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 |
1,802.75 |
1,798.00 |
-4.75 |
-0.3% |
1,799.50 |
High |
1,805.25 |
1,801.50 |
-3.75 |
-0.2% |
1,802.50 |
Low |
1,794.75 |
1,773.25 |
-21.50 |
-1.2% |
1,771.50 |
Close |
1,796.75 |
1,774.50 |
-22.25 |
-1.2% |
1,798.50 |
Range |
10.50 |
28.25 |
17.75 |
169.0% |
31.00 |
ATR |
14.05 |
15.06 |
1.01 |
7.2% |
0.00 |
Volume |
130,771 |
370,512 |
239,741 |
183.3% |
155,269 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,867.75 |
1,849.50 |
1,790.00 |
|
R3 |
1,839.50 |
1,821.25 |
1,782.25 |
|
R2 |
1,811.25 |
1,811.25 |
1,779.75 |
|
R1 |
1,793.00 |
1,793.00 |
1,777.00 |
1,788.00 |
PP |
1,783.00 |
1,783.00 |
1,783.00 |
1,780.50 |
S1 |
1,764.75 |
1,764.75 |
1,772.00 |
1,759.75 |
S2 |
1,754.75 |
1,754.75 |
1,769.25 |
|
S3 |
1,726.50 |
1,736.50 |
1,766.75 |
|
S4 |
1,698.25 |
1,708.25 |
1,759.00 |
|
|
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 |
1,773.25 |
32.00 |
1.8% |
16.00 |
0.9% |
4% |
False |
True |
134,911 |
10 |
1,805.75 |
1,771.50 |
34.25 |
1.9% |
14.50 |
0.8% |
9% |
False |
False |
76,808 |
20 |
1,805.75 |
1,748.00 |
57.75 |
3.3% |
14.25 |
0.8% |
46% |
False |
False |
41,192 |
40 |
1,805.75 |
1,685.00 |
120.75 |
6.8% |
15.00 |
0.8% |
74% |
False |
False |
23,212 |
60 |
1,805.75 |
1,633.50 |
172.25 |
9.7% |
16.25 |
0.9% |
82% |
False |
False |
16,975 |
80 |
1,805.75 |
1,613.00 |
192.75 |
10.9% |
15.75 |
0.9% |
84% |
False |
False |
12,761 |
100 |
1,805.75 |
1,613.00 |
192.75 |
10.9% |
14.75 |
0.8% |
84% |
False |
False |
10,219 |
120 |
1,805.75 |
1,542.25 |
263.50 |
14.8% |
14.50 |
0.8% |
88% |
False |
False |
8,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,921.50 |
2.618 |
1,875.50 |
1.618 |
1,847.25 |
1.000 |
1,829.75 |
0.618 |
1,819.00 |
HIGH |
1,801.50 |
0.618 |
1,790.75 |
0.500 |
1,787.50 |
0.382 |
1,784.00 |
LOW |
1,773.25 |
0.618 |
1,755.75 |
1.000 |
1,745.00 |
1.618 |
1,727.50 |
2.618 |
1,699.25 |
4.250 |
1,653.25 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,787.50 |
1,789.25 |
PP |
1,783.00 |
1,784.25 |
S1 |
1,778.75 |
1,779.50 |
|