Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,238.0 |
1,240.5 |
2.5 |
0.2% |
1,230.9 |
High |
1,252.2 |
1,248.3 |
-3.9 |
-0.3% |
1,266.7 |
Low |
1,228.0 |
1,227.4 |
-0.6 |
0.0% |
1,221.3 |
Close |
1,245.2 |
1,230.9 |
-14.3 |
-1.1% |
1,235.3 |
Range |
24.2 |
20.9 |
-3.3 |
-13.6% |
45.4 |
ATR |
22.4 |
22.3 |
-0.1 |
-0.5% |
0.0 |
Volume |
2,362 |
3,157 |
795 |
33.7% |
17,263 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.2 |
1,285.5 |
1,242.4 |
|
R3 |
1,277.3 |
1,264.6 |
1,236.6 |
|
R2 |
1,256.4 |
1,256.4 |
1,234.7 |
|
R1 |
1,243.7 |
1,243.7 |
1,232.8 |
1,239.6 |
PP |
1,235.5 |
1,235.5 |
1,235.5 |
1,233.5 |
S1 |
1,222.8 |
1,222.8 |
1,229.0 |
1,218.7 |
S2 |
1,214.6 |
1,214.6 |
1,227.1 |
|
S3 |
1,193.7 |
1,201.9 |
1,225.2 |
|
S4 |
1,172.8 |
1,181.0 |
1,219.4 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.3 |
1,351.7 |
1,260.3 |
|
R3 |
1,331.9 |
1,306.3 |
1,247.8 |
|
R2 |
1,286.5 |
1,286.5 |
1,243.6 |
|
R1 |
1,260.9 |
1,260.9 |
1,239.5 |
1,273.7 |
PP |
1,241.1 |
1,241.1 |
1,241.1 |
1,247.5 |
S1 |
1,215.5 |
1,215.5 |
1,231.1 |
1,228.3 |
S2 |
1,195.7 |
1,195.7 |
1,227.0 |
|
S3 |
1,150.3 |
1,170.1 |
1,222.8 |
|
S4 |
1,104.9 |
1,124.7 |
1,210.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,263.4 |
1,221.3 |
42.1 |
3.4% |
21.5 |
1.7% |
23% |
False |
False |
3,101 |
10 |
1,266.7 |
1,211.5 |
55.2 |
4.5% |
24.9 |
2.0% |
35% |
False |
False |
3,420 |
20 |
1,278.7 |
1,211.5 |
67.2 |
5.5% |
21.6 |
1.8% |
29% |
False |
False |
4,490 |
40 |
1,361.1 |
1,211.5 |
149.6 |
12.2% |
19.2 |
1.6% |
13% |
False |
False |
3,193 |
60 |
1,361.1 |
1,211.5 |
149.6 |
12.2% |
20.6 |
1.7% |
13% |
False |
False |
2,519 |
80 |
1,430.2 |
1,211.5 |
218.7 |
17.8% |
21.1 |
1.7% |
9% |
False |
False |
2,058 |
100 |
1,430.2 |
1,211.5 |
218.7 |
17.8% |
20.5 |
1.7% |
9% |
False |
False |
1,781 |
120 |
1,430.2 |
1,194.4 |
235.8 |
19.2% |
19.9 |
1.6% |
15% |
False |
False |
1,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.1 |
2.618 |
1,303.0 |
1.618 |
1,282.1 |
1.000 |
1,269.2 |
0.618 |
1,261.2 |
HIGH |
1,248.3 |
0.618 |
1,240.3 |
0.500 |
1,237.9 |
0.382 |
1,235.4 |
LOW |
1,227.4 |
0.618 |
1,214.5 |
1.000 |
1,206.5 |
1.618 |
1,193.6 |
2.618 |
1,172.7 |
4.250 |
1,138.6 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,237.9 |
1,236.8 |
PP |
1,235.5 |
1,234.8 |
S1 |
1,233.2 |
1,232.9 |
|