Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,214.3 |
1,196.9 |
-17.4 |
-1.4% |
1,205.0 |
High |
1,216.1 |
1,214.4 |
-1.7 |
-0.1% |
1,219.3 |
Low |
1,196.0 |
1,182.3 |
-13.7 |
-1.1% |
1,192.9 |
Close |
1,204.5 |
1,203.0 |
-1.5 |
-0.1% |
1,214.7 |
Range |
20.1 |
32.1 |
12.0 |
59.7% |
26.4 |
ATR |
20.7 |
21.5 |
0.8 |
3.9% |
0.0 |
Volume |
3,745 |
2,517 |
-1,228 |
-32.8% |
15,525 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.2 |
1,281.7 |
1,220.7 |
|
R3 |
1,264.1 |
1,249.6 |
1,211.8 |
|
R2 |
1,232.0 |
1,232.0 |
1,208.9 |
|
R1 |
1,217.5 |
1,217.5 |
1,205.9 |
1,224.8 |
PP |
1,199.9 |
1,199.9 |
1,199.9 |
1,203.5 |
S1 |
1,185.4 |
1,185.4 |
1,200.1 |
1,192.7 |
S2 |
1,167.8 |
1,167.8 |
1,197.1 |
|
S3 |
1,135.7 |
1,153.3 |
1,194.2 |
|
S4 |
1,103.6 |
1,121.2 |
1,185.3 |
|
|
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 |
1,182.3 |
37.0 |
3.1% |
16.8 |
1.4% |
56% |
False |
True |
3,086 |
10 |
1,248.3 |
1,182.3 |
66.0 |
5.5% |
20.0 |
1.7% |
31% |
False |
True |
3,944 |
20 |
1,266.7 |
1,182.3 |
84.4 |
7.0% |
22.0 |
1.8% |
25% |
False |
True |
3,692 |
40 |
1,325.2 |
1,182.3 |
142.9 |
11.9% |
19.5 |
1.6% |
14% |
False |
True |
3,841 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.9% |
19.8 |
1.6% |
12% |
False |
True |
3,037 |
80 |
1,391.1 |
1,182.3 |
208.8 |
17.4% |
21.1 |
1.8% |
10% |
False |
True |
2,423 |
100 |
1,430.2 |
1,182.3 |
247.9 |
20.6% |
20.9 |
1.7% |
8% |
False |
True |
2,086 |
120 |
1,430.2 |
1,182.3 |
247.9 |
20.6% |
19.9 |
1.7% |
8% |
False |
True |
1,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.8 |
2.618 |
1,298.4 |
1.618 |
1,266.3 |
1.000 |
1,246.5 |
0.618 |
1,234.2 |
HIGH |
1,214.4 |
0.618 |
1,202.1 |
0.500 |
1,198.4 |
0.382 |
1,194.6 |
LOW |
1,182.3 |
0.618 |
1,162.5 |
1.000 |
1,150.2 |
1.618 |
1,130.4 |
2.618 |
1,098.3 |
4.250 |
1,045.9 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,201.5 |
1,202.3 |
PP |
1,199.9 |
1,201.5 |
S1 |
1,198.4 |
1,200.8 |
|