Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,205.2 |
1,199.8 |
-5.4 |
-0.4% |
1,238.4 |
High |
1,205.2 |
1,205.6 |
0.4 |
0.0% |
1,250.6 |
Low |
1,195.9 |
1,197.7 |
1.8 |
0.2% |
1,188.7 |
Close |
1,198.4 |
1,205.1 |
6.7 |
0.6% |
1,205.1 |
Range |
9.3 |
7.9 |
-1.4 |
-15.1% |
61.9 |
ATR |
22.8 |
21.7 |
-1.1 |
-4.7% |
0.0 |
Volume |
123 |
184 |
61 |
49.6% |
706 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,226.5 |
1,223.7 |
1,209.4 |
|
R3 |
1,218.6 |
1,215.8 |
1,207.3 |
|
R2 |
1,210.7 |
1,210.7 |
1,206.5 |
|
R1 |
1,207.9 |
1,207.9 |
1,205.8 |
1,209.3 |
PP |
1,202.8 |
1,202.8 |
1,202.8 |
1,203.5 |
S1 |
1,200.0 |
1,200.0 |
1,204.4 |
1,201.4 |
S2 |
1,194.9 |
1,194.9 |
1,203.7 |
|
S3 |
1,187.0 |
1,192.1 |
1,202.9 |
|
S4 |
1,179.1 |
1,184.2 |
1,200.8 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.5 |
1,364.7 |
1,239.1 |
|
R3 |
1,338.6 |
1,302.8 |
1,222.1 |
|
R2 |
1,276.7 |
1,276.7 |
1,216.4 |
|
R1 |
1,240.9 |
1,240.9 |
1,210.8 |
1,227.9 |
PP |
1,214.8 |
1,214.8 |
1,214.8 |
1,208.3 |
S1 |
1,179.0 |
1,179.0 |
1,199.4 |
1,166.0 |
S2 |
1,152.9 |
1,152.9 |
1,193.8 |
|
S3 |
1,091.0 |
1,117.1 |
1,188.1 |
|
S4 |
1,029.1 |
1,055.2 |
1,171.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,245.1 |
1,188.7 |
56.4 |
4.7% |
20.0 |
1.7% |
29% |
False |
False |
149 |
10 |
1,261.9 |
1,188.7 |
73.2 |
6.1% |
18.7 |
1.6% |
22% |
False |
False |
221 |
20 |
1,267.0 |
1,188.7 |
78.3 |
6.5% |
21.1 |
1.7% |
21% |
False |
False |
14,180 |
40 |
1,360.4 |
1,188.7 |
171.7 |
14.2% |
20.4 |
1.7% |
10% |
False |
False |
77,595 |
60 |
1,361.8 |
1,188.7 |
173.1 |
14.4% |
22.6 |
1.9% |
9% |
False |
False |
99,085 |
80 |
1,416.4 |
1,188.7 |
227.7 |
18.9% |
24.6 |
2.0% |
7% |
False |
False |
113,209 |
100 |
1,434.0 |
1,188.7 |
245.3 |
20.4% |
24.6 |
2.0% |
7% |
False |
False |
119,021 |
120 |
1,434.0 |
1,188.7 |
245.3 |
20.4% |
24.6 |
2.0% |
7% |
False |
False |
109,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,239.2 |
2.618 |
1,226.3 |
1.618 |
1,218.4 |
1.000 |
1,213.5 |
0.618 |
1,210.5 |
HIGH |
1,205.6 |
0.618 |
1,202.6 |
0.500 |
1,201.7 |
0.382 |
1,200.7 |
LOW |
1,197.7 |
0.618 |
1,192.8 |
1.000 |
1,189.8 |
1.618 |
1,184.9 |
2.618 |
1,177.0 |
4.250 |
1,164.1 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,204.0 |
1,203.2 |
PP |
1,202.8 |
1,201.3 |
S1 |
1,201.7 |
1,199.4 |
|