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 |
6,699.0 |
6,692.5 |
-6.5 |
-0.1% |
6,566.0 |
High |
6,719.0 |
6,708.5 |
-10.5 |
-0.2% |
6,726.0 |
Low |
6,666.0 |
6,685.5 |
19.5 |
0.3% |
6,558.0 |
Close |
6,693.5 |
6,697.5 |
4.0 |
0.1% |
6,704.5 |
Range |
53.0 |
23.0 |
-30.0 |
-56.6% |
168.0 |
ATR |
70.3 |
66.9 |
-3.4 |
-4.8% |
0.0 |
Volume |
18,834 |
73,558 |
54,724 |
290.6% |
130,486 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,766.0 |
6,755.0 |
6,710.0 |
|
R3 |
6,743.0 |
6,732.0 |
6,704.0 |
|
R2 |
6,720.0 |
6,720.0 |
6,701.5 |
|
R1 |
6,709.0 |
6,709.0 |
6,699.5 |
6,714.5 |
PP |
6,697.0 |
6,697.0 |
6,697.0 |
6,700.0 |
S1 |
6,686.0 |
6,686.0 |
6,695.5 |
6,691.5 |
S2 |
6,674.0 |
6,674.0 |
6,693.5 |
|
S3 |
6,651.0 |
6,663.0 |
6,691.0 |
|
S4 |
6,628.0 |
6,640.0 |
6,685.0 |
|
|
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 |
6,558.0 |
168.0 |
2.5% |
53.0 |
0.8% |
83% |
False |
False |
44,575 |
10 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
74.5 |
1.1% |
92% |
False |
False |
88,031 |
20 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
66.5 |
1.0% |
92% |
False |
False |
65,188 |
40 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
55.0 |
0.8% |
92% |
False |
False |
33,976 |
60 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
46.5 |
0.7% |
91% |
False |
False |
22,696 |
80 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
37.0 |
0.6% |
91% |
False |
False |
17,049 |
100 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
31.5 |
0.5% |
91% |
False |
False |
13,643 |
120 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
26.0 |
0.4% |
91% |
False |
False |
11,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,806.0 |
2.618 |
6,768.5 |
1.618 |
6,745.5 |
1.000 |
6,731.5 |
0.618 |
6,722.5 |
HIGH |
6,708.5 |
0.618 |
6,699.5 |
0.500 |
6,697.0 |
0.382 |
6,694.5 |
LOW |
6,685.5 |
0.618 |
6,671.5 |
1.000 |
6,662.5 |
1.618 |
6,648.5 |
2.618 |
6,625.5 |
4.250 |
6,588.0 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,697.5 |
6,696.0 |
PP |
6,697.0 |
6,694.5 |
S1 |
6,697.0 |
6,693.0 |
|