Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,210.9 |
1,213.8 |
2.9 |
0.2% |
1,202.5 |
High |
1,218.9 |
1,215.8 |
-3.1 |
-0.3% |
1,218.9 |
Low |
1,208.5 |
1,193.3 |
-15.2 |
-1.3% |
1,191.8 |
Close |
1,214.0 |
1,203.8 |
-10.2 |
-0.8% |
1,214.0 |
Range |
10.4 |
22.5 |
12.1 |
116.3% |
27.1 |
ATR |
21.9 |
22.0 |
0.0 |
0.2% |
0.0 |
Volume |
83,755 |
79,943 |
-3,812 |
-4.6% |
266,871 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.8 |
1,260.3 |
1,216.2 |
|
R3 |
1,249.3 |
1,237.8 |
1,210.0 |
|
R2 |
1,226.8 |
1,226.8 |
1,207.9 |
|
R1 |
1,215.3 |
1,215.3 |
1,205.9 |
1,209.8 |
PP |
1,204.3 |
1,204.3 |
1,204.3 |
1,201.6 |
S1 |
1,192.8 |
1,192.8 |
1,201.7 |
1,187.3 |
S2 |
1,181.8 |
1,181.8 |
1,199.7 |
|
S3 |
1,159.3 |
1,170.3 |
1,197.6 |
|
S4 |
1,136.8 |
1,147.8 |
1,191.4 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.5 |
1,278.9 |
1,228.9 |
|
R3 |
1,262.4 |
1,251.8 |
1,221.5 |
|
R2 |
1,235.3 |
1,235.3 |
1,219.0 |
|
R1 |
1,224.7 |
1,224.7 |
1,216.5 |
1,230.0 |
PP |
1,208.2 |
1,208.2 |
1,208.2 |
1,210.9 |
S1 |
1,197.6 |
1,197.6 |
1,211.5 |
1,202.9 |
S2 |
1,181.1 |
1,181.1 |
1,209.0 |
|
S3 |
1,154.0 |
1,170.5 |
1,206.5 |
|
S4 |
1,126.9 |
1,143.4 |
1,199.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,218.9 |
1,191.8 |
27.1 |
2.3% |
14.2 |
1.2% |
44% |
False |
False |
69,362 |
10 |
1,251.7 |
1,186.0 |
65.7 |
5.5% |
20.5 |
1.7% |
27% |
False |
False |
110,938 |
20 |
1,267.5 |
1,186.0 |
81.5 |
6.8% |
23.3 |
1.9% |
22% |
False |
False |
124,960 |
40 |
1,327.4 |
1,186.0 |
141.4 |
11.7% |
20.9 |
1.7% |
13% |
False |
False |
81,034 |
60 |
1,362.3 |
1,186.0 |
176.3 |
14.6% |
21.5 |
1.8% |
10% |
False |
False |
55,595 |
80 |
1,393.4 |
1,186.0 |
207.4 |
17.2% |
23.3 |
1.9% |
9% |
False |
False |
42,248 |
100 |
1,433.7 |
1,186.0 |
247.7 |
20.6% |
23.4 |
1.9% |
7% |
False |
False |
34,135 |
120 |
1,433.7 |
1,186.0 |
247.7 |
20.6% |
22.7 |
1.9% |
7% |
False |
False |
28,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.4 |
2.618 |
1,274.7 |
1.618 |
1,252.2 |
1.000 |
1,238.3 |
0.618 |
1,229.7 |
HIGH |
1,215.8 |
0.618 |
1,207.2 |
0.500 |
1,204.6 |
0.382 |
1,201.9 |
LOW |
1,193.3 |
0.618 |
1,179.4 |
1.000 |
1,170.8 |
1.618 |
1,156.9 |
2.618 |
1,134.4 |
4.250 |
1,097.7 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,204.6 |
1,206.1 |
PP |
1,204.3 |
1,205.3 |
S1 |
1,204.1 |
1,204.6 |
|