Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,822.75 |
1,830.00 |
7.25 |
0.4% |
1,768.50 |
High |
1,829.50 |
1,837.75 |
8.25 |
0.5% |
1,818.00 |
Low |
1,820.50 |
1,829.75 |
9.25 |
0.5% |
1,754.00 |
Close |
1,829.00 |
1,836.50 |
7.50 |
0.4% |
1,814.50 |
Range |
9.00 |
8.00 |
-1.00 |
-11.1% |
64.00 |
ATR |
16.18 |
15.65 |
-0.53 |
-3.3% |
0.00 |
Volume |
314,408 |
438,937 |
124,529 |
39.6% |
9,194,472 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,858.75 |
1,855.50 |
1,841.00 |
|
R3 |
1,850.75 |
1,847.50 |
1,838.75 |
|
R2 |
1,842.75 |
1,842.75 |
1,838.00 |
|
R1 |
1,839.50 |
1,839.50 |
1,837.25 |
1,841.00 |
PP |
1,834.75 |
1,834.75 |
1,834.75 |
1,835.50 |
S1 |
1,831.50 |
1,831.50 |
1,835.75 |
1,833.00 |
S2 |
1,826.75 |
1,826.75 |
1,835.00 |
|
S3 |
1,818.75 |
1,823.50 |
1,834.25 |
|
S4 |
1,810.75 |
1,815.50 |
1,832.00 |
|
|
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 |
1,837.75 |
1,795.00 |
42.75 |
2.3% |
10.50 |
0.6% |
97% |
True |
False |
872,622 |
10 |
1,837.75 |
1,754.00 |
83.75 |
4.6% |
16.50 |
0.9% |
99% |
True |
False |
1,307,712 |
20 |
1,837.75 |
1,754.00 |
83.75 |
4.6% |
15.50 |
0.8% |
99% |
True |
False |
692,260 |
40 |
1,837.75 |
1,729.50 |
108.25 |
5.9% |
15.50 |
0.8% |
99% |
True |
False |
349,070 |
60 |
1,837.75 |
1,633.50 |
204.25 |
11.1% |
16.25 |
0.9% |
99% |
True |
False |
234,427 |
80 |
1,837.75 |
1,622.75 |
215.00 |
11.7% |
15.75 |
0.9% |
99% |
True |
False |
176,217 |
100 |
1,837.75 |
1,613.00 |
224.75 |
12.2% |
15.50 |
0.8% |
99% |
True |
False |
140,986 |
120 |
1,837.75 |
1,613.00 |
224.75 |
12.2% |
14.25 |
0.8% |
99% |
True |
False |
117,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,871.75 |
2.618 |
1,858.75 |
1.618 |
1,850.75 |
1.000 |
1,845.75 |
0.618 |
1,842.75 |
HIGH |
1,837.75 |
0.618 |
1,834.75 |
0.500 |
1,833.75 |
0.382 |
1,832.75 |
LOW |
1,829.75 |
0.618 |
1,824.75 |
1.000 |
1,821.75 |
1.618 |
1,816.75 |
2.618 |
1,808.75 |
4.250 |
1,795.75 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,835.50 |
1,833.50 |
PP |
1,834.75 |
1,830.25 |
S1 |
1,833.75 |
1,827.25 |
|