Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,299.0 |
5,344.0 |
45.0 |
0.8% |
5,234.0 |
High |
5,317.0 |
5,352.0 |
35.0 |
0.7% |
5,352.0 |
Low |
5,273.0 |
5,296.0 |
23.0 |
0.4% |
5,231.0 |
Close |
5,316.0 |
5,314.0 |
-2.0 |
0.0% |
5,314.0 |
Range |
44.0 |
56.0 |
12.0 |
27.3% |
121.0 |
ATR |
50.7 |
51.1 |
0.4 |
0.7% |
0.0 |
Volume |
10,045 |
13,005 |
2,960 |
29.5% |
40,651 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,488.7 |
5,457.3 |
5,344.8 |
|
R3 |
5,432.7 |
5,401.3 |
5,329.4 |
|
R2 |
5,376.7 |
5,376.7 |
5,324.3 |
|
R1 |
5,345.3 |
5,345.3 |
5,319.1 |
5,333.0 |
PP |
5,320.7 |
5,320.7 |
5,320.7 |
5,314.5 |
S1 |
5,289.3 |
5,289.3 |
5,308.9 |
5,277.0 |
S2 |
5,264.7 |
5,264.7 |
5,303.7 |
|
S3 |
5,208.7 |
5,233.3 |
5,298.6 |
|
S4 |
5,152.7 |
5,177.3 |
5,283.2 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,662.0 |
5,609.0 |
5,380.6 |
|
R3 |
5,541.0 |
5,488.0 |
5,347.3 |
|
R2 |
5,420.0 |
5,420.0 |
5,336.2 |
|
R1 |
5,367.0 |
5,367.0 |
5,325.1 |
5,393.5 |
PP |
5,299.0 |
5,299.0 |
5,299.0 |
5,312.3 |
S1 |
5,246.0 |
5,246.0 |
5,302.9 |
5,272.5 |
S2 |
5,178.0 |
5,178.0 |
5,291.8 |
|
S3 |
5,057.0 |
5,125.0 |
5,280.7 |
|
S4 |
4,936.0 |
5,004.0 |
5,247.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,352.0 |
5,095.0 |
257.0 |
4.8% |
62.4 |
1.2% |
85% |
True |
False |
18,821 |
10 |
5,352.0 |
4,993.0 |
359.0 |
6.8% |
60.1 |
1.1% |
89% |
True |
False |
38,375 |
20 |
5,352.0 |
4,993.0 |
359.0 |
6.8% |
47.7 |
0.9% |
89% |
True |
False |
19,744 |
40 |
5,394.0 |
4,993.0 |
401.0 |
7.5% |
28.0 |
0.5% |
80% |
False |
False |
9,896 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
21.5 |
0.4% |
79% |
False |
False |
6,623 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
16.9 |
0.3% |
79% |
False |
False |
4,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,590.0 |
2.618 |
5,498.6 |
1.618 |
5,442.6 |
1.000 |
5,408.0 |
0.618 |
5,386.6 |
HIGH |
5,352.0 |
0.618 |
5,330.6 |
0.500 |
5,324.0 |
0.382 |
5,317.4 |
LOW |
5,296.0 |
0.618 |
5,261.4 |
1.000 |
5,240.0 |
1.618 |
5,205.4 |
2.618 |
5,149.4 |
4.250 |
5,058.0 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,324.0 |
5,306.5 |
PP |
5,320.7 |
5,299.0 |
S1 |
5,317.3 |
5,291.5 |
|