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 |
1,210.7 |
1,214.3 |
3.6 |
0.3% |
1,205.0 |
High |
1,219.3 |
1,216.1 |
-3.2 |
-0.3% |
1,219.3 |
Low |
1,209.7 |
1,196.0 |
-13.7 |
-1.1% |
1,192.9 |
Close |
1,214.7 |
1,204.5 |
-10.2 |
-0.8% |
1,214.7 |
Range |
9.6 |
20.1 |
10.5 |
109.4% |
26.4 |
ATR |
20.7 |
20.7 |
0.0 |
-0.2% |
0.0 |
Volume |
5,512 |
3,745 |
-1,767 |
-32.1% |
15,525 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.8 |
1,255.3 |
1,215.6 |
|
R3 |
1,245.7 |
1,235.2 |
1,210.0 |
|
R2 |
1,225.6 |
1,225.6 |
1,208.2 |
|
R1 |
1,215.1 |
1,215.1 |
1,206.3 |
1,210.3 |
PP |
1,205.5 |
1,205.5 |
1,205.5 |
1,203.2 |
S1 |
1,195.0 |
1,195.0 |
1,202.7 |
1,190.2 |
S2 |
1,185.4 |
1,185.4 |
1,200.8 |
|
S3 |
1,165.3 |
1,174.9 |
1,199.0 |
|
S4 |
1,145.2 |
1,154.8 |
1,193.4 |
|
|
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 |
1,192.9 |
26.4 |
2.2% |
12.9 |
1.1% |
44% |
False |
False |
3,854 |
10 |
1,252.2 |
1,187.0 |
65.2 |
5.4% |
19.3 |
1.6% |
27% |
False |
False |
3,929 |
20 |
1,266.7 |
1,187.0 |
79.7 |
6.6% |
22.0 |
1.8% |
22% |
False |
False |
3,760 |
40 |
1,328.0 |
1,187.0 |
141.0 |
11.7% |
19.2 |
1.6% |
12% |
False |
False |
3,807 |
60 |
1,361.1 |
1,187.0 |
174.1 |
14.5% |
19.6 |
1.6% |
10% |
False |
False |
2,999 |
80 |
1,391.4 |
1,187.0 |
204.4 |
17.0% |
20.9 |
1.7% |
9% |
False |
False |
2,400 |
100 |
1,430.2 |
1,187.0 |
243.2 |
20.2% |
20.8 |
1.7% |
7% |
False |
False |
2,065 |
120 |
1,430.2 |
1,187.0 |
243.2 |
20.2% |
19.9 |
1.6% |
7% |
False |
False |
1,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.5 |
2.618 |
1,268.7 |
1.618 |
1,248.6 |
1.000 |
1,236.2 |
0.618 |
1,228.5 |
HIGH |
1,216.1 |
0.618 |
1,208.4 |
0.500 |
1,206.1 |
0.382 |
1,203.7 |
LOW |
1,196.0 |
0.618 |
1,183.6 |
1.000 |
1,175.9 |
1.618 |
1,163.5 |
2.618 |
1,143.4 |
4.250 |
1,110.6 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,206.1 |
1,207.7 |
PP |
1,205.5 |
1,206.6 |
S1 |
1,205.0 |
1,205.6 |
|