Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,218.6 |
1,190.0 |
-28.6 |
-2.3% |
1,238.0 |
High |
1,224.5 |
1,207.3 |
-17.2 |
-1.4% |
1,252.2 |
Low |
1,187.0 |
1,189.6 |
2.6 |
0.2% |
1,187.0 |
Close |
1,194.4 |
1,204.4 |
10.0 |
0.8% |
1,204.4 |
Range |
37.5 |
17.7 |
-19.8 |
-52.8% |
65.2 |
ATR |
24.6 |
24.1 |
-0.5 |
-2.0% |
0.0 |
Volume |
3,653 |
5,489 |
1,836 |
50.3% |
20,022 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,253.5 |
1,246.7 |
1,214.1 |
|
R3 |
1,235.8 |
1,229.0 |
1,209.3 |
|
R2 |
1,218.1 |
1,218.1 |
1,207.6 |
|
R1 |
1,211.3 |
1,211.3 |
1,206.0 |
1,214.7 |
PP |
1,200.4 |
1,200.4 |
1,200.4 |
1,202.2 |
S1 |
1,193.6 |
1,193.6 |
1,202.8 |
1,197.0 |
S2 |
1,182.7 |
1,182.7 |
1,201.2 |
|
S3 |
1,165.0 |
1,175.9 |
1,199.5 |
|
S4 |
1,147.3 |
1,158.2 |
1,194.7 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.1 |
1,372.5 |
1,240.3 |
|
R3 |
1,344.9 |
1,307.3 |
1,222.3 |
|
R2 |
1,279.7 |
1,279.7 |
1,216.4 |
|
R1 |
1,242.1 |
1,242.1 |
1,210.4 |
1,228.3 |
PP |
1,214.5 |
1,214.5 |
1,214.5 |
1,207.7 |
S1 |
1,176.9 |
1,176.9 |
1,198.4 |
1,163.1 |
S2 |
1,149.3 |
1,149.3 |
1,192.4 |
|
S3 |
1,084.1 |
1,111.7 |
1,186.5 |
|
S4 |
1,018.9 |
1,046.5 |
1,168.5 |
|
|
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 |
5.4% |
25.6 |
2.1% |
27% |
False |
False |
4,004 |
10 |
1,266.7 |
1,187.0 |
79.7 |
6.6% |
23.5 |
1.9% |
22% |
False |
False |
3,728 |
20 |
1,266.7 |
1,187.0 |
79.7 |
6.6% |
23.1 |
1.9% |
22% |
False |
False |
4,670 |
40 |
1,361.1 |
1,187.0 |
174.1 |
14.5% |
19.8 |
1.6% |
10% |
False |
False |
3,424 |
60 |
1,361.1 |
1,187.0 |
174.1 |
14.5% |
21.0 |
1.7% |
10% |
False |
False |
2,741 |
80 |
1,419.2 |
1,187.0 |
232.2 |
19.3% |
21.5 |
1.8% |
7% |
False |
False |
2,219 |
100 |
1,430.2 |
1,187.0 |
243.2 |
20.2% |
21.1 |
1.8% |
7% |
False |
False |
1,909 |
120 |
1,430.2 |
1,187.0 |
243.2 |
20.2% |
19.9 |
1.7% |
7% |
False |
False |
1,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,282.5 |
2.618 |
1,253.6 |
1.618 |
1,235.9 |
1.000 |
1,225.0 |
0.618 |
1,218.2 |
HIGH |
1,207.3 |
0.618 |
1,200.5 |
0.500 |
1,198.5 |
0.382 |
1,196.4 |
LOW |
1,189.6 |
0.618 |
1,178.7 |
1.000 |
1,171.9 |
1.618 |
1,161.0 |
2.618 |
1,143.3 |
4.250 |
1,114.4 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,202.4 |
1,215.6 |
PP |
1,200.4 |
1,211.9 |
S1 |
1,198.5 |
1,208.1 |
|