Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,213.8 |
1,197.4 |
-16.4 |
-1.4% |
1,202.5 |
High |
1,215.8 |
1,214.0 |
-1.8 |
-0.1% |
1,218.9 |
Low |
1,193.3 |
1,181.4 |
-11.9 |
-1.0% |
1,191.8 |
Close |
1,203.8 |
1,202.3 |
-1.5 |
-0.1% |
1,214.0 |
Range |
22.5 |
32.6 |
10.1 |
44.9% |
27.1 |
ATR |
22.0 |
22.7 |
0.8 |
3.5% |
0.0 |
Volume |
79,943 |
123,138 |
43,195 |
54.0% |
266,871 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.0 |
1,282.3 |
1,220.2 |
|
R3 |
1,264.4 |
1,249.7 |
1,211.3 |
|
R2 |
1,231.8 |
1,231.8 |
1,208.3 |
|
R1 |
1,217.1 |
1,217.1 |
1,205.3 |
1,224.5 |
PP |
1,199.2 |
1,199.2 |
1,199.2 |
1,202.9 |
S1 |
1,184.5 |
1,184.5 |
1,199.3 |
1,191.9 |
S2 |
1,166.6 |
1,166.6 |
1,196.3 |
|
S3 |
1,134.0 |
1,151.9 |
1,193.3 |
|
S4 |
1,101.4 |
1,119.3 |
1,184.4 |
|
|
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 |
1,181.4 |
37.5 |
3.1% |
18.0 |
1.5% |
56% |
False |
True |
76,995 |
10 |
1,247.6 |
1,181.4 |
66.2 |
5.5% |
21.3 |
1.8% |
32% |
False |
True |
111,071 |
20 |
1,267.5 |
1,181.4 |
86.1 |
7.2% |
23.2 |
1.9% |
24% |
False |
True |
123,812 |
40 |
1,326.8 |
1,181.4 |
145.4 |
12.1% |
21.2 |
1.8% |
14% |
False |
True |
83,932 |
60 |
1,362.3 |
1,181.4 |
180.9 |
15.0% |
21.8 |
1.8% |
12% |
False |
True |
57,628 |
80 |
1,391.5 |
1,181.4 |
210.1 |
17.5% |
23.4 |
1.9% |
10% |
False |
True |
43,772 |
100 |
1,433.7 |
1,181.4 |
252.3 |
21.0% |
23.4 |
1.9% |
8% |
False |
True |
35,340 |
120 |
1,433.7 |
1,181.4 |
252.3 |
21.0% |
22.9 |
1.9% |
8% |
False |
True |
29,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,352.6 |
2.618 |
1,299.3 |
1.618 |
1,266.7 |
1.000 |
1,246.6 |
0.618 |
1,234.1 |
HIGH |
1,214.0 |
0.618 |
1,201.5 |
0.500 |
1,197.7 |
0.382 |
1,193.9 |
LOW |
1,181.4 |
0.618 |
1,161.3 |
1.000 |
1,148.8 |
1.618 |
1,128.7 |
2.618 |
1,096.1 |
4.250 |
1,042.9 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,200.8 |
1,201.6 |
PP |
1,199.2 |
1,200.9 |
S1 |
1,197.7 |
1,200.2 |
|