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 |
16,040 |
16,150 |
110 |
0.7% |
15,545 |
High |
16,160 |
16,150 |
-10 |
-0.1% |
16,100 |
Low |
15,940 |
15,950 |
10 |
0.1% |
15,245 |
Close |
16,130 |
15,975 |
-155 |
-1.0% |
16,000 |
Range |
220 |
200 |
-20 |
-9.1% |
855 |
ATR |
275 |
270 |
-5 |
-2.0% |
0 |
Volume |
7,008 |
6,293 |
-715 |
-10.2% |
52,061 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,625 |
16,500 |
16,085 |
|
R3 |
16,425 |
16,300 |
16,030 |
|
R2 |
16,225 |
16,225 |
16,012 |
|
R1 |
16,100 |
16,100 |
15,993 |
16,063 |
PP |
16,025 |
16,025 |
16,025 |
16,006 |
S1 |
15,900 |
15,900 |
15,957 |
15,863 |
S2 |
15,825 |
15,825 |
15,938 |
|
S3 |
15,625 |
15,700 |
15,920 |
|
S4 |
15,425 |
15,500 |
15,865 |
|
|
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 |
15,325 |
835 |
5.2% |
305 |
1.9% |
78% |
False |
False |
9,196 |
10 |
16,160 |
15,245 |
915 |
5.7% |
287 |
1.8% |
80% |
False |
False |
10,650 |
20 |
16,160 |
15,170 |
990 |
6.2% |
291 |
1.8% |
81% |
False |
False |
9,374 |
40 |
16,160 |
14,070 |
2,090 |
13.1% |
219 |
1.4% |
91% |
False |
False |
4,707 |
60 |
16,160 |
13,905 |
2,255 |
14.1% |
181 |
1.1% |
92% |
False |
False |
3,140 |
80 |
16,160 |
13,905 |
2,255 |
14.1% |
144 |
0.9% |
92% |
False |
False |
2,355 |
100 |
16,160 |
13,330 |
2,830 |
17.7% |
115 |
0.7% |
93% |
False |
False |
1,884 |
120 |
16,160 |
13,330 |
2,830 |
17.7% |
99 |
0.6% |
93% |
False |
False |
1,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,000 |
2.618 |
16,674 |
1.618 |
16,474 |
1.000 |
16,350 |
0.618 |
16,274 |
HIGH |
16,150 |
0.618 |
16,074 |
0.500 |
16,050 |
0.382 |
16,027 |
LOW |
15,950 |
0.618 |
15,827 |
1.000 |
15,750 |
1.618 |
15,627 |
2.618 |
15,427 |
4.250 |
15,100 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
16,050 |
15,993 |
PP |
16,025 |
15,987 |
S1 |
16,000 |
15,981 |
|