Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,234.0 |
5,299.0 |
65.0 |
1.2% |
5,045.0 |
High |
5,277.0 |
5,317.0 |
40.0 |
0.8% |
5,246.0 |
Low |
5,231.0 |
5,273.0 |
42.0 |
0.8% |
5,027.0 |
Close |
5,269.0 |
5,316.0 |
47.0 |
0.9% |
5,225.0 |
Range |
46.0 |
44.0 |
-2.0 |
-4.3% |
219.0 |
ATR |
51.0 |
50.7 |
-0.2 |
-0.4% |
0.0 |
Volume |
17,601 |
10,045 |
-7,556 |
-42.9% |
320,489 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,434.0 |
5,419.0 |
5,340.2 |
|
R3 |
5,390.0 |
5,375.0 |
5,328.1 |
|
R2 |
5,346.0 |
5,346.0 |
5,324.1 |
|
R1 |
5,331.0 |
5,331.0 |
5,320.0 |
5,338.5 |
PP |
5,302.0 |
5,302.0 |
5,302.0 |
5,305.8 |
S1 |
5,287.0 |
5,287.0 |
5,312.0 |
5,294.5 |
S2 |
5,258.0 |
5,258.0 |
5,307.9 |
|
S3 |
5,214.0 |
5,243.0 |
5,303.9 |
|
S4 |
5,170.0 |
5,199.0 |
5,291.8 |
|
|
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 |
5,317.0 |
5,055.0 |
262.0 |
4.9% |
58.4 |
1.1% |
100% |
True |
False |
30,815 |
10 |
5,317.0 |
4,993.0 |
324.0 |
6.1% |
59.2 |
1.1% |
100% |
True |
False |
37,665 |
20 |
5,339.0 |
4,993.0 |
346.0 |
6.5% |
45.4 |
0.9% |
93% |
False |
False |
19,102 |
40 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
27.0 |
0.5% |
79% |
False |
False |
9,578 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
20.6 |
0.4% |
79% |
False |
False |
6,407 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
16.2 |
0.3% |
79% |
False |
False |
4,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,504.0 |
2.618 |
5,432.2 |
1.618 |
5,388.2 |
1.000 |
5,361.0 |
0.618 |
5,344.2 |
HIGH |
5,317.0 |
0.618 |
5,300.2 |
0.500 |
5,295.0 |
0.382 |
5,289.8 |
LOW |
5,273.0 |
0.618 |
5,245.8 |
1.000 |
5,229.0 |
1.618 |
5,201.8 |
2.618 |
5,157.8 |
4.250 |
5,086.0 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,309.0 |
5,292.2 |
PP |
5,302.0 |
5,268.3 |
S1 |
5,295.0 |
5,244.5 |
|