Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,778.25 |
1,772.00 |
-6.25 |
-0.4% |
1,799.75 |
High |
1,782.50 |
1,806.75 |
24.25 |
1.4% |
1,805.25 |
Low |
1,770.25 |
1,760.75 |
-9.50 |
-0.5% |
1,765.50 |
Close |
1,773.00 |
1,804.75 |
31.75 |
1.8% |
1,768.50 |
Range |
12.25 |
46.00 |
33.75 |
275.5% |
39.75 |
ATR |
15.60 |
17.78 |
2.17 |
13.9% |
0.00 |
Volume |
1,826,251 |
2,702,375 |
876,124 |
48.0% |
2,961,340 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.75 |
1,912.75 |
1,830.00 |
|
R3 |
1,882.75 |
1,866.75 |
1,817.50 |
|
R2 |
1,836.75 |
1,836.75 |
1,813.25 |
|
R1 |
1,820.75 |
1,820.75 |
1,809.00 |
1,828.75 |
PP |
1,790.75 |
1,790.75 |
1,790.75 |
1,794.75 |
S1 |
1,774.75 |
1,774.75 |
1,800.50 |
1,782.75 |
S2 |
1,744.75 |
1,744.75 |
1,796.25 |
|
S3 |
1,698.75 |
1,728.75 |
1,792.00 |
|
S4 |
1,652.75 |
1,682.75 |
1,779.50 |
|
|
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 |
1,806.75 |
1,754.00 |
52.75 |
2.9% |
22.75 |
1.3% |
96% |
True |
False |
1,742,801 |
10 |
1,806.75 |
1,754.00 |
52.75 |
2.9% |
19.50 |
1.1% |
96% |
True |
False |
938,856 |
20 |
1,806.75 |
1,754.00 |
52.75 |
2.9% |
16.25 |
0.9% |
96% |
True |
False |
475,605 |
40 |
1,806.75 |
1,728.75 |
78.00 |
4.3% |
15.75 |
0.9% |
97% |
True |
False |
240,508 |
60 |
1,806.75 |
1,633.50 |
173.25 |
9.6% |
16.50 |
0.9% |
99% |
True |
False |
162,078 |
80 |
1,806.75 |
1,613.00 |
193.75 |
10.7% |
16.25 |
0.9% |
99% |
True |
False |
121,682 |
100 |
1,806.75 |
1,613.00 |
193.75 |
10.7% |
15.25 |
0.8% |
99% |
True |
False |
97,356 |
120 |
1,806.75 |
1,581.25 |
225.50 |
12.5% |
14.50 |
0.8% |
99% |
True |
False |
81,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,002.25 |
2.618 |
1,927.25 |
1.618 |
1,881.25 |
1.000 |
1,852.75 |
0.618 |
1,835.25 |
HIGH |
1,806.75 |
0.618 |
1,789.25 |
0.500 |
1,783.75 |
0.382 |
1,778.25 |
LOW |
1,760.75 |
0.618 |
1,732.25 |
1.000 |
1,714.75 |
1.618 |
1,686.25 |
2.618 |
1,640.25 |
4.250 |
1,565.25 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,797.75 |
1,796.50 |
PP |
1,790.75 |
1,788.50 |
S1 |
1,783.75 |
1,780.50 |
|