Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
3,517.50 |
3,471.25 |
-46.25 |
-1.3% |
3,493.00 |
High |
3,522.25 |
3,479.50 |
-42.75 |
-1.2% |
3,511.00 |
Low |
3,464.50 |
3,455.50 |
-9.00 |
-0.3% |
3,453.25 |
Close |
3,470.50 |
3,459.50 |
-11.00 |
-0.3% |
3,504.00 |
Range |
57.75 |
24.00 |
-33.75 |
-58.4% |
57.75 |
ATR |
32.62 |
32.01 |
-0.62 |
-1.9% |
0.00 |
Volume |
302,895 |
300,255 |
-2,640 |
-0.9% |
1,242,355 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,536.75 |
3,522.25 |
3,472.75 |
|
R3 |
3,512.75 |
3,498.25 |
3,466.00 |
|
R2 |
3,488.75 |
3,488.75 |
3,464.00 |
|
R1 |
3,474.25 |
3,474.25 |
3,461.75 |
3,469.50 |
PP |
3,464.75 |
3,464.75 |
3,464.75 |
3,462.50 |
S1 |
3,450.25 |
3,450.25 |
3,457.25 |
3,445.50 |
S2 |
3,440.75 |
3,440.75 |
3,455.00 |
|
S3 |
3,416.75 |
3,426.25 |
3,453.00 |
|
S4 |
3,392.75 |
3,402.25 |
3,446.25 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,662.75 |
3,641.00 |
3,535.75 |
|
R3 |
3,605.00 |
3,583.25 |
3,520.00 |
|
R2 |
3,547.25 |
3,547.25 |
3,514.50 |
|
R1 |
3,525.50 |
3,525.50 |
3,509.25 |
3,536.50 |
PP |
3,489.50 |
3,489.50 |
3,489.50 |
3,494.75 |
S1 |
3,467.75 |
3,467.75 |
3,498.75 |
3,478.50 |
S2 |
3,431.75 |
3,431.75 |
3,493.50 |
|
S3 |
3,374.00 |
3,410.00 |
3,488.00 |
|
S4 |
3,316.25 |
3,352.25 |
3,472.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,524.75 |
3,455.50 |
69.25 |
2.0% |
30.50 |
0.9% |
6% |
False |
True |
246,106 |
10 |
3,524.75 |
3,453.25 |
71.50 |
2.1% |
29.00 |
0.8% |
9% |
False |
False |
231,571 |
20 |
3,524.75 |
3,358.50 |
166.25 |
4.8% |
29.75 |
0.9% |
61% |
False |
False |
217,600 |
40 |
3,524.75 |
3,255.25 |
269.50 |
7.8% |
33.50 |
1.0% |
76% |
False |
False |
226,200 |
60 |
3,524.75 |
3,110.75 |
414.00 |
12.0% |
36.00 |
1.0% |
84% |
False |
False |
238,930 |
80 |
3,524.75 |
3,049.25 |
475.50 |
13.7% |
36.25 |
1.0% |
86% |
False |
False |
193,607 |
100 |
3,524.75 |
3,025.75 |
499.00 |
14.4% |
33.25 |
1.0% |
87% |
False |
False |
154,923 |
120 |
3,524.75 |
2,825.00 |
699.75 |
20.2% |
30.50 |
0.9% |
91% |
False |
False |
129,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,581.50 |
2.618 |
3,542.25 |
1.618 |
3,518.25 |
1.000 |
3,503.50 |
0.618 |
3,494.25 |
HIGH |
3,479.50 |
0.618 |
3,470.25 |
0.500 |
3,467.50 |
0.382 |
3,464.75 |
LOW |
3,455.50 |
0.618 |
3,440.75 |
1.000 |
3,431.50 |
1.618 |
3,416.75 |
2.618 |
3,392.75 |
4.250 |
3,353.50 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
3,467.50 |
3,490.00 |
PP |
3,464.75 |
3,479.75 |
S1 |
3,462.25 |
3,469.50 |
|