Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
3,582.75 |
3,569.75 |
-13.00 |
-0.4% |
3,541.00 |
High |
3,587.50 |
3,573.50 |
-14.00 |
-0.4% |
3,587.50 |
Low |
3,567.00 |
3,556.00 |
-11.00 |
-0.3% |
3,541.00 |
Close |
3,570.25 |
3,565.75 |
-4.50 |
-0.1% |
3,570.25 |
Range |
20.50 |
17.50 |
-3.00 |
-14.6% |
46.50 |
ATR |
32.16 |
31.11 |
-1.05 |
-3.3% |
0.00 |
Volume |
94,798 |
90,196 |
-4,602 |
-4.9% |
327,425 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,617.50 |
3,609.25 |
3,575.50 |
|
R3 |
3,600.00 |
3,591.75 |
3,570.50 |
|
R2 |
3,582.50 |
3,582.50 |
3,569.00 |
|
R1 |
3,574.25 |
3,574.25 |
3,567.25 |
3,569.50 |
PP |
3,565.00 |
3,565.00 |
3,565.00 |
3,562.75 |
S1 |
3,556.75 |
3,556.75 |
3,564.25 |
3,552.00 |
S2 |
3,547.50 |
3,547.50 |
3,562.50 |
|
S3 |
3,530.00 |
3,539.25 |
3,561.00 |
|
S4 |
3,512.50 |
3,521.75 |
3,556.00 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,705.75 |
3,684.50 |
3,595.75 |
|
R3 |
3,659.25 |
3,638.00 |
3,583.00 |
|
R2 |
3,612.75 |
3,612.75 |
3,578.75 |
|
R1 |
3,591.50 |
3,591.50 |
3,574.50 |
3,602.00 |
PP |
3,566.25 |
3,566.25 |
3,566.25 |
3,571.50 |
S1 |
3,545.00 |
3,545.00 |
3,566.00 |
3,555.50 |
S2 |
3,519.75 |
3,519.75 |
3,561.75 |
|
S3 |
3,473.25 |
3,498.50 |
3,557.50 |
|
S4 |
3,426.75 |
3,452.00 |
3,544.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,587.50 |
3,541.00 |
46.50 |
1.3% |
18.25 |
0.5% |
53% |
False |
False |
83,524 |
10 |
3,587.50 |
3,415.25 |
172.25 |
4.8% |
35.00 |
1.0% |
87% |
False |
False |
179,162 |
20 |
3,587.50 |
3,415.25 |
172.25 |
4.8% |
31.75 |
0.9% |
87% |
False |
False |
112,099 |
40 |
3,587.50 |
3,308.25 |
279.25 |
7.8% |
30.50 |
0.9% |
92% |
False |
False |
56,214 |
60 |
3,587.50 |
3,110.00 |
477.50 |
13.4% |
32.00 |
0.9% |
95% |
False |
False |
37,528 |
80 |
3,587.50 |
3,110.00 |
477.50 |
13.4% |
27.50 |
0.8% |
95% |
False |
False |
28,187 |
100 |
3,587.50 |
3,045.00 |
542.50 |
15.2% |
22.50 |
0.6% |
96% |
False |
False |
22,550 |
120 |
3,587.50 |
3,012.75 |
574.75 |
16.1% |
19.50 |
0.5% |
96% |
False |
False |
18,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,648.00 |
2.618 |
3,619.25 |
1.618 |
3,601.75 |
1.000 |
3,591.00 |
0.618 |
3,584.25 |
HIGH |
3,573.50 |
0.618 |
3,566.75 |
0.500 |
3,564.75 |
0.382 |
3,562.75 |
LOW |
3,556.00 |
0.618 |
3,545.25 |
1.000 |
3,538.50 |
1.618 |
3,527.75 |
2.618 |
3,510.25 |
4.250 |
3,481.50 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
3,565.50 |
3,571.75 |
PP |
3,565.00 |
3,569.75 |
S1 |
3,564.75 |
3,567.75 |
|