Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
5,341.0 |
5,317.0 |
-24.0 |
-0.4% |
5,234.0 |
High |
5,345.0 |
5,345.0 |
0.0 |
0.0% |
5,352.0 |
Low |
5,314.0 |
5,310.0 |
-4.0 |
-0.1% |
5,231.0 |
Close |
5,326.0 |
5,318.0 |
-8.0 |
-0.2% |
5,314.0 |
Range |
31.0 |
35.0 |
4.0 |
12.9% |
121.0 |
ATR |
49.7 |
48.6 |
-1.0 |
-2.1% |
0.0 |
Volume |
10,372 |
9,724 |
-648 |
-6.2% |
40,651 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,429.3 |
5,408.7 |
5,337.3 |
|
R3 |
5,394.3 |
5,373.7 |
5,327.6 |
|
R2 |
5,359.3 |
5,359.3 |
5,324.4 |
|
R1 |
5,338.7 |
5,338.7 |
5,321.2 |
5,349.0 |
PP |
5,324.3 |
5,324.3 |
5,324.3 |
5,329.5 |
S1 |
5,303.7 |
5,303.7 |
5,314.8 |
5,314.0 |
S2 |
5,289.3 |
5,289.3 |
5,311.6 |
|
S3 |
5,254.3 |
5,268.7 |
5,308.4 |
|
S4 |
5,219.3 |
5,233.7 |
5,298.8 |
|
|
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 |
5,231.0 |
121.0 |
2.3% |
42.4 |
0.8% |
72% |
False |
False |
12,149 |
10 |
5,352.0 |
5,027.0 |
325.0 |
6.1% |
51.0 |
1.0% |
90% |
False |
False |
38,123 |
20 |
5,352.0 |
4,993.0 |
359.0 |
6.8% |
50.6 |
1.0% |
91% |
False |
False |
20,723 |
40 |
5,394.0 |
4,993.0 |
401.0 |
7.5% |
29.0 |
0.5% |
81% |
False |
False |
10,398 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
22.3 |
0.4% |
80% |
False |
False |
6,957 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
17.8 |
0.3% |
80% |
False |
False |
5,231 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
14.2 |
0.3% |
80% |
False |
False |
4,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,493.8 |
2.618 |
5,436.6 |
1.618 |
5,401.6 |
1.000 |
5,380.0 |
0.618 |
5,366.6 |
HIGH |
5,345.0 |
0.618 |
5,331.6 |
0.500 |
5,327.5 |
0.382 |
5,323.4 |
LOW |
5,310.0 |
0.618 |
5,288.4 |
1.000 |
5,275.0 |
1.618 |
5,253.4 |
2.618 |
5,218.4 |
4.250 |
5,161.3 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,327.5 |
5,324.0 |
PP |
5,324.3 |
5,322.0 |
S1 |
5,321.2 |
5,320.0 |
|