Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,199.8 |
1,207.1 |
7.3 |
0.6% |
1,238.4 |
High |
1,205.6 |
1,215.9 |
10.3 |
0.9% |
1,250.6 |
Low |
1,197.7 |
1,207.1 |
9.4 |
0.8% |
1,188.7 |
Close |
1,205.1 |
1,214.1 |
9.0 |
0.7% |
1,205.1 |
Range |
7.9 |
8.8 |
0.9 |
11.4% |
61.9 |
ATR |
21.7 |
20.9 |
-0.8 |
-3.6% |
0.0 |
Volume |
184 |
140 |
-44 |
-23.9% |
706 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.8 |
1,235.2 |
1,218.9 |
|
R3 |
1,230.0 |
1,226.4 |
1,216.5 |
|
R2 |
1,221.2 |
1,221.2 |
1,215.7 |
|
R1 |
1,217.6 |
1,217.6 |
1,214.9 |
1,219.4 |
PP |
1,212.4 |
1,212.4 |
1,212.4 |
1,213.3 |
S1 |
1,208.8 |
1,208.8 |
1,213.3 |
1,210.6 |
S2 |
1,203.6 |
1,203.6 |
1,212.5 |
|
S3 |
1,194.8 |
1,200.0 |
1,211.7 |
|
S4 |
1,186.0 |
1,191.2 |
1,209.3 |
|
|
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 |
1,226.6 |
1,188.7 |
37.9 |
3.1% |
16.2 |
1.3% |
67% |
False |
False |
155 |
10 |
1,255.4 |
1,188.7 |
66.7 |
5.5% |
18.6 |
1.5% |
38% |
False |
False |
220 |
20 |
1,267.0 |
1,188.7 |
78.3 |
6.4% |
20.6 |
1.7% |
32% |
False |
False |
5,266 |
40 |
1,359.6 |
1,188.7 |
170.9 |
14.1% |
20.1 |
1.7% |
15% |
False |
False |
74,419 |
60 |
1,361.8 |
1,188.7 |
173.1 |
14.3% |
21.9 |
1.8% |
15% |
False |
False |
95,540 |
80 |
1,415.0 |
1,188.7 |
226.3 |
18.6% |
24.1 |
2.0% |
11% |
False |
False |
110,636 |
100 |
1,434.0 |
1,188.7 |
245.3 |
20.2% |
24.4 |
2.0% |
10% |
False |
False |
118,043 |
120 |
1,434.0 |
1,188.7 |
245.3 |
20.2% |
24.5 |
2.0% |
10% |
False |
False |
109,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,253.3 |
2.618 |
1,238.9 |
1.618 |
1,230.1 |
1.000 |
1,224.7 |
0.618 |
1,221.3 |
HIGH |
1,215.9 |
0.618 |
1,212.5 |
0.500 |
1,211.5 |
0.382 |
1,210.5 |
LOW |
1,207.1 |
0.618 |
1,201.7 |
1.000 |
1,198.3 |
1.618 |
1,192.9 |
2.618 |
1,184.1 |
4.250 |
1,169.7 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,213.2 |
1,211.4 |
PP |
1,212.4 |
1,208.6 |
S1 |
1,211.5 |
1,205.9 |
|