |
S2 |
1,788.50 |
1,788.50 |
1,794.75 |
|
S3 |
1,778.00 |
1,782.00 |
1,793.75 |
|
S4 |
1,767.50 |
1,771.50 |
1,791.00 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.75 |
1,872.25 |
1,815.50 |
|
R3 |
1,852.75 |
1,841.25 |
1,807.00 |
|
R2 |
1,821.75 |
1,821.75 |
1,804.25 |
|
R1 |
1,810.25 |
1,810.25 |
1,801.25 |
1,800.50 |
PP |
1,790.75 |
1,790.75 |
1,790.75 |
1,786.00 |
S1 |
1,779.25 |
1,779.25 |
1,795.75 |
1,769.50 |
S2 |
1,759.75 |
1,759.75 |
1,792.75 |
|
S3 |
1,728.75 |
1,748.25 |
1,790.00 |
|
S4 |
1,697.75 |
1,717.25 |
1,781.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,805.25 |
1,771.50 |
33.75 |
1.9% |
14.50 |
0.8% |
75% |
True |
False |
65,015 |
10 |
1,805.75 |
1,771.50 |
34.25 |
1.9% |
12.50 |
0.7% |
74% |
False |
False |
40,057 |
20 |
1,805.75 |
1,748.00 |
57.75 |
3.2% |
13.50 |
0.7% |
84% |
False |
False |
22,912 |
40 |
1,805.75 |
1,683.75 |
122.00 |
6.8% |
14.75 |
0.8% |
93% |
False |
False |
14,064 |
60 |
1,805.75 |
1,633.50 |
172.25 |
9.6% |
16.00 |
0.9% |
95% |
False |
False |
10,809 |
80 |
1,805.75 |
1,613.00 |
192.75 |
10.7% |
15.50 |
0.9% |
95% |
False |
False |
8,130 |
100 |
1,805.75 |
1,613.00 |
192.75 |
10.7% |
14.50 |
0.8% |
95% |
False |
False |
6,515 |
120 |
1,805.75 |
1,542.25 |
263.50 |
14.7% |
14.50 |
0.8% |
97% |
False |
False |
5,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,850.00 |
2.618 |
1,832.75 |
1.618 |
1,822.25 |
1.000 |
1,815.75 |
0.618 |
1,811.75 |
HIGH |
1,805.25 |
0.618 |
1,801.25 |
0.500 |
1,800.00 |
0.382 |
1,798.75 |
LOW |
1,794.75 |
0.618 |
1,788.25 |
1.000 |
1,784.25 |
1.618 |
1,777.75 |
2.618 |
1,767.25 |
4.250 |
1,750.00 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,800.00 |
1,795.00 |
PP |
1,799.00 |
1,793.25 |
S1 |
1,797.75 |
1,791.50 |
|