Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,198.5 |
1,204.4 |
5.9 |
0.5% |
1,238.0 |
High |
1,205.5 |
1,215.7 |
10.2 |
0.8% |
1,252.2 |
Low |
1,197.0 |
1,202.2 |
5.2 |
0.4% |
1,187.0 |
Close |
1,204.0 |
1,213.1 |
9.1 |
0.8% |
1,204.4 |
Range |
8.5 |
13.5 |
5.0 |
58.8% |
65.2 |
ATR |
22.2 |
21.6 |
-0.6 |
-2.8% |
0.0 |
Volume |
1,978 |
1,681 |
-297 |
-15.0% |
20,022 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.8 |
1,245.5 |
1,220.5 |
|
R3 |
1,237.3 |
1,232.0 |
1,216.8 |
|
R2 |
1,223.8 |
1,223.8 |
1,215.6 |
|
R1 |
1,218.5 |
1,218.5 |
1,214.3 |
1,221.2 |
PP |
1,210.3 |
1,210.3 |
1,210.3 |
1,211.7 |
S1 |
1,205.0 |
1,205.0 |
1,211.9 |
1,207.7 |
S2 |
1,196.8 |
1,196.8 |
1,210.6 |
|
S3 |
1,183.3 |
1,191.5 |
1,209.4 |
|
S4 |
1,169.8 |
1,178.0 |
1,205.7 |
|
|
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 |
1,224.5 |
1,187.0 |
37.5 |
3.1% |
18.0 |
1.5% |
70% |
False |
False |
3,831 |
10 |
1,256.5 |
1,187.0 |
69.5 |
5.7% |
21.4 |
1.8% |
38% |
False |
False |
3,791 |
20 |
1,266.7 |
1,187.0 |
79.7 |
6.6% |
22.4 |
1.8% |
33% |
False |
False |
4,159 |
40 |
1,360.6 |
1,187.0 |
173.6 |
14.3% |
19.6 |
1.6% |
15% |
False |
False |
3,606 |
60 |
1,361.1 |
1,187.0 |
174.1 |
14.4% |
20.0 |
1.6% |
15% |
False |
False |
2,870 |
80 |
1,414.1 |
1,187.0 |
227.1 |
18.7% |
21.2 |
1.7% |
11% |
False |
False |
2,305 |
100 |
1,430.2 |
1,187.0 |
243.2 |
20.0% |
20.8 |
1.7% |
11% |
False |
False |
1,982 |
120 |
1,430.2 |
1,187.0 |
243.2 |
20.0% |
19.9 |
1.6% |
11% |
False |
False |
1,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.1 |
2.618 |
1,251.0 |
1.618 |
1,237.5 |
1.000 |
1,229.2 |
0.618 |
1,224.0 |
HIGH |
1,215.7 |
0.618 |
1,210.5 |
0.500 |
1,209.0 |
0.382 |
1,207.4 |
LOW |
1,202.2 |
0.618 |
1,193.9 |
1.000 |
1,188.7 |
1.618 |
1,180.4 |
2.618 |
1,166.9 |
4.250 |
1,144.8 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,211.7 |
1,210.2 |
PP |
1,210.3 |
1,207.2 |
S1 |
1,209.0 |
1,204.3 |
|