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 |
1,197.8 |
1,203.8 |
6.0 |
0.5% |
1,237.3 |
High |
1,205.1 |
1,215.4 |
10.3 |
0.9% |
1,251.7 |
Low |
1,195.5 |
1,200.5 |
5.0 |
0.4% |
1,186.0 |
Close |
1,203.3 |
1,212.3 |
9.0 |
0.7% |
1,203.7 |
Range |
9.6 |
14.9 |
5.3 |
55.2% |
65.7 |
ATR |
23.4 |
22.8 |
-0.6 |
-2.6% |
0.0 |
Volume |
43,489 |
54,652 |
11,163 |
25.7% |
762,571 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.1 |
1,248.1 |
1,220.5 |
|
R3 |
1,239.2 |
1,233.2 |
1,216.4 |
|
R2 |
1,224.3 |
1,224.3 |
1,215.0 |
|
R1 |
1,218.3 |
1,218.3 |
1,213.7 |
1,221.3 |
PP |
1,209.4 |
1,209.4 |
1,209.4 |
1,210.9 |
S1 |
1,203.4 |
1,203.4 |
1,210.9 |
1,206.4 |
S2 |
1,194.5 |
1,194.5 |
1,209.6 |
|
S3 |
1,179.6 |
1,188.5 |
1,208.2 |
|
S4 |
1,164.7 |
1,173.6 |
1,204.1 |
|
|
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 |
1,226.0 |
1,186.0 |
40.0 |
3.3% |
19.4 |
1.6% |
66% |
False |
False |
105,664 |
10 |
1,256.5 |
1,186.0 |
70.5 |
5.8% |
22.4 |
1.8% |
37% |
False |
False |
121,283 |
20 |
1,267.5 |
1,186.0 |
81.5 |
6.7% |
23.6 |
1.9% |
32% |
False |
False |
130,171 |
40 |
1,360.3 |
1,186.0 |
174.3 |
14.4% |
21.2 |
1.8% |
15% |
False |
False |
77,232 |
60 |
1,362.3 |
1,186.0 |
176.3 |
14.5% |
22.1 |
1.8% |
15% |
False |
False |
52,944 |
80 |
1,414.0 |
1,186.0 |
228.0 |
18.8% |
23.7 |
2.0% |
12% |
False |
False |
40,256 |
100 |
1,433.7 |
1,186.0 |
247.7 |
20.4% |
23.4 |
1.9% |
11% |
False |
False |
32,514 |
120 |
1,433.7 |
1,186.0 |
247.7 |
20.4% |
22.7 |
1.9% |
11% |
False |
False |
27,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.7 |
2.618 |
1,254.4 |
1.618 |
1,239.5 |
1.000 |
1,230.3 |
0.618 |
1,224.6 |
HIGH |
1,215.4 |
0.618 |
1,209.7 |
0.500 |
1,208.0 |
0.382 |
1,206.2 |
LOW |
1,200.5 |
0.618 |
1,191.3 |
1.000 |
1,185.6 |
1.618 |
1,176.4 |
2.618 |
1,161.5 |
4.250 |
1,137.2 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,210.9 |
1,209.4 |
PP |
1,209.4 |
1,206.5 |
S1 |
1,208.0 |
1,203.6 |
|