Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,830.00 |
1,836.50 |
6.50 |
0.4% |
1,817.00 |
High |
1,837.75 |
1,840.00 |
2.25 |
0.1% |
1,840.00 |
Low |
1,829.75 |
1,833.25 |
3.50 |
0.2% |
1,816.75 |
Close |
1,836.50 |
1,836.50 |
0.00 |
0.0% |
1,836.50 |
Range |
8.00 |
6.75 |
-1.25 |
-15.6% |
23.25 |
ATR |
15.65 |
15.01 |
-0.64 |
-4.1% |
0.00 |
Volume |
438,937 |
622,702 |
183,765 |
41.9% |
2,113,200 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,856.75 |
1,853.50 |
1,840.25 |
|
R3 |
1,850.00 |
1,846.75 |
1,838.25 |
|
R2 |
1,843.25 |
1,843.25 |
1,837.75 |
|
R1 |
1,840.00 |
1,840.00 |
1,837.00 |
1,840.00 |
PP |
1,836.50 |
1,836.50 |
1,836.50 |
1,836.50 |
S1 |
1,833.25 |
1,833.25 |
1,836.00 |
1,833.00 |
S2 |
1,829.75 |
1,829.75 |
1,835.25 |
|
S3 |
1,823.00 |
1,826.50 |
1,834.75 |
|
S4 |
1,816.25 |
1,819.75 |
1,832.75 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,900.75 |
1,892.00 |
1,849.25 |
|
R3 |
1,877.50 |
1,868.75 |
1,843.00 |
|
R2 |
1,854.25 |
1,854.25 |
1,840.75 |
|
R1 |
1,845.50 |
1,845.50 |
1,838.75 |
1,850.00 |
PP |
1,831.00 |
1,831.00 |
1,831.00 |
1,833.25 |
S1 |
1,822.25 |
1,822.25 |
1,834.25 |
1,826.50 |
S2 |
1,807.75 |
1,807.75 |
1,832.25 |
|
S3 |
1,784.50 |
1,799.00 |
1,830.00 |
|
S4 |
1,761.25 |
1,775.75 |
1,823.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,840.00 |
1,802.50 |
37.50 |
2.0% |
9.50 |
0.5% |
91% |
True |
False |
693,862 |
10 |
1,840.00 |
1,754.00 |
86.00 |
4.7% |
16.00 |
0.9% |
96% |
True |
False |
1,286,616 |
20 |
1,840.00 |
1,754.00 |
86.00 |
4.7% |
15.50 |
0.8% |
96% |
True |
False |
722,423 |
40 |
1,840.00 |
1,729.50 |
110.50 |
6.0% |
15.00 |
0.8% |
97% |
True |
False |
364,462 |
60 |
1,840.00 |
1,633.50 |
206.50 |
11.2% |
16.25 |
0.9% |
98% |
True |
False |
244,720 |
80 |
1,840.00 |
1,626.50 |
213.50 |
11.6% |
15.75 |
0.9% |
98% |
True |
False |
184,001 |
100 |
1,840.00 |
1,613.00 |
227.00 |
12.4% |
15.25 |
0.8% |
98% |
True |
False |
147,213 |
120 |
1,840.00 |
1,613.00 |
227.00 |
12.4% |
14.25 |
0.8% |
98% |
True |
False |
122,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,868.75 |
2.618 |
1,857.75 |
1.618 |
1,851.00 |
1.000 |
1,846.75 |
0.618 |
1,844.25 |
HIGH |
1,840.00 |
0.618 |
1,837.50 |
0.500 |
1,836.50 |
0.382 |
1,835.75 |
LOW |
1,833.25 |
0.618 |
1,829.00 |
1.000 |
1,826.50 |
1.618 |
1,822.25 |
2.618 |
1,815.50 |
4.250 |
1,804.50 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,836.50 |
1,834.50 |
PP |
1,836.50 |
1,832.25 |
S1 |
1,836.50 |
1,830.25 |
|