Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,240.2 |
1,262.1 |
21.9 |
1.8% |
1,251.9 |
High |
1,266.7 |
1,263.4 |
-3.3 |
-0.3% |
1,251.9 |
Low |
1,238.5 |
1,251.9 |
13.4 |
1.1% |
1,211.5 |
Close |
1,261.7 |
1,257.9 |
-3.8 |
-0.3% |
1,229.6 |
Range |
28.2 |
11.5 |
-16.7 |
-59.2% |
40.4 |
ATR |
22.5 |
21.7 |
-0.8 |
-3.5% |
0.0 |
Volume |
1,674 |
2,106 |
432 |
25.8% |
18,660 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,292.2 |
1,286.6 |
1,264.2 |
|
R3 |
1,280.7 |
1,275.1 |
1,261.1 |
|
R2 |
1,269.2 |
1,269.2 |
1,260.0 |
|
R1 |
1,263.6 |
1,263.6 |
1,259.0 |
1,260.7 |
PP |
1,257.7 |
1,257.7 |
1,257.7 |
1,256.3 |
S1 |
1,252.1 |
1,252.1 |
1,256.8 |
1,249.2 |
S2 |
1,246.2 |
1,246.2 |
1,255.8 |
|
S3 |
1,234.7 |
1,240.6 |
1,254.7 |
|
S4 |
1,223.2 |
1,229.1 |
1,251.6 |
|
|
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% |
22.9 |
1.8% |
84% |
False |
False |
3,576 |
10 |
1,266.7 |
1,211.5 |
55.2 |
4.4% |
23.4 |
1.9% |
84% |
False |
False |
4,526 |
20 |
1,294.8 |
1,211.5 |
83.3 |
6.6% |
19.4 |
1.5% |
56% |
False |
False |
4,276 |
40 |
1,361.1 |
1,211.5 |
149.6 |
11.9% |
18.9 |
1.5% |
31% |
False |
False |
3,003 |
60 |
1,375.3 |
1,211.5 |
163.8 |
13.0% |
21.3 |
1.7% |
28% |
False |
False |
2,338 |
80 |
1,430.2 |
1,211.5 |
218.7 |
17.4% |
20.9 |
1.7% |
21% |
False |
False |
1,914 |
100 |
1,430.2 |
1,211.5 |
218.7 |
17.4% |
20.3 |
1.6% |
21% |
False |
False |
1,694 |
120 |
1,430.2 |
1,194.4 |
235.8 |
18.7% |
19.6 |
1.6% |
27% |
False |
False |
1,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.3 |
2.618 |
1,293.5 |
1.618 |
1,282.0 |
1.000 |
1,274.9 |
0.618 |
1,270.5 |
HIGH |
1,263.4 |
0.618 |
1,259.0 |
0.500 |
1,257.7 |
0.382 |
1,256.3 |
LOW |
1,251.9 |
0.618 |
1,244.8 |
1.000 |
1,240.4 |
1.618 |
1,233.3 |
2.618 |
1,221.8 |
4.250 |
1,203.0 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,257.8 |
1,254.2 |
PP |
1,257.7 |
1,250.5 |
S1 |
1,257.7 |
1,246.9 |
|