Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
3,057.0 |
3,092.0 |
35.0 |
1.1% |
3,057.0 |
High |
3,074.0 |
3,114.0 |
40.0 |
1.3% |
3,114.0 |
Low |
3,045.0 |
3,087.0 |
42.0 |
1.4% |
3,045.0 |
Close |
3,065.0 |
3,107.0 |
42.0 |
1.4% |
3,107.0 |
Range |
29.0 |
27.0 |
-2.0 |
-6.9% |
69.0 |
ATR |
40.2 |
40.8 |
0.6 |
1.6% |
0.0 |
Volume |
437,658 |
484,409 |
46,751 |
10.7% |
922,067 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,183.7 |
3,172.3 |
3,121.9 |
|
R3 |
3,156.7 |
3,145.3 |
3,114.4 |
|
R2 |
3,129.7 |
3,129.7 |
3,112.0 |
|
R1 |
3,118.3 |
3,118.3 |
3,109.5 |
3,124.0 |
PP |
3,102.7 |
3,102.7 |
3,102.7 |
3,105.5 |
S1 |
3,091.3 |
3,091.3 |
3,104.5 |
3,097.0 |
S2 |
3,075.7 |
3,075.7 |
3,102.1 |
|
S3 |
3,048.7 |
3,064.3 |
3,099.6 |
|
S4 |
3,021.7 |
3,037.3 |
3,092.2 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,295.7 |
3,270.3 |
3,145.0 |
|
R3 |
3,226.7 |
3,201.3 |
3,126.0 |
|
R2 |
3,157.7 |
3,157.7 |
3,119.7 |
|
R1 |
3,132.3 |
3,132.3 |
3,113.3 |
3,145.0 |
PP |
3,088.7 |
3,088.7 |
3,088.7 |
3,095.0 |
S1 |
3,063.3 |
3,063.3 |
3,100.7 |
3,076.0 |
S2 |
3,019.7 |
3,019.7 |
3,094.4 |
|
S3 |
2,950.7 |
2,994.3 |
3,088.0 |
|
S4 |
2,881.7 |
2,925.3 |
3,069.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,114.0 |
2,946.0 |
168.0 |
5.4% |
36.8 |
1.2% |
96% |
True |
False |
589,556 |
10 |
3,114.0 |
2,910.0 |
204.0 |
6.6% |
38.8 |
1.2% |
97% |
True |
False |
647,361 |
20 |
3,114.0 |
2,910.0 |
204.0 |
6.6% |
38.2 |
1.2% |
97% |
True |
False |
361,973 |
40 |
3,114.0 |
2,910.0 |
204.0 |
6.6% |
35.7 |
1.1% |
97% |
True |
False |
185,611 |
60 |
3,114.0 |
2,875.0 |
239.0 |
7.7% |
33.4 |
1.1% |
97% |
True |
False |
123,918 |
80 |
3,114.0 |
2,718.0 |
396.0 |
12.7% |
31.4 |
1.0% |
98% |
True |
False |
92,970 |
100 |
3,114.0 |
2,708.0 |
406.0 |
13.1% |
28.9 |
0.9% |
98% |
True |
False |
74,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,228.8 |
2.618 |
3,184.7 |
1.618 |
3,157.7 |
1.000 |
3,141.0 |
0.618 |
3,130.7 |
HIGH |
3,114.0 |
0.618 |
3,103.7 |
0.500 |
3,100.5 |
0.382 |
3,097.3 |
LOW |
3,087.0 |
0.618 |
3,070.3 |
1.000 |
3,060.0 |
1.618 |
3,043.3 |
2.618 |
3,016.3 |
4.250 |
2,972.3 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
3,104.8 |
3,094.7 |
PP |
3,102.7 |
3,082.3 |
S1 |
3,100.5 |
3,070.0 |
|