Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,230.9 |
1,240.2 |
9.3 |
0.8% |
1,251.9 |
High |
1,243.0 |
1,266.7 |
23.7 |
1.9% |
1,251.9 |
Low |
1,227.0 |
1,238.5 |
11.5 |
0.9% |
1,211.5 |
Close |
1,234.8 |
1,261.7 |
26.9 |
2.2% |
1,229.6 |
Range |
16.0 |
28.2 |
12.2 |
76.3% |
40.4 |
ATR |
21.8 |
22.5 |
0.7 |
3.3% |
0.0 |
Volume |
5,600 |
1,674 |
-3,926 |
-70.1% |
18,660 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.2 |
1,329.2 |
1,277.2 |
|
R3 |
1,312.0 |
1,301.0 |
1,269.5 |
|
R2 |
1,283.8 |
1,283.8 |
1,266.9 |
|
R1 |
1,272.8 |
1,272.8 |
1,264.3 |
1,278.3 |
PP |
1,255.6 |
1,255.6 |
1,255.6 |
1,258.4 |
S1 |
1,244.6 |
1,244.6 |
1,259.1 |
1,250.1 |
S2 |
1,227.4 |
1,227.4 |
1,256.5 |
|
S3 |
1,199.2 |
1,216.4 |
1,253.9 |
|
S4 |
1,171.0 |
1,188.2 |
1,246.2 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.2 |
1,331.3 |
1,251.8 |
|
R3 |
1,311.8 |
1,290.9 |
1,240.7 |
|
R2 |
1,271.4 |
1,271.4 |
1,237.0 |
|
R1 |
1,250.5 |
1,250.5 |
1,233.3 |
1,240.8 |
PP |
1,231.0 |
1,231.0 |
1,231.0 |
1,226.1 |
S1 |
1,210.1 |
1,210.1 |
1,225.9 |
1,200.4 |
S2 |
1,190.6 |
1,190.6 |
1,222.2 |
|
S3 |
1,150.2 |
1,169.7 |
1,218.5 |
|
S4 |
1,109.8 |
1,129.3 |
1,207.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,266.7 |
1,211.5 |
55.2 |
4.4% |
28.4 |
2.2% |
91% |
True |
False |
3,740 |
10 |
1,266.7 |
1,211.5 |
55.2 |
4.4% |
24.0 |
1.9% |
91% |
True |
False |
4,952 |
20 |
1,294.8 |
1,211.5 |
83.3 |
6.6% |
20.0 |
1.6% |
60% |
False |
False |
4,318 |
40 |
1,361.1 |
1,211.5 |
149.6 |
11.9% |
19.4 |
1.5% |
34% |
False |
False |
2,955 |
60 |
1,375.3 |
1,211.5 |
163.8 |
13.0% |
21.3 |
1.7% |
31% |
False |
False |
2,305 |
80 |
1,430.2 |
1,211.5 |
218.7 |
17.3% |
21.0 |
1.7% |
23% |
False |
False |
1,894 |
100 |
1,430.2 |
1,211.5 |
218.7 |
17.3% |
20.5 |
1.6% |
23% |
False |
False |
1,683 |
120 |
1,430.2 |
1,194.4 |
235.8 |
18.7% |
19.7 |
1.6% |
29% |
False |
False |
1,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.6 |
2.618 |
1,340.5 |
1.618 |
1,312.3 |
1.000 |
1,294.9 |
0.618 |
1,284.1 |
HIGH |
1,266.7 |
0.618 |
1,255.9 |
0.500 |
1,252.6 |
0.382 |
1,249.3 |
LOW |
1,238.5 |
0.618 |
1,221.1 |
1.000 |
1,210.3 |
1.618 |
1,192.9 |
2.618 |
1,164.7 |
4.250 |
1,118.7 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,258.7 |
1,254.2 |
PP |
1,255.6 |
1,246.6 |
S1 |
1,252.6 |
1,239.1 |
|