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 |
15,910 |
16,040 |
130 |
0.8% |
15,545 |
High |
16,100 |
16,160 |
60 |
0.4% |
16,100 |
Low |
15,825 |
15,940 |
115 |
0.7% |
15,245 |
Close |
16,000 |
16,130 |
130 |
0.8% |
16,000 |
Range |
275 |
220 |
-55 |
-20.0% |
855 |
ATR |
280 |
275 |
-4 |
-1.5% |
0 |
Volume |
8,058 |
7,008 |
-1,050 |
-13.0% |
52,061 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,737 |
16,653 |
16,251 |
|
R3 |
16,517 |
16,433 |
16,191 |
|
R2 |
16,297 |
16,297 |
16,170 |
|
R1 |
16,213 |
16,213 |
16,150 |
16,255 |
PP |
16,077 |
16,077 |
16,077 |
16,098 |
S1 |
15,993 |
15,993 |
16,110 |
16,035 |
S2 |
15,857 |
15,857 |
16,090 |
|
S3 |
15,637 |
15,773 |
16,070 |
|
S4 |
15,417 |
15,553 |
16,009 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,347 |
18,028 |
16,470 |
|
R3 |
17,492 |
17,173 |
16,235 |
|
R2 |
16,637 |
16,637 |
16,157 |
|
R1 |
16,318 |
16,318 |
16,079 |
16,478 |
PP |
15,782 |
15,782 |
15,782 |
15,861 |
S1 |
15,463 |
15,463 |
15,922 |
15,623 |
S2 |
14,927 |
14,927 |
15,843 |
|
S3 |
14,072 |
14,608 |
15,765 |
|
S4 |
13,217 |
13,753 |
15,530 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,160 |
15,300 |
860 |
5.3% |
297 |
1.8% |
97% |
True |
False |
9,481 |
10 |
16,160 |
15,245 |
915 |
5.7% |
291 |
1.8% |
97% |
True |
False |
13,623 |
20 |
16,160 |
15,170 |
990 |
6.1% |
288 |
1.8% |
97% |
True |
False |
9,074 |
40 |
16,160 |
14,070 |
2,090 |
13.0% |
214 |
1.3% |
99% |
True |
False |
4,550 |
60 |
16,160 |
13,905 |
2,255 |
14.0% |
178 |
1.1% |
99% |
True |
False |
3,035 |
80 |
16,160 |
13,450 |
2,710 |
16.8% |
142 |
0.9% |
99% |
True |
False |
2,277 |
100 |
16,160 |
13,330 |
2,830 |
17.5% |
113 |
0.7% |
99% |
True |
False |
1,822 |
120 |
16,160 |
13,330 |
2,830 |
17.5% |
98 |
0.6% |
99% |
True |
False |
1,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,095 |
2.618 |
16,736 |
1.618 |
16,516 |
1.000 |
16,380 |
0.618 |
16,296 |
HIGH |
16,160 |
0.618 |
16,076 |
0.500 |
16,050 |
0.382 |
16,024 |
LOW |
15,940 |
0.618 |
15,804 |
1.000 |
15,720 |
1.618 |
15,584 |
2.618 |
15,364 |
4.250 |
15,005 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
16,103 |
16,084 |
PP |
16,077 |
16,038 |
S1 |
16,050 |
15,993 |
|