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 |
6,676.0 |
6,699.0 |
23.0 |
0.3% |
6,566.0 |
High |
6,726.0 |
6,719.0 |
-7.0 |
-0.1% |
6,726.0 |
Low |
6,660.0 |
6,666.0 |
6.0 |
0.1% |
6,558.0 |
Close |
6,704.5 |
6,693.5 |
-11.0 |
-0.2% |
6,704.5 |
Range |
66.0 |
53.0 |
-13.0 |
-19.7% |
168.0 |
ATR |
71.6 |
70.3 |
-1.3 |
-1.9% |
0.0 |
Volume |
61,759 |
18,834 |
-42,925 |
-69.5% |
130,486 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,852.0 |
6,825.5 |
6,722.5 |
|
R3 |
6,799.0 |
6,772.5 |
6,708.0 |
|
R2 |
6,746.0 |
6,746.0 |
6,703.0 |
|
R1 |
6,719.5 |
6,719.5 |
6,698.5 |
6,706.0 |
PP |
6,693.0 |
6,693.0 |
6,693.0 |
6,686.0 |
S1 |
6,666.5 |
6,666.5 |
6,688.5 |
6,653.0 |
S2 |
6,640.0 |
6,640.0 |
6,684.0 |
|
S3 |
6,587.0 |
6,613.5 |
6,679.0 |
|
S4 |
6,534.0 |
6,560.5 |
6,664.5 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,167.0 |
7,103.5 |
6,797.0 |
|
R3 |
6,999.0 |
6,935.5 |
6,750.5 |
|
R2 |
6,831.0 |
6,831.0 |
6,735.5 |
|
R1 |
6,767.5 |
6,767.5 |
6,720.0 |
6,799.0 |
PP |
6,663.0 |
6,663.0 |
6,663.0 |
6,678.5 |
S1 |
6,599.5 |
6,599.5 |
6,689.0 |
6,631.0 |
S2 |
6,495.0 |
6,495.0 |
6,673.5 |
|
S3 |
6,327.0 |
6,431.5 |
6,658.5 |
|
S4 |
6,159.0 |
6,263.5 |
6,612.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,726.0 |
6,524.0 |
202.0 |
3.0% |
72.0 |
1.1% |
84% |
False |
False |
40,031 |
10 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
75.5 |
1.1% |
91% |
False |
False |
98,572 |
20 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
67.5 |
1.0% |
91% |
False |
False |
62,238 |
40 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
55.0 |
0.8% |
91% |
False |
False |
32,137 |
60 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
46.0 |
0.7% |
90% |
False |
False |
21,470 |
80 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
37.0 |
0.6% |
90% |
False |
False |
16,130 |
100 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
31.0 |
0.5% |
90% |
False |
False |
12,907 |
120 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
26.0 |
0.4% |
90% |
False |
False |
10,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,944.0 |
2.618 |
6,858.0 |
1.618 |
6,805.0 |
1.000 |
6,772.0 |
0.618 |
6,752.0 |
HIGH |
6,719.0 |
0.618 |
6,699.0 |
0.500 |
6,692.5 |
0.382 |
6,686.0 |
LOW |
6,666.0 |
0.618 |
6,633.0 |
1.000 |
6,613.0 |
1.618 |
6,580.0 |
2.618 |
6,527.0 |
4.250 |
6,441.0 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,693.0 |
6,686.0 |
PP |
6,693.0 |
6,678.0 |
S1 |
6,692.5 |
6,670.5 |
|