Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,239.4 |
1,260.0 |
20.6 |
1.7% |
1,248.8 |
High |
1,268.0 |
1,261.6 |
-6.4 |
-0.5% |
1,251.0 |
Low |
1,238.6 |
1,253.8 |
15.2 |
1.2% |
1,211.9 |
Close |
1,262.4 |
1,258.6 |
-3.8 |
-0.3% |
1,230.3 |
Range |
29.4 |
7.8 |
-21.6 |
-73.5% |
39.1 |
ATR |
21.3 |
20.4 |
-0.9 |
-4.3% |
0.0 |
Volume |
1,268 |
1,264 |
-4 |
-0.3% |
4,750 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.4 |
1,277.8 |
1,262.9 |
|
R3 |
1,273.6 |
1,270.0 |
1,260.7 |
|
R2 |
1,265.8 |
1,265.8 |
1,260.0 |
|
R1 |
1,262.2 |
1,262.2 |
1,259.3 |
1,260.1 |
PP |
1,258.0 |
1,258.0 |
1,258.0 |
1,257.0 |
S1 |
1,254.4 |
1,254.4 |
1,257.9 |
1,252.3 |
S2 |
1,250.2 |
1,250.2 |
1,257.2 |
|
S3 |
1,242.4 |
1,246.6 |
1,256.5 |
|
S4 |
1,234.6 |
1,238.8 |
1,254.3 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.4 |
1,328.4 |
1,251.8 |
|
R3 |
1,309.3 |
1,289.3 |
1,241.1 |
|
R2 |
1,270.2 |
1,270.2 |
1,237.5 |
|
R1 |
1,250.2 |
1,250.2 |
1,233.9 |
1,240.7 |
PP |
1,231.1 |
1,231.1 |
1,231.1 |
1,226.3 |
S1 |
1,211.1 |
1,211.1 |
1,226.7 |
1,201.6 |
S2 |
1,192.0 |
1,192.0 |
1,223.1 |
|
S3 |
1,152.9 |
1,172.0 |
1,219.5 |
|
S4 |
1,113.8 |
1,132.9 |
1,208.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,268.0 |
1,211.9 |
56.1 |
4.5% |
21.7 |
1.7% |
83% |
False |
False |
1,387 |
10 |
1,268.0 |
1,211.9 |
56.1 |
4.5% |
22.0 |
1.7% |
83% |
False |
False |
1,440 |
20 |
1,295.0 |
1,211.9 |
83.1 |
6.6% |
18.0 |
1.4% |
56% |
False |
False |
1,510 |
40 |
1,362.0 |
1,211.9 |
150.1 |
11.9% |
17.4 |
1.4% |
31% |
False |
False |
1,160 |
60 |
1,376.1 |
1,211.9 |
164.2 |
13.0% |
18.3 |
1.5% |
28% |
False |
False |
946 |
80 |
1,431.7 |
1,211.9 |
219.8 |
17.5% |
17.7 |
1.4% |
21% |
False |
False |
866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.8 |
2.618 |
1,282.0 |
1.618 |
1,274.2 |
1.000 |
1,269.4 |
0.618 |
1,266.4 |
HIGH |
1,261.6 |
0.618 |
1,258.6 |
0.500 |
1,257.7 |
0.382 |
1,256.8 |
LOW |
1,253.8 |
0.618 |
1,249.0 |
1.000 |
1,246.0 |
1.618 |
1,241.2 |
2.618 |
1,233.4 |
4.250 |
1,220.7 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,258.3 |
1,255.1 |
PP |
1,258.0 |
1,251.6 |
S1 |
1,257.7 |
1,248.1 |
|