Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,767.00 |
1,768.50 |
1.50 |
0.1% |
1,799.75 |
High |
1,776.75 |
1,786.25 |
9.50 |
0.5% |
1,805.25 |
Low |
1,765.50 |
1,754.00 |
-11.50 |
-0.7% |
1,765.50 |
Close |
1,768.50 |
1,780.25 |
11.75 |
0.7% |
1,768.50 |
Range |
11.25 |
32.25 |
21.00 |
186.7% |
39.75 |
ATR |
14.60 |
15.86 |
1.26 |
8.6% |
0.00 |
Volume |
1,558,496 |
1,793,231 |
234,735 |
15.1% |
2,961,340 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,870.25 |
1,857.50 |
1,798.00 |
|
R3 |
1,838.00 |
1,825.25 |
1,789.00 |
|
R2 |
1,805.75 |
1,805.75 |
1,786.25 |
|
R1 |
1,793.00 |
1,793.00 |
1,783.25 |
1,799.50 |
PP |
1,773.50 |
1,773.50 |
1,773.50 |
1,776.75 |
S1 |
1,760.75 |
1,760.75 |
1,777.25 |
1,767.00 |
S2 |
1,741.25 |
1,741.25 |
1,774.25 |
|
S3 |
1,709.00 |
1,728.50 |
1,771.50 |
|
S4 |
1,676.75 |
1,696.25 |
1,762.50 |
|
|
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 |
1,754.00 |
51.25 |
2.9% |
19.00 |
1.1% |
51% |
False |
True |
937,333 |
10 |
1,805.25 |
1,754.00 |
51.25 |
2.9% |
17.25 |
1.0% |
51% |
False |
True |
489,412 |
20 |
1,805.75 |
1,754.00 |
51.75 |
2.9% |
14.75 |
0.8% |
51% |
False |
True |
249,766 |
40 |
1,805.75 |
1,728.50 |
77.25 |
4.3% |
14.75 |
0.8% |
67% |
False |
False |
127,530 |
60 |
1,805.75 |
1,633.50 |
172.25 |
9.7% |
16.25 |
0.9% |
85% |
False |
False |
86,699 |
80 |
1,805.75 |
1,613.00 |
192.75 |
10.8% |
15.75 |
0.9% |
87% |
False |
False |
65,075 |
100 |
1,805.75 |
1,613.00 |
192.75 |
10.8% |
15.00 |
0.8% |
87% |
False |
False |
52,071 |
120 |
1,805.75 |
1,581.25 |
224.50 |
12.6% |
14.25 |
0.8% |
89% |
False |
False |
43,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,923.25 |
2.618 |
1,870.75 |
1.618 |
1,838.50 |
1.000 |
1,818.50 |
0.618 |
1,806.25 |
HIGH |
1,786.25 |
0.618 |
1,774.00 |
0.500 |
1,770.00 |
0.382 |
1,766.25 |
LOW |
1,754.00 |
0.618 |
1,734.00 |
1.000 |
1,721.75 |
1.618 |
1,701.75 |
2.618 |
1,669.50 |
4.250 |
1,617.00 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,777.00 |
1,777.00 |
PP |
1,773.50 |
1,773.50 |
S1 |
1,770.00 |
1,770.00 |
|