Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
16,178.57 |
16,225.25 |
46.68 |
0.3% |
15,759.60 |
High |
16,287.84 |
16,318.11 |
30.27 |
0.2% |
16,287.84 |
Low |
16,178.57 |
16,225.25 |
46.68 |
0.3% |
15,759.60 |
Close |
16,221.14 |
16,294.61 |
73.47 |
0.5% |
16,221.14 |
Range |
109.27 |
92.86 |
-16.41 |
-15.0% |
528.24 |
ATR |
125.57 |
123.53 |
-2.04 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,557.90 |
16,519.12 |
16,345.68 |
|
R3 |
16,465.04 |
16,426.26 |
16,320.15 |
|
R2 |
16,372.18 |
16,372.18 |
16,311.63 |
|
R1 |
16,333.40 |
16,333.40 |
16,303.12 |
16,352.79 |
PP |
16,279.32 |
16,279.32 |
16,279.32 |
16,289.02 |
S1 |
16,240.54 |
16,240.54 |
16,286.10 |
16,259.93 |
S2 |
16,186.46 |
16,186.46 |
16,277.59 |
|
S3 |
16,093.60 |
16,147.68 |
16,269.07 |
|
S4 |
16,000.74 |
16,054.82 |
16,243.54 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,674.25 |
17,475.93 |
16,511.67 |
|
R3 |
17,146.01 |
16,947.69 |
16,366.41 |
|
R2 |
16,617.77 |
16,617.77 |
16,317.98 |
|
R1 |
16,419.45 |
16,419.45 |
16,269.56 |
16,518.61 |
PP |
16,089.53 |
16,089.53 |
16,089.53 |
16,139.11 |
S1 |
15,891.21 |
15,891.21 |
16,172.72 |
15,990.37 |
S2 |
15,561.29 |
15,561.29 |
16,124.30 |
|
S3 |
15,033.05 |
15,362.97 |
16,075.87 |
|
S4 |
14,504.81 |
14,834.73 |
15,930.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,318.11 |
15,808.92 |
509.19 |
3.1% |
144.19 |
0.9% |
95% |
True |
False |
|
10 |
16,318.11 |
15,703.79 |
614.32 |
3.8% |
133.69 |
0.8% |
96% |
True |
False |
|
20 |
16,318.11 |
15,703.79 |
614.32 |
3.8% |
117.20 |
0.7% |
96% |
True |
False |
|
40 |
16,318.11 |
15,522.18 |
795.93 |
4.9% |
114.60 |
0.7% |
97% |
True |
False |
|
60 |
16,318.11 |
14,719.43 |
1,598.68 |
9.8% |
122.94 |
0.8% |
99% |
True |
False |
|
80 |
16,318.11 |
14,719.43 |
1,598.68 |
9.8% |
123.62 |
0.8% |
99% |
True |
False |
|
100 |
16,318.11 |
14,719.43 |
1,598.68 |
9.8% |
123.09 |
0.8% |
99% |
True |
False |
|
120 |
16,318.11 |
14,719.43 |
1,598.68 |
9.8% |
119.98 |
0.7% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,712.77 |
2.618 |
16,561.22 |
1.618 |
16,468.36 |
1.000 |
16,410.97 |
0.618 |
16,375.50 |
HIGH |
16,318.11 |
0.618 |
16,282.64 |
0.500 |
16,271.68 |
0.382 |
16,260.72 |
LOW |
16,225.25 |
0.618 |
16,167.86 |
1.000 |
16,132.39 |
1.618 |
16,075.00 |
2.618 |
15,982.14 |
4.250 |
15,830.60 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
16,286.97 |
16,269.68 |
PP |
16,279.32 |
16,244.75 |
S1 |
16,271.68 |
16,219.83 |
|