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 |
1,190.0 |
1,205.0 |
15.0 |
1.3% |
1,238.0 |
High |
1,207.3 |
1,205.6 |
-1.7 |
-0.1% |
1,252.2 |
Low |
1,189.6 |
1,192.9 |
3.3 |
0.3% |
1,187.0 |
Close |
1,204.4 |
1,197.7 |
-6.7 |
-0.6% |
1,204.4 |
Range |
17.7 |
12.7 |
-5.0 |
-28.2% |
65.2 |
ATR |
24.1 |
23.3 |
-0.8 |
-3.4% |
0.0 |
Volume |
5,489 |
6,354 |
865 |
15.8% |
20,022 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.8 |
1,230.0 |
1,204.7 |
|
R3 |
1,224.1 |
1,217.3 |
1,201.2 |
|
R2 |
1,211.4 |
1,211.4 |
1,200.0 |
|
R1 |
1,204.6 |
1,204.6 |
1,198.9 |
1,201.7 |
PP |
1,198.7 |
1,198.7 |
1,198.7 |
1,197.3 |
S1 |
1,191.9 |
1,191.9 |
1,196.5 |
1,189.0 |
S2 |
1,186.0 |
1,186.0 |
1,195.4 |
|
S3 |
1,173.3 |
1,179.2 |
1,194.2 |
|
S4 |
1,160.6 |
1,166.5 |
1,190.7 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.1 |
1,372.5 |
1,240.3 |
|
R3 |
1,344.9 |
1,307.3 |
1,222.3 |
|
R2 |
1,279.7 |
1,279.7 |
1,216.4 |
|
R1 |
1,242.1 |
1,242.1 |
1,210.4 |
1,228.3 |
PP |
1,214.5 |
1,214.5 |
1,214.5 |
1,207.7 |
S1 |
1,176.9 |
1,176.9 |
1,198.4 |
1,163.1 |
S2 |
1,149.3 |
1,149.3 |
1,192.4 |
|
S3 |
1,084.1 |
1,111.7 |
1,186.5 |
|
S4 |
1,018.9 |
1,046.5 |
1,168.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,248.3 |
1,187.0 |
61.3 |
5.1% |
23.3 |
1.9% |
17% |
False |
False |
4,802 |
10 |
1,266.7 |
1,187.0 |
79.7 |
6.7% |
23.1 |
1.9% |
13% |
False |
False |
3,803 |
20 |
1,266.7 |
1,187.0 |
79.7 |
6.7% |
23.4 |
2.0% |
13% |
False |
False |
4,466 |
40 |
1,361.1 |
1,187.0 |
174.1 |
14.5% |
19.7 |
1.6% |
6% |
False |
False |
3,572 |
60 |
1,361.1 |
1,187.0 |
174.1 |
14.5% |
20.9 |
1.7% |
6% |
False |
False |
2,831 |
80 |
1,416.0 |
1,187.0 |
229.0 |
19.1% |
21.5 |
1.8% |
5% |
False |
False |
2,292 |
100 |
1,430.2 |
1,187.0 |
243.2 |
20.3% |
21.0 |
1.8% |
4% |
False |
False |
1,962 |
120 |
1,430.2 |
1,187.0 |
243.2 |
20.3% |
19.9 |
1.7% |
4% |
False |
False |
1,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,259.6 |
2.618 |
1,238.8 |
1.618 |
1,226.1 |
1.000 |
1,218.3 |
0.618 |
1,213.4 |
HIGH |
1,205.6 |
0.618 |
1,200.7 |
0.500 |
1,199.3 |
0.382 |
1,197.8 |
LOW |
1,192.9 |
0.618 |
1,185.1 |
1.000 |
1,180.2 |
1.618 |
1,172.4 |
2.618 |
1,159.7 |
4.250 |
1,138.9 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,199.3 |
1,205.8 |
PP |
1,198.7 |
1,203.1 |
S1 |
1,198.2 |
1,200.4 |
|