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 |
1,802.50 |
1,817.00 |
14.50 |
0.8% |
1,768.50 |
High |
1,818.00 |
1,824.50 |
6.50 |
0.4% |
1,818.00 |
Low |
1,802.50 |
1,816.75 |
14.25 |
0.8% |
1,754.00 |
Close |
1,814.50 |
1,822.75 |
8.25 |
0.5% |
1,814.50 |
Range |
15.50 |
7.75 |
-7.75 |
-50.0% |
64.00 |
ATR |
17.25 |
16.73 |
-0.52 |
-3.0% |
0.00 |
Volume |
1,356,110 |
737,153 |
-618,957 |
-45.6% |
9,194,472 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.50 |
1,841.50 |
1,827.00 |
|
R3 |
1,836.75 |
1,833.75 |
1,825.00 |
|
R2 |
1,829.00 |
1,829.00 |
1,824.25 |
|
R1 |
1,826.00 |
1,826.00 |
1,823.50 |
1,827.50 |
PP |
1,821.25 |
1,821.25 |
1,821.25 |
1,822.00 |
S1 |
1,818.25 |
1,818.25 |
1,822.00 |
1,819.75 |
S2 |
1,813.50 |
1,813.50 |
1,821.25 |
|
S3 |
1,805.75 |
1,810.50 |
1,820.50 |
|
S4 |
1,798.00 |
1,802.75 |
1,818.50 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.50 |
1,965.00 |
1,849.75 |
|
R3 |
1,923.50 |
1,901.00 |
1,832.00 |
|
R2 |
1,859.50 |
1,859.50 |
1,826.25 |
|
R1 |
1,837.00 |
1,837.00 |
1,820.25 |
1,848.25 |
PP |
1,795.50 |
1,795.50 |
1,795.50 |
1,801.00 |
S1 |
1,773.00 |
1,773.00 |
1,808.75 |
1,784.25 |
S2 |
1,731.50 |
1,731.50 |
1,802.75 |
|
S3 |
1,667.50 |
1,709.00 |
1,797.00 |
|
S4 |
1,603.50 |
1,645.00 |
1,779.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,824.50 |
1,760.75 |
63.75 |
3.5% |
18.75 |
1.0% |
97% |
True |
False |
1,627,678 |
10 |
1,824.50 |
1,754.00 |
70.50 |
3.9% |
18.75 |
1.0% |
98% |
True |
False |
1,282,506 |
20 |
1,824.50 |
1,754.00 |
70.50 |
3.9% |
15.50 |
0.9% |
98% |
True |
False |
655,471 |
40 |
1,824.50 |
1,729.50 |
95.00 |
5.2% |
15.50 |
0.9% |
98% |
True |
False |
330,392 |
60 |
1,824.50 |
1,633.50 |
191.00 |
10.5% |
16.50 |
0.9% |
99% |
True |
False |
222,037 |
80 |
1,824.50 |
1,613.00 |
211.50 |
11.6% |
16.00 |
0.9% |
99% |
True |
False |
166,801 |
100 |
1,824.50 |
1,613.00 |
211.50 |
11.6% |
15.25 |
0.8% |
99% |
True |
False |
133,453 |
120 |
1,824.50 |
1,599.00 |
225.50 |
12.4% |
14.50 |
0.8% |
99% |
True |
False |
111,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,857.50 |
2.618 |
1,844.75 |
1.618 |
1,837.00 |
1.000 |
1,832.25 |
0.618 |
1,829.25 |
HIGH |
1,824.50 |
0.618 |
1,821.50 |
0.500 |
1,820.50 |
0.382 |
1,819.75 |
LOW |
1,816.75 |
0.618 |
1,812.00 |
1.000 |
1,809.00 |
1.618 |
1,804.25 |
2.618 |
1,796.50 |
4.250 |
1,783.75 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,822.00 |
1,818.50 |
PP |
1,821.25 |
1,814.00 |
S1 |
1,820.50 |
1,809.75 |
|