Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,772.00 |
1,804.00 |
32.00 |
1.8% |
1,799.75 |
High |
1,806.75 |
1,806.75 |
0.00 |
0.0% |
1,805.25 |
Low |
1,760.75 |
1,795.00 |
34.25 |
1.9% |
1,765.50 |
Close |
1,804.75 |
1,802.00 |
-2.75 |
-0.2% |
1,768.50 |
Range |
46.00 |
11.75 |
-34.25 |
-74.5% |
39.75 |
ATR |
17.78 |
17.35 |
-0.43 |
-2.4% |
0.00 |
Volume |
2,702,375 |
1,516,505 |
-1,185,870 |
-43.9% |
2,961,340 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.50 |
1,831.00 |
1,808.50 |
|
R3 |
1,824.75 |
1,819.25 |
1,805.25 |
|
R2 |
1,813.00 |
1,813.00 |
1,804.25 |
|
R1 |
1,807.50 |
1,807.50 |
1,803.00 |
1,804.50 |
PP |
1,801.25 |
1,801.25 |
1,801.25 |
1,799.75 |
S1 |
1,795.75 |
1,795.75 |
1,801.00 |
1,792.50 |
S2 |
1,789.50 |
1,789.50 |
1,799.75 |
|
S3 |
1,777.75 |
1,784.00 |
1,798.75 |
|
S4 |
1,766.00 |
1,772.25 |
1,795.50 |
|
|
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% |
91% |
True |
False |
1,879,371 |
10 |
1,806.75 |
1,754.00 |
52.75 |
2.9% |
19.25 |
1.1% |
91% |
True |
False |
1,086,662 |
20 |
1,806.75 |
1,754.00 |
52.75 |
2.9% |
16.00 |
0.9% |
91% |
True |
False |
551,258 |
40 |
1,806.75 |
1,729.50 |
77.25 |
4.3% |
15.50 |
0.9% |
94% |
True |
False |
278,239 |
60 |
1,806.75 |
1,633.50 |
173.25 |
9.6% |
16.50 |
0.9% |
97% |
True |
False |
187,297 |
80 |
1,806.75 |
1,613.00 |
193.75 |
10.8% |
16.00 |
0.9% |
98% |
True |
False |
140,637 |
100 |
1,806.75 |
1,613.00 |
193.75 |
10.8% |
15.25 |
0.9% |
98% |
True |
False |
112,521 |
120 |
1,806.75 |
1,582.50 |
224.25 |
12.4% |
14.50 |
0.8% |
98% |
True |
False |
93,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,856.75 |
2.618 |
1,837.50 |
1.618 |
1,825.75 |
1.000 |
1,818.50 |
0.618 |
1,814.00 |
HIGH |
1,806.75 |
0.618 |
1,802.25 |
0.500 |
1,801.00 |
0.382 |
1,799.50 |
LOW |
1,795.00 |
0.618 |
1,787.75 |
1.000 |
1,783.25 |
1.618 |
1,776.00 |
2.618 |
1,764.25 |
4.250 |
1,745.00 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,801.50 |
1,796.00 |
PP |
1,801.25 |
1,789.75 |
S1 |
1,801.00 |
1,783.75 |
|