Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,204.4 |
1,210.7 |
6.3 |
0.5% |
1,205.0 |
High |
1,215.7 |
1,219.3 |
3.6 |
0.3% |
1,219.3 |
Low |
1,202.2 |
1,209.7 |
7.5 |
0.6% |
1,192.9 |
Close |
1,213.1 |
1,214.7 |
1.6 |
0.1% |
1,214.7 |
Range |
13.5 |
9.6 |
-3.9 |
-28.9% |
26.4 |
ATR |
21.6 |
20.7 |
-0.9 |
-4.0% |
0.0 |
Volume |
1,681 |
5,512 |
3,831 |
227.9% |
15,525 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.4 |
1,238.6 |
1,220.0 |
|
R3 |
1,233.8 |
1,229.0 |
1,217.3 |
|
R2 |
1,224.2 |
1,224.2 |
1,216.5 |
|
R1 |
1,219.4 |
1,219.4 |
1,215.6 |
1,221.8 |
PP |
1,214.6 |
1,214.6 |
1,214.6 |
1,215.8 |
S1 |
1,209.8 |
1,209.8 |
1,213.8 |
1,212.2 |
S2 |
1,205.0 |
1,205.0 |
1,212.9 |
|
S3 |
1,195.4 |
1,200.2 |
1,212.1 |
|
S4 |
1,185.8 |
1,190.6 |
1,209.4 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.2 |
1,277.8 |
1,229.2 |
|
R3 |
1,261.8 |
1,251.4 |
1,222.0 |
|
R2 |
1,235.4 |
1,235.4 |
1,219.5 |
|
R1 |
1,225.0 |
1,225.0 |
1,217.1 |
1,230.2 |
PP |
1,209.0 |
1,209.0 |
1,209.0 |
1,211.6 |
S1 |
1,198.6 |
1,198.6 |
1,212.3 |
1,203.8 |
S2 |
1,182.6 |
1,182.6 |
1,209.9 |
|
S3 |
1,156.2 |
1,172.2 |
1,207.4 |
|
S4 |
1,129.8 |
1,145.8 |
1,200.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,219.3 |
1,189.6 |
29.7 |
2.4% |
12.4 |
1.0% |
85% |
True |
False |
4,202 |
10 |
1,252.2 |
1,187.0 |
65.2 |
5.4% |
19.0 |
1.6% |
42% |
False |
False |
3,965 |
20 |
1,266.7 |
1,187.0 |
79.7 |
6.6% |
22.0 |
1.8% |
35% |
False |
False |
3,804 |
40 |
1,342.0 |
1,187.0 |
155.0 |
12.8% |
19.2 |
1.6% |
18% |
False |
False |
3,733 |
60 |
1,361.1 |
1,187.0 |
174.1 |
14.3% |
19.5 |
1.6% |
16% |
False |
False |
2,945 |
80 |
1,391.6 |
1,187.0 |
204.6 |
16.8% |
21.0 |
1.7% |
14% |
False |
False |
2,365 |
100 |
1,430.2 |
1,187.0 |
243.2 |
20.0% |
20.7 |
1.7% |
11% |
False |
False |
2,032 |
120 |
1,430.2 |
1,187.0 |
243.2 |
20.0% |
19.8 |
1.6% |
11% |
False |
False |
1,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,260.1 |
2.618 |
1,244.4 |
1.618 |
1,234.8 |
1.000 |
1,228.9 |
0.618 |
1,225.2 |
HIGH |
1,219.3 |
0.618 |
1,215.6 |
0.500 |
1,214.5 |
0.382 |
1,213.4 |
LOW |
1,209.7 |
0.618 |
1,203.8 |
1.000 |
1,200.1 |
1.618 |
1,194.2 |
2.618 |
1,184.6 |
4.250 |
1,168.9 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,214.6 |
1,212.5 |
PP |
1,214.6 |
1,210.3 |
S1 |
1,214.5 |
1,208.2 |
|