Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,191.0 |
5,234.0 |
43.0 |
0.8% |
5,045.0 |
High |
5,246.0 |
5,277.0 |
31.0 |
0.6% |
5,246.0 |
Low |
5,172.0 |
5,231.0 |
59.0 |
1.1% |
5,027.0 |
Close |
5,225.0 |
5,269.0 |
44.0 |
0.8% |
5,225.0 |
Range |
74.0 |
46.0 |
-28.0 |
-37.8% |
219.0 |
ATR |
50.9 |
51.0 |
0.1 |
0.2% |
0.0 |
Volume |
24,137 |
17,601 |
-6,536 |
-27.1% |
320,489 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,397.0 |
5,379.0 |
5,294.3 |
|
R3 |
5,351.0 |
5,333.0 |
5,281.7 |
|
R2 |
5,305.0 |
5,305.0 |
5,277.4 |
|
R1 |
5,287.0 |
5,287.0 |
5,273.2 |
5,296.0 |
PP |
5,259.0 |
5,259.0 |
5,259.0 |
5,263.5 |
S1 |
5,241.0 |
5,241.0 |
5,264.8 |
5,250.0 |
S2 |
5,213.0 |
5,213.0 |
5,260.6 |
|
S3 |
5,167.0 |
5,195.0 |
5,256.4 |
|
S4 |
5,121.0 |
5,149.0 |
5,243.7 |
|
|
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 |
5,277.0 |
5,050.0 |
227.0 |
4.3% |
60.8 |
1.2% |
96% |
True |
False |
50,241 |
10 |
5,277.0 |
4,993.0 |
284.0 |
5.4% |
58.4 |
1.1% |
97% |
True |
False |
36,936 |
20 |
5,350.0 |
4,993.0 |
357.0 |
6.8% |
43.2 |
0.8% |
77% |
False |
False |
18,599 |
40 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
25.9 |
0.5% |
68% |
False |
False |
9,331 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
19.9 |
0.4% |
68% |
False |
False |
6,239 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
15.7 |
0.3% |
68% |
False |
False |
4,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,472.5 |
2.618 |
5,397.4 |
1.618 |
5,351.4 |
1.000 |
5,323.0 |
0.618 |
5,305.4 |
HIGH |
5,277.0 |
0.618 |
5,259.4 |
0.500 |
5,254.0 |
0.382 |
5,248.6 |
LOW |
5,231.0 |
0.618 |
5,202.6 |
1.000 |
5,185.0 |
1.618 |
5,156.6 |
2.618 |
5,110.6 |
4.250 |
5,035.5 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,264.0 |
5,241.3 |
PP |
5,259.0 |
5,213.7 |
S1 |
5,254.0 |
5,186.0 |
|