Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,205.0 |
1,198.5 |
-6.5 |
-0.5% |
1,238.0 |
High |
1,205.6 |
1,205.5 |
-0.1 |
0.0% |
1,252.2 |
Low |
1,192.9 |
1,197.0 |
4.1 |
0.3% |
1,187.0 |
Close |
1,197.7 |
1,204.0 |
6.3 |
0.5% |
1,204.4 |
Range |
12.7 |
8.5 |
-4.2 |
-33.1% |
65.2 |
ATR |
23.3 |
22.2 |
-1.1 |
-4.5% |
0.0 |
Volume |
6,354 |
1,978 |
-4,376 |
-68.9% |
20,022 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.7 |
1,224.3 |
1,208.7 |
|
R3 |
1,219.2 |
1,215.8 |
1,206.3 |
|
R2 |
1,210.7 |
1,210.7 |
1,205.6 |
|
R1 |
1,207.3 |
1,207.3 |
1,204.8 |
1,209.0 |
PP |
1,202.2 |
1,202.2 |
1,202.2 |
1,203.0 |
S1 |
1,198.8 |
1,198.8 |
1,203.2 |
1,200.5 |
S2 |
1,193.7 |
1,193.7 |
1,202.4 |
|
S3 |
1,185.2 |
1,190.3 |
1,201.7 |
|
S4 |
1,176.7 |
1,181.8 |
1,199.3 |
|
|
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 |
1,244.2 |
1,187.0 |
57.2 |
4.8% |
20.8 |
1.7% |
30% |
False |
False |
4,567 |
10 |
1,263.4 |
1,187.0 |
76.4 |
6.3% |
21.2 |
1.8% |
22% |
False |
False |
3,834 |
20 |
1,266.7 |
1,187.0 |
79.7 |
6.6% |
22.6 |
1.9% |
21% |
False |
False |
4,393 |
40 |
1,360.6 |
1,187.0 |
173.6 |
14.4% |
19.6 |
1.6% |
10% |
False |
False |
3,594 |
60 |
1,361.1 |
1,187.0 |
174.1 |
14.5% |
20.6 |
1.7% |
10% |
False |
False |
2,849 |
80 |
1,416.0 |
1,187.0 |
229.0 |
19.0% |
21.4 |
1.8% |
7% |
False |
False |
2,301 |
100 |
1,430.2 |
1,187.0 |
243.2 |
20.2% |
20.8 |
1.7% |
7% |
False |
False |
1,973 |
120 |
1,430.2 |
1,187.0 |
243.2 |
20.2% |
19.8 |
1.6% |
7% |
False |
False |
1,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,241.6 |
2.618 |
1,227.8 |
1.618 |
1,219.3 |
1.000 |
1,214.0 |
0.618 |
1,210.8 |
HIGH |
1,205.5 |
0.618 |
1,202.3 |
0.500 |
1,201.3 |
0.382 |
1,200.2 |
LOW |
1,197.0 |
0.618 |
1,191.7 |
1.000 |
1,188.5 |
1.618 |
1,183.2 |
2.618 |
1,174.7 |
4.250 |
1,160.9 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,203.1 |
1,202.2 |
PP |
1,202.2 |
1,200.3 |
S1 |
1,201.3 |
1,198.5 |
|