Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,240.5 |
1,233.2 |
-7.3 |
-0.6% |
1,230.9 |
High |
1,248.3 |
1,244.2 |
-4.1 |
-0.3% |
1,266.7 |
Low |
1,227.4 |
1,216.4 |
-11.0 |
-0.9% |
1,221.3 |
Close |
1,230.9 |
1,235.8 |
4.9 |
0.4% |
1,235.3 |
Range |
20.9 |
27.8 |
6.9 |
33.0% |
45.4 |
ATR |
22.3 |
22.7 |
0.4 |
1.8% |
0.0 |
Volume |
3,157 |
5,361 |
2,204 |
69.8% |
17,263 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.5 |
1,303.5 |
1,251.1 |
|
R3 |
1,287.7 |
1,275.7 |
1,243.4 |
|
R2 |
1,259.9 |
1,259.9 |
1,240.9 |
|
R1 |
1,247.9 |
1,247.9 |
1,238.3 |
1,253.9 |
PP |
1,232.1 |
1,232.1 |
1,232.1 |
1,235.2 |
S1 |
1,220.1 |
1,220.1 |
1,233.3 |
1,226.1 |
S2 |
1,204.3 |
1,204.3 |
1,230.7 |
|
S3 |
1,176.5 |
1,192.3 |
1,228.2 |
|
S4 |
1,148.7 |
1,164.5 |
1,220.5 |
|
|
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 |
1,256.5 |
1,216.4 |
40.1 |
3.2% |
24.7 |
2.0% |
48% |
False |
True |
3,752 |
10 |
1,266.7 |
1,211.5 |
55.2 |
4.5% |
23.8 |
1.9% |
44% |
False |
False |
3,664 |
20 |
1,276.5 |
1,211.5 |
65.0 |
5.3% |
22.6 |
1.8% |
37% |
False |
False |
4,680 |
40 |
1,361.1 |
1,211.5 |
149.6 |
12.1% |
19.1 |
1.5% |
16% |
False |
False |
3,321 |
60 |
1,361.1 |
1,211.5 |
149.6 |
12.1% |
20.7 |
1.7% |
16% |
False |
False |
2,605 |
80 |
1,430.2 |
1,211.5 |
218.7 |
17.7% |
21.2 |
1.7% |
11% |
False |
False |
2,113 |
100 |
1,430.2 |
1,211.5 |
218.7 |
17.7% |
20.8 |
1.7% |
11% |
False |
False |
1,828 |
120 |
1,430.2 |
1,211.5 |
218.7 |
17.7% |
19.7 |
1.6% |
11% |
False |
False |
1,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.4 |
2.618 |
1,317.0 |
1.618 |
1,289.2 |
1.000 |
1,272.0 |
0.618 |
1,261.4 |
HIGH |
1,244.2 |
0.618 |
1,233.6 |
0.500 |
1,230.3 |
0.382 |
1,227.0 |
LOW |
1,216.4 |
0.618 |
1,199.2 |
1.000 |
1,188.6 |
1.618 |
1,171.4 |
2.618 |
1,143.6 |
4.250 |
1,098.3 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,234.0 |
1,235.3 |
PP |
1,232.1 |
1,234.8 |
S1 |
1,230.3 |
1,234.3 |
|