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 |
1,202.5 |
1,197.8 |
-4.7 |
-0.4% |
1,237.3 |
High |
1,205.6 |
1,205.1 |
-0.5 |
0.0% |
1,251.7 |
Low |
1,191.8 |
1,195.5 |
3.7 |
0.3% |
1,186.0 |
Close |
1,197.0 |
1,203.3 |
6.3 |
0.5% |
1,203.7 |
Range |
13.8 |
9.6 |
-4.2 |
-30.4% |
65.7 |
ATR |
24.5 |
23.4 |
-1.1 |
-4.3% |
0.0 |
Volume |
84,975 |
43,489 |
-41,486 |
-48.8% |
762,571 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,230.1 |
1,226.3 |
1,208.6 |
|
R3 |
1,220.5 |
1,216.7 |
1,205.9 |
|
R2 |
1,210.9 |
1,210.9 |
1,205.1 |
|
R1 |
1,207.1 |
1,207.1 |
1,204.2 |
1,209.0 |
PP |
1,201.3 |
1,201.3 |
1,201.3 |
1,202.3 |
S1 |
1,197.5 |
1,197.5 |
1,202.4 |
1,199.4 |
S2 |
1,191.7 |
1,191.7 |
1,201.5 |
|
S3 |
1,182.1 |
1,187.9 |
1,200.7 |
|
S4 |
1,172.5 |
1,178.3 |
1,198.0 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.9 |
1,373.0 |
1,239.8 |
|
R3 |
1,345.2 |
1,307.3 |
1,221.8 |
|
R2 |
1,279.5 |
1,279.5 |
1,215.7 |
|
R1 |
1,241.6 |
1,241.6 |
1,209.7 |
1,227.7 |
PP |
1,213.8 |
1,213.8 |
1,213.8 |
1,206.9 |
S1 |
1,175.9 |
1,175.9 |
1,197.7 |
1,162.0 |
S2 |
1,148.1 |
1,148.1 |
1,191.7 |
|
S3 |
1,082.4 |
1,110.2 |
1,185.6 |
|
S4 |
1,016.7 |
1,044.5 |
1,167.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,244.0 |
1,186.0 |
58.0 |
4.8% |
22.2 |
1.8% |
30% |
False |
False |
126,859 |
10 |
1,263.2 |
1,186.0 |
77.2 |
6.4% |
22.2 |
1.8% |
22% |
False |
False |
127,862 |
20 |
1,267.5 |
1,186.0 |
81.5 |
6.8% |
23.8 |
2.0% |
21% |
False |
False |
133,114 |
40 |
1,360.9 |
1,186.0 |
174.9 |
14.5% |
21.4 |
1.8% |
10% |
False |
False |
76,224 |
60 |
1,362.3 |
1,186.0 |
176.3 |
14.7% |
22.7 |
1.9% |
10% |
False |
False |
52,072 |
80 |
1,416.7 |
1,186.0 |
230.7 |
19.2% |
24.0 |
2.0% |
7% |
False |
False |
39,600 |
100 |
1,433.7 |
1,186.0 |
247.7 |
20.6% |
23.5 |
2.0% |
7% |
False |
False |
31,978 |
120 |
1,433.7 |
1,186.0 |
247.7 |
20.6% |
22.7 |
1.9% |
7% |
False |
False |
26,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,245.9 |
2.618 |
1,230.2 |
1.618 |
1,220.6 |
1.000 |
1,214.7 |
0.618 |
1,211.0 |
HIGH |
1,205.1 |
0.618 |
1,201.4 |
0.500 |
1,200.3 |
0.382 |
1,199.2 |
LOW |
1,195.5 |
0.618 |
1,189.6 |
1.000 |
1,185.9 |
1.618 |
1,180.0 |
2.618 |
1,170.4 |
4.250 |
1,154.7 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,202.3 |
1,201.4 |
PP |
1,201.3 |
1,199.4 |
S1 |
1,200.3 |
1,197.5 |
|