Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,804.00 |
1,802.50 |
-1.50 |
-0.1% |
1,768.50 |
High |
1,806.75 |
1,818.00 |
11.25 |
0.6% |
1,818.00 |
Low |
1,795.00 |
1,802.50 |
7.50 |
0.4% |
1,754.00 |
Close |
1,802.00 |
1,814.50 |
12.50 |
0.7% |
1,814.50 |
Range |
11.75 |
15.50 |
3.75 |
31.9% |
64.00 |
ATR |
17.35 |
17.25 |
-0.10 |
-0.6% |
0.00 |
Volume |
1,516,505 |
1,356,110 |
-160,395 |
-10.6% |
9,194,472 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,858.25 |
1,851.75 |
1,823.00 |
|
R3 |
1,842.75 |
1,836.25 |
1,818.75 |
|
R2 |
1,827.25 |
1,827.25 |
1,817.25 |
|
R1 |
1,820.75 |
1,820.75 |
1,816.00 |
1,824.00 |
PP |
1,811.75 |
1,811.75 |
1,811.75 |
1,813.25 |
S1 |
1,805.25 |
1,805.25 |
1,813.00 |
1,808.50 |
S2 |
1,796.25 |
1,796.25 |
1,811.75 |
|
S3 |
1,780.75 |
1,789.75 |
1,810.25 |
|
S4 |
1,765.25 |
1,774.25 |
1,806.00 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.50 |
1,965.00 |
1,849.75 |
|
R3 |
1,923.50 |
1,901.00 |
1,832.00 |
|
R2 |
1,859.50 |
1,859.50 |
1,826.25 |
|
R1 |
1,837.00 |
1,837.00 |
1,820.25 |
1,848.25 |
PP |
1,795.50 |
1,795.50 |
1,795.50 |
1,801.00 |
S1 |
1,773.00 |
1,773.00 |
1,808.75 |
1,784.25 |
S2 |
1,731.50 |
1,731.50 |
1,802.75 |
|
S3 |
1,667.50 |
1,709.00 |
1,797.00 |
|
S4 |
1,603.50 |
1,645.00 |
1,779.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,818.00 |
1,754.00 |
64.00 |
3.5% |
23.50 |
1.3% |
95% |
True |
False |
1,838,894 |
10 |
1,818.00 |
1,754.00 |
64.00 |
3.5% |
18.75 |
1.0% |
95% |
True |
False |
1,215,581 |
20 |
1,818.00 |
1,754.00 |
64.00 |
3.5% |
15.75 |
0.9% |
95% |
True |
False |
618,890 |
40 |
1,818.00 |
1,729.50 |
88.50 |
4.9% |
15.75 |
0.9% |
96% |
True |
False |
312,050 |
60 |
1,818.00 |
1,633.50 |
184.50 |
10.2% |
16.75 |
0.9% |
98% |
True |
False |
209,808 |
80 |
1,818.00 |
1,613.00 |
205.00 |
11.3% |
16.00 |
0.9% |
98% |
True |
False |
157,587 |
100 |
1,818.00 |
1,613.00 |
205.00 |
11.3% |
15.25 |
0.8% |
98% |
True |
False |
126,082 |
120 |
1,818.00 |
1,582.50 |
235.50 |
13.0% |
14.50 |
0.8% |
99% |
True |
False |
105,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,884.00 |
2.618 |
1,858.50 |
1.618 |
1,843.00 |
1.000 |
1,833.50 |
0.618 |
1,827.50 |
HIGH |
1,818.00 |
0.618 |
1,812.00 |
0.500 |
1,810.25 |
0.382 |
1,808.50 |
LOW |
1,802.50 |
0.618 |
1,793.00 |
1.000 |
1,787.00 |
1.618 |
1,777.50 |
2.618 |
1,762.00 |
4.250 |
1,736.50 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,813.00 |
1,806.00 |
PP |
1,811.75 |
1,797.75 |
S1 |
1,810.25 |
1,789.50 |
|