Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,233.2 |
1,218.6 |
-14.6 |
-1.2% |
1,230.9 |
High |
1,244.2 |
1,224.5 |
-19.7 |
-1.6% |
1,266.7 |
Low |
1,216.4 |
1,187.0 |
-29.4 |
-2.4% |
1,221.3 |
Close |
1,235.8 |
1,194.4 |
-41.4 |
-3.4% |
1,235.3 |
Range |
27.8 |
37.5 |
9.7 |
34.9% |
45.4 |
ATR |
22.7 |
24.6 |
1.9 |
8.2% |
0.0 |
Volume |
5,361 |
3,653 |
-1,708 |
-31.9% |
17,263 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.5 |
1,291.9 |
1,215.0 |
|
R3 |
1,277.0 |
1,254.4 |
1,204.7 |
|
R2 |
1,239.5 |
1,239.5 |
1,201.3 |
|
R1 |
1,216.9 |
1,216.9 |
1,197.8 |
1,209.5 |
PP |
1,202.0 |
1,202.0 |
1,202.0 |
1,198.2 |
S1 |
1,179.4 |
1,179.4 |
1,191.0 |
1,172.0 |
S2 |
1,164.5 |
1,164.5 |
1,187.5 |
|
S3 |
1,127.0 |
1,141.9 |
1,184.1 |
|
S4 |
1,089.5 |
1,104.4 |
1,173.8 |
|
|
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 |
1,252.2 |
1,187.0 |
65.2 |
5.5% |
25.6 |
2.1% |
11% |
False |
True |
3,728 |
10 |
1,266.7 |
1,187.0 |
79.7 |
6.7% |
25.0 |
2.1% |
9% |
False |
True |
3,742 |
20 |
1,266.7 |
1,187.0 |
79.7 |
6.7% |
22.8 |
1.9% |
9% |
False |
True |
4,550 |
40 |
1,361.1 |
1,187.0 |
174.1 |
14.6% |
19.8 |
1.7% |
4% |
False |
True |
3,308 |
60 |
1,361.1 |
1,187.0 |
174.1 |
14.6% |
21.0 |
1.8% |
4% |
False |
True |
2,654 |
80 |
1,430.2 |
1,187.0 |
243.2 |
20.4% |
21.5 |
1.8% |
3% |
False |
True |
2,158 |
100 |
1,430.2 |
1,187.0 |
243.2 |
20.4% |
21.1 |
1.8% |
3% |
False |
True |
1,856 |
120 |
1,430.2 |
1,187.0 |
243.2 |
20.4% |
19.9 |
1.7% |
3% |
False |
True |
1,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.9 |
2.618 |
1,322.7 |
1.618 |
1,285.2 |
1.000 |
1,262.0 |
0.618 |
1,247.7 |
HIGH |
1,224.5 |
0.618 |
1,210.2 |
0.500 |
1,205.8 |
0.382 |
1,201.3 |
LOW |
1,187.0 |
0.618 |
1,163.8 |
1.000 |
1,149.5 |
1.618 |
1,126.3 |
2.618 |
1,088.8 |
4.250 |
1,027.6 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,205.8 |
1,217.7 |
PP |
1,202.0 |
1,209.9 |
S1 |
1,198.2 |
1,202.2 |
|