Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,109.0 |
5,191.0 |
82.0 |
1.6% |
5,045.0 |
High |
5,187.0 |
5,246.0 |
59.0 |
1.1% |
5,246.0 |
Low |
5,095.0 |
5,172.0 |
77.0 |
1.5% |
5,027.0 |
Close |
5,183.0 |
5,225.0 |
42.0 |
0.8% |
5,225.0 |
Range |
92.0 |
74.0 |
-18.0 |
-19.6% |
219.0 |
ATR |
49.1 |
50.9 |
1.8 |
3.6% |
0.0 |
Volume |
29,320 |
24,137 |
-5,183 |
-17.7% |
320,489 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,436.3 |
5,404.7 |
5,265.7 |
|
R3 |
5,362.3 |
5,330.7 |
5,245.4 |
|
R2 |
5,288.3 |
5,288.3 |
5,238.6 |
|
R1 |
5,256.7 |
5,256.7 |
5,231.8 |
5,272.5 |
PP |
5,214.3 |
5,214.3 |
5,214.3 |
5,222.3 |
S1 |
5,182.7 |
5,182.7 |
5,218.2 |
5,198.5 |
S2 |
5,140.3 |
5,140.3 |
5,211.4 |
|
S3 |
5,066.3 |
5,108.7 |
5,204.7 |
|
S4 |
4,992.3 |
5,034.7 |
5,184.3 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,823.0 |
5,743.0 |
5,345.5 |
|
R3 |
5,604.0 |
5,524.0 |
5,285.2 |
|
R2 |
5,385.0 |
5,385.0 |
5,265.2 |
|
R1 |
5,305.0 |
5,305.0 |
5,245.1 |
5,345.0 |
PP |
5,166.0 |
5,166.0 |
5,166.0 |
5,186.0 |
S1 |
5,086.0 |
5,086.0 |
5,204.9 |
5,126.0 |
S2 |
4,947.0 |
4,947.0 |
5,184.9 |
|
S3 |
4,728.0 |
4,867.0 |
5,164.8 |
|
S4 |
4,509.0 |
4,648.0 |
5,104.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,246.0 |
5,027.0 |
219.0 |
4.2% |
59.6 |
1.1% |
90% |
True |
False |
64,097 |
10 |
5,246.0 |
4,993.0 |
253.0 |
4.8% |
58.4 |
1.1% |
92% |
True |
False |
35,191 |
20 |
5,350.0 |
4,993.0 |
357.0 |
6.8% |
40.9 |
0.8% |
65% |
False |
False |
17,719 |
40 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
24.7 |
0.5% |
57% |
False |
False |
8,892 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
19.3 |
0.4% |
57% |
False |
False |
5,947 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
15.1 |
0.3% |
57% |
False |
False |
4,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,560.5 |
2.618 |
5,439.7 |
1.618 |
5,365.7 |
1.000 |
5,320.0 |
0.618 |
5,291.7 |
HIGH |
5,246.0 |
0.618 |
5,217.7 |
0.500 |
5,209.0 |
0.382 |
5,200.3 |
LOW |
5,172.0 |
0.618 |
5,126.3 |
1.000 |
5,098.0 |
1.618 |
5,052.3 |
2.618 |
4,978.3 |
4.250 |
4,857.5 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,219.7 |
5,200.2 |
PP |
5,214.3 |
5,175.3 |
S1 |
5,209.0 |
5,150.5 |
|