Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,344.0 |
5,341.0 |
-3.0 |
-0.1% |
5,234.0 |
High |
5,352.0 |
5,345.0 |
-7.0 |
-0.1% |
5,352.0 |
Low |
5,296.0 |
5,314.0 |
18.0 |
0.3% |
5,231.0 |
Close |
5,314.0 |
5,326.0 |
12.0 |
0.2% |
5,314.0 |
Range |
56.0 |
31.0 |
-25.0 |
-44.6% |
121.0 |
ATR |
51.1 |
49.7 |
-1.4 |
-2.8% |
0.0 |
Volume |
13,005 |
10,372 |
-2,633 |
-20.2% |
40,651 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,421.3 |
5,404.7 |
5,343.1 |
|
R3 |
5,390.3 |
5,373.7 |
5,334.5 |
|
R2 |
5,359.3 |
5,359.3 |
5,331.7 |
|
R1 |
5,342.7 |
5,342.7 |
5,328.8 |
5,335.5 |
PP |
5,328.3 |
5,328.3 |
5,328.3 |
5,324.8 |
S1 |
5,311.7 |
5,311.7 |
5,323.2 |
5,304.5 |
S2 |
5,297.3 |
5,297.3 |
5,320.3 |
|
S3 |
5,266.3 |
5,280.7 |
5,317.5 |
|
S4 |
5,235.3 |
5,249.7 |
5,309.0 |
|
|
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 |
5,172.0 |
180.0 |
3.4% |
50.2 |
0.9% |
86% |
False |
False |
15,032 |
10 |
5,352.0 |
5,006.0 |
346.0 |
6.5% |
54.1 |
1.0% |
92% |
False |
False |
38,752 |
20 |
5,352.0 |
4,993.0 |
359.0 |
6.7% |
49.2 |
0.9% |
93% |
False |
False |
20,251 |
40 |
5,394.0 |
4,993.0 |
401.0 |
7.5% |
28.1 |
0.5% |
83% |
False |
False |
10,154 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
21.7 |
0.4% |
82% |
False |
False |
6,794 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
17.3 |
0.3% |
82% |
False |
False |
5,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,476.8 |
2.618 |
5,426.2 |
1.618 |
5,395.2 |
1.000 |
5,376.0 |
0.618 |
5,364.2 |
HIGH |
5,345.0 |
0.618 |
5,333.2 |
0.500 |
5,329.5 |
0.382 |
5,325.8 |
LOW |
5,314.0 |
0.618 |
5,294.8 |
1.000 |
5,283.0 |
1.618 |
5,263.8 |
2.618 |
5,232.8 |
4.250 |
5,182.3 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,329.5 |
5,321.5 |
PP |
5,328.3 |
5,317.0 |
S1 |
5,327.2 |
5,312.5 |
|