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 |
6,539.0 |
6,566.0 |
27.0 |
0.4% |
6,393.5 |
High |
6,640.0 |
6,633.5 |
-6.5 |
-0.1% |
6,640.0 |
Low |
6,524.0 |
6,558.0 |
34.0 |
0.5% |
6,349.0 |
Close |
6,538.0 |
6,624.0 |
86.0 |
1.3% |
6,538.0 |
Range |
116.0 |
75.5 |
-40.5 |
-34.9% |
291.0 |
ATR |
70.6 |
72.4 |
1.8 |
2.5% |
0.0 |
Volume |
50,837 |
14,338 |
-36,499 |
-71.8% |
657,436 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,831.5 |
6,803.5 |
6,665.5 |
|
R3 |
6,756.0 |
6,728.0 |
6,645.0 |
|
R2 |
6,680.5 |
6,680.5 |
6,638.0 |
|
R1 |
6,652.5 |
6,652.5 |
6,631.0 |
6,666.5 |
PP |
6,605.0 |
6,605.0 |
6,605.0 |
6,612.0 |
S1 |
6,577.0 |
6,577.0 |
6,617.0 |
6,591.0 |
S2 |
6,529.5 |
6,529.5 |
6,610.0 |
|
S3 |
6,454.0 |
6,501.5 |
6,603.0 |
|
S4 |
6,378.5 |
6,426.0 |
6,582.5 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,382.0 |
7,251.0 |
6,698.0 |
|
R3 |
7,091.0 |
6,960.0 |
6,618.0 |
|
R2 |
6,800.0 |
6,800.0 |
6,591.5 |
|
R1 |
6,669.0 |
6,669.0 |
6,564.5 |
6,734.5 |
PP |
6,509.0 |
6,509.0 |
6,509.0 |
6,542.0 |
S1 |
6,378.0 |
6,378.0 |
6,511.5 |
6,443.5 |
S2 |
6,218.0 |
6,218.0 |
6,484.5 |
|
S3 |
5,927.0 |
6,087.0 |
6,458.0 |
|
S4 |
5,636.0 |
5,796.0 |
6,378.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,640.0 |
6,381.0 |
259.0 |
3.9% |
84.0 |
1.3% |
94% |
False |
False |
83,538 |
10 |
6,640.0 |
6,349.0 |
291.0 |
4.4% |
77.0 |
1.2% |
95% |
False |
False |
105,375 |
20 |
6,640.0 |
6,349.0 |
291.0 |
4.4% |
64.5 |
1.0% |
95% |
False |
False |
56,890 |
40 |
6,740.0 |
6,349.0 |
391.0 |
5.9% |
54.0 |
0.8% |
70% |
False |
False |
28,800 |
60 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
44.0 |
0.7% |
75% |
False |
False |
19,230 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
35.5 |
0.5% |
75% |
False |
False |
14,443 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
29.5 |
0.4% |
75% |
False |
False |
11,558 |
120 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
24.5 |
0.4% |
75% |
False |
False |
9,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,954.5 |
2.618 |
6,831.0 |
1.618 |
6,755.5 |
1.000 |
6,709.0 |
0.618 |
6,680.0 |
HIGH |
6,633.5 |
0.618 |
6,604.5 |
0.500 |
6,596.0 |
0.382 |
6,587.0 |
LOW |
6,558.0 |
0.618 |
6,511.5 |
1.000 |
6,482.5 |
1.618 |
6,436.0 |
2.618 |
6,360.5 |
4.250 |
6,237.0 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,614.5 |
6,604.0 |
PP |
6,605.0 |
6,584.0 |
S1 |
6,596.0 |
6,564.0 |
|