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 |
16,208 |
16,243 |
35 |
0.2% |
15,708 |
High |
16,257 |
16,305 |
48 |
0.3% |
16,225 |
Low |
16,205 |
16,223 |
18 |
0.1% |
15,608 |
Close |
16,238 |
16,303 |
65 |
0.4% |
16,181 |
Range |
52 |
82 |
30 |
57.7% |
617 |
ATR |
135 |
131 |
-4 |
-2.8% |
0 |
Volume |
53,229 |
19,940 |
-33,289 |
-62.5% |
655,982 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,523 |
16,495 |
16,348 |
|
R3 |
16,441 |
16,413 |
16,326 |
|
R2 |
16,359 |
16,359 |
16,318 |
|
R1 |
16,331 |
16,331 |
16,311 |
16,345 |
PP |
16,277 |
16,277 |
16,277 |
16,284 |
S1 |
16,249 |
16,249 |
16,296 |
16,263 |
S2 |
16,195 |
16,195 |
16,288 |
|
S3 |
16,113 |
16,167 |
16,281 |
|
S4 |
16,031 |
16,085 |
16,258 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,856 |
17,635 |
16,520 |
|
R3 |
17,239 |
17,018 |
16,351 |
|
R2 |
16,622 |
16,622 |
16,294 |
|
R1 |
16,401 |
16,401 |
16,238 |
16,512 |
PP |
16,005 |
16,005 |
16,005 |
16,060 |
S1 |
15,784 |
15,784 |
16,125 |
15,895 |
S2 |
15,388 |
15,388 |
16,068 |
|
S3 |
14,771 |
15,167 |
16,011 |
|
S4 |
14,154 |
14,550 |
15,842 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,305 |
15,749 |
556 |
3.4% |
146 |
0.9% |
100% |
True |
False |
96,498 |
10 |
16,305 |
15,608 |
697 |
4.3% |
152 |
0.9% |
100% |
True |
False |
88,367 |
20 |
16,305 |
15,608 |
697 |
4.3% |
130 |
0.8% |
100% |
True |
False |
44,776 |
40 |
16,305 |
15,409 |
896 |
5.5% |
121 |
0.7% |
100% |
True |
False |
22,409 |
60 |
16,305 |
14,588 |
1,717 |
10.5% |
113 |
0.7% |
100% |
True |
False |
14,956 |
80 |
16,305 |
14,588 |
1,717 |
10.5% |
93 |
0.6% |
100% |
True |
False |
11,221 |
100 |
16,305 |
14,545 |
1,760 |
10.8% |
80 |
0.5% |
100% |
True |
False |
8,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,654 |
2.618 |
16,520 |
1.618 |
16,438 |
1.000 |
16,387 |
0.618 |
16,356 |
HIGH |
16,305 |
0.618 |
16,274 |
0.500 |
16,264 |
0.382 |
16,254 |
LOW |
16,223 |
0.618 |
16,172 |
1.000 |
16,141 |
1.618 |
16,090 |
2.618 |
16,008 |
4.250 |
15,875 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
16,290 |
16,272 |
PP |
16,277 |
16,240 |
S1 |
16,264 |
16,209 |
|