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 |
1,836.00 |
1,835.50 |
-0.50 |
0.0% |
1,817.00 |
High |
1,838.50 |
1,846.50 |
8.00 |
0.4% |
1,840.00 |
Low |
1,833.50 |
1,834.25 |
0.75 |
0.0% |
1,816.75 |
Close |
1,834.75 |
1,841.00 |
6.25 |
0.3% |
1,836.50 |
Range |
5.00 |
12.25 |
7.25 |
145.0% |
23.25 |
ATR |
14.30 |
14.15 |
-0.15 |
-1.0% |
0.00 |
Volume |
581,577 |
653,055 |
71,478 |
12.3% |
2,113,200 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,877.25 |
1,871.50 |
1,847.75 |
|
R3 |
1,865.00 |
1,859.25 |
1,844.25 |
|
R2 |
1,852.75 |
1,852.75 |
1,843.25 |
|
R1 |
1,847.00 |
1,847.00 |
1,842.00 |
1,850.00 |
PP |
1,840.50 |
1,840.50 |
1,840.50 |
1,842.00 |
S1 |
1,834.75 |
1,834.75 |
1,840.00 |
1,837.50 |
S2 |
1,828.25 |
1,828.25 |
1,838.75 |
|
S3 |
1,816.00 |
1,822.50 |
1,837.75 |
|
S4 |
1,803.75 |
1,810.25 |
1,834.25 |
|
|
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 |
1,846.50 |
1,820.50 |
26.00 |
1.4% |
8.25 |
0.4% |
79% |
True |
False |
522,135 |
10 |
1,846.50 |
1,760.75 |
85.75 |
4.7% |
13.50 |
0.7% |
94% |
True |
False |
1,074,907 |
20 |
1,846.50 |
1,754.00 |
92.50 |
5.0% |
15.25 |
0.8% |
94% |
True |
False |
782,159 |
40 |
1,846.50 |
1,729.50 |
117.00 |
6.4% |
14.75 |
0.8% |
95% |
True |
False |
394,714 |
60 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
15.75 |
0.9% |
97% |
True |
False |
265,094 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
15.50 |
0.8% |
97% |
True |
False |
199,432 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.25 |
0.8% |
98% |
True |
False |
159,559 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
14.25 |
0.8% |
98% |
True |
False |
132,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,898.50 |
2.618 |
1,878.50 |
1.618 |
1,866.25 |
1.000 |
1,858.75 |
0.618 |
1,854.00 |
HIGH |
1,846.50 |
0.618 |
1,841.75 |
0.500 |
1,840.50 |
0.382 |
1,839.00 |
LOW |
1,834.25 |
0.618 |
1,826.75 |
1.000 |
1,822.00 |
1.618 |
1,814.50 |
2.618 |
1,802.25 |
4.250 |
1,782.25 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,840.75 |
1,840.50 |
PP |
1,840.50 |
1,840.25 |
S1 |
1,840.50 |
1,840.00 |
|