Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
3,471.25 |
3,457.00 |
-14.25 |
-0.4% |
3,505.00 |
High |
3,479.50 |
3,478.25 |
-1.25 |
0.0% |
3,524.75 |
Low |
3,455.50 |
3,449.75 |
-5.75 |
-0.2% |
3,449.75 |
Close |
3,459.50 |
3,457.50 |
-2.00 |
-0.1% |
3,457.50 |
Range |
24.00 |
28.50 |
4.50 |
18.8% |
75.00 |
ATR |
32.01 |
31.75 |
-0.25 |
-0.8% |
0.00 |
Volume |
300,255 |
152,854 |
-147,401 |
-49.1% |
1,128,471 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,547.25 |
3,531.00 |
3,473.25 |
|
R3 |
3,518.75 |
3,502.50 |
3,465.25 |
|
R2 |
3,490.25 |
3,490.25 |
3,462.75 |
|
R1 |
3,474.00 |
3,474.00 |
3,460.00 |
3,482.00 |
PP |
3,461.75 |
3,461.75 |
3,461.75 |
3,466.00 |
S1 |
3,445.50 |
3,445.50 |
3,455.00 |
3,453.50 |
S2 |
3,433.25 |
3,433.25 |
3,452.25 |
|
S3 |
3,404.75 |
3,417.00 |
3,449.75 |
|
S4 |
3,376.25 |
3,388.50 |
3,441.75 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,702.25 |
3,655.00 |
3,498.75 |
|
R3 |
3,627.25 |
3,580.00 |
3,478.00 |
|
R2 |
3,552.25 |
3,552.25 |
3,471.25 |
|
R1 |
3,505.00 |
3,505.00 |
3,464.50 |
3,491.00 |
PP |
3,477.25 |
3,477.25 |
3,477.25 |
3,470.50 |
S1 |
3,430.00 |
3,430.00 |
3,450.50 |
3,416.00 |
S2 |
3,402.25 |
3,402.25 |
3,443.75 |
|
S3 |
3,327.25 |
3,355.00 |
3,437.00 |
|
S4 |
3,252.25 |
3,280.00 |
3,416.25 |
|
|
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 |
3,449.75 |
75.00 |
2.2% |
29.25 |
0.8% |
10% |
False |
True |
225,694 |
10 |
3,524.75 |
3,449.75 |
75.00 |
2.2% |
29.25 |
0.8% |
10% |
False |
True |
237,082 |
20 |
3,524.75 |
3,358.50 |
166.25 |
4.8% |
29.75 |
0.9% |
60% |
False |
False |
213,956 |
40 |
3,524.75 |
3,306.75 |
218.00 |
6.3% |
32.75 |
0.9% |
69% |
False |
False |
224,778 |
60 |
3,524.75 |
3,110.75 |
414.00 |
12.0% |
36.25 |
1.0% |
84% |
False |
False |
237,937 |
80 |
3,524.75 |
3,049.25 |
475.50 |
13.8% |
36.00 |
1.0% |
86% |
False |
False |
195,516 |
100 |
3,524.75 |
3,025.75 |
499.00 |
14.4% |
33.25 |
1.0% |
87% |
False |
False |
156,450 |
120 |
3,524.75 |
2,873.00 |
651.75 |
18.9% |
30.50 |
0.9% |
90% |
False |
False |
130,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,599.50 |
2.618 |
3,552.75 |
1.618 |
3,524.25 |
1.000 |
3,506.75 |
0.618 |
3,495.75 |
HIGH |
3,478.25 |
0.618 |
3,467.25 |
0.500 |
3,464.00 |
0.382 |
3,460.75 |
LOW |
3,449.75 |
0.618 |
3,432.25 |
1.000 |
3,421.25 |
1.618 |
3,403.75 |
2.618 |
3,375.25 |
4.250 |
3,328.50 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
3,464.00 |
3,486.00 |
PP |
3,461.75 |
3,476.50 |
S1 |
3,459.75 |
3,467.00 |
|