Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,262.1 |
1,254.2 |
-7.9 |
-0.6% |
1,251.9 |
High |
1,263.4 |
1,256.5 |
-6.9 |
-0.5% |
1,251.9 |
Low |
1,251.9 |
1,223.4 |
-28.5 |
-2.3% |
1,211.5 |
Close |
1,257.9 |
1,225.6 |
-32.3 |
-2.6% |
1,229.6 |
Range |
11.5 |
33.1 |
21.6 |
187.8% |
40.4 |
ATR |
21.7 |
22.6 |
0.9 |
4.2% |
0.0 |
Volume |
2,106 |
3,775 |
1,669 |
79.2% |
18,660 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.5 |
1,313.1 |
1,243.8 |
|
R3 |
1,301.4 |
1,280.0 |
1,234.7 |
|
R2 |
1,268.3 |
1,268.3 |
1,231.7 |
|
R1 |
1,246.9 |
1,246.9 |
1,228.6 |
1,241.1 |
PP |
1,235.2 |
1,235.2 |
1,235.2 |
1,232.2 |
S1 |
1,213.8 |
1,213.8 |
1,222.6 |
1,208.0 |
S2 |
1,202.1 |
1,202.1 |
1,219.5 |
|
S3 |
1,169.0 |
1,180.7 |
1,216.5 |
|
S4 |
1,135.9 |
1,147.6 |
1,207.4 |
|
|
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 |
4.5% |
24.4 |
2.0% |
26% |
False |
False |
3,756 |
10 |
1,266.7 |
1,211.5 |
55.2 |
4.5% |
25.0 |
2.0% |
26% |
False |
False |
3,644 |
20 |
1,294.8 |
1,211.5 |
83.3 |
6.8% |
20.5 |
1.7% |
17% |
False |
False |
4,326 |
40 |
1,361.1 |
1,211.5 |
149.6 |
12.2% |
19.3 |
1.6% |
9% |
False |
False |
3,021 |
60 |
1,375.3 |
1,211.5 |
163.8 |
13.4% |
20.6 |
1.7% |
9% |
False |
False |
2,395 |
80 |
1,430.2 |
1,211.5 |
218.7 |
17.8% |
21.0 |
1.7% |
6% |
False |
False |
1,956 |
100 |
1,430.2 |
1,211.5 |
218.7 |
17.8% |
20.5 |
1.7% |
6% |
False |
False |
1,719 |
120 |
1,430.2 |
1,194.4 |
235.8 |
19.2% |
19.8 |
1.6% |
13% |
False |
False |
1,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,397.2 |
2.618 |
1,343.2 |
1.618 |
1,310.1 |
1.000 |
1,289.6 |
0.618 |
1,277.0 |
HIGH |
1,256.5 |
0.618 |
1,243.9 |
0.500 |
1,240.0 |
0.382 |
1,236.0 |
LOW |
1,223.4 |
0.618 |
1,202.9 |
1.000 |
1,190.3 |
1.618 |
1,169.8 |
2.618 |
1,136.7 |
4.250 |
1,082.7 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,240.0 |
1,245.1 |
PP |
1,235.2 |
1,238.6 |
S1 |
1,230.4 |
1,232.1 |
|