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 |
1,774.25 |
1,767.00 |
-7.25 |
-0.4% |
1,799.75 |
High |
1,777.75 |
1,776.75 |
-1.00 |
-0.1% |
1,805.25 |
Low |
1,765.50 |
1,765.50 |
0.00 |
0.0% |
1,765.50 |
Close |
1,768.50 |
1,768.50 |
0.00 |
0.0% |
1,768.50 |
Range |
12.25 |
11.25 |
-1.00 |
-8.2% |
39.75 |
ATR |
14.86 |
14.60 |
-0.26 |
-1.7% |
0.00 |
Volume |
833,656 |
1,558,496 |
724,840 |
86.9% |
2,961,340 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,804.00 |
1,797.50 |
1,774.75 |
|
R3 |
1,792.75 |
1,786.25 |
1,771.50 |
|
R2 |
1,781.50 |
1,781.50 |
1,770.50 |
|
R1 |
1,775.00 |
1,775.00 |
1,769.50 |
1,778.25 |
PP |
1,770.25 |
1,770.25 |
1,770.25 |
1,772.00 |
S1 |
1,763.75 |
1,763.75 |
1,767.50 |
1,767.00 |
S2 |
1,759.00 |
1,759.00 |
1,766.50 |
|
S3 |
1,747.75 |
1,752.50 |
1,765.50 |
|
S4 |
1,736.50 |
1,741.25 |
1,762.25 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.00 |
1,873.50 |
1,790.25 |
|
R3 |
1,859.25 |
1,833.75 |
1,779.50 |
|
R2 |
1,819.50 |
1,819.50 |
1,775.75 |
|
R1 |
1,794.00 |
1,794.00 |
1,772.25 |
1,787.00 |
PP |
1,779.75 |
1,779.75 |
1,779.75 |
1,776.25 |
S1 |
1,754.25 |
1,754.25 |
1,764.75 |
1,747.00 |
S2 |
1,740.00 |
1,740.00 |
1,761.25 |
|
S3 |
1,700.25 |
1,714.50 |
1,757.50 |
|
S4 |
1,660.50 |
1,674.75 |
1,746.75 |
|
|
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 |
1,765.50 |
39.75 |
2.2% |
13.75 |
0.8% |
8% |
False |
True |
592,268 |
10 |
1,805.25 |
1,765.50 |
39.75 |
2.2% |
15.25 |
0.9% |
8% |
False |
True |
311,660 |
20 |
1,805.75 |
1,765.50 |
40.25 |
2.3% |
13.50 |
0.8% |
7% |
False |
True |
160,338 |
40 |
1,805.75 |
1,720.50 |
85.25 |
4.8% |
14.25 |
0.8% |
56% |
False |
False |
82,745 |
60 |
1,805.75 |
1,633.50 |
172.25 |
9.7% |
16.00 |
0.9% |
78% |
False |
False |
56,827 |
80 |
1,805.75 |
1,613.00 |
192.75 |
10.9% |
15.50 |
0.9% |
81% |
False |
False |
42,662 |
100 |
1,805.75 |
1,613.00 |
192.75 |
10.9% |
14.75 |
0.8% |
81% |
False |
False |
34,140 |
120 |
1,805.75 |
1,560.75 |
245.00 |
13.9% |
14.25 |
0.8% |
85% |
False |
False |
28,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,824.50 |
2.618 |
1,806.25 |
1.618 |
1,795.00 |
1.000 |
1,788.00 |
0.618 |
1,783.75 |
HIGH |
1,776.75 |
0.618 |
1,772.50 |
0.500 |
1,771.00 |
0.382 |
1,769.75 |
LOW |
1,765.50 |
0.618 |
1,758.50 |
1.000 |
1,754.25 |
1.618 |
1,747.25 |
2.618 |
1,736.00 |
4.250 |
1,717.75 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,771.00 |
1,783.50 |
PP |
1,770.25 |
1,778.50 |
S1 |
1,769.50 |
1,773.50 |
|