| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
16,162.51 |
16,178.57 |
16.06 |
0.1% |
15,759.60 |
| High |
16,194.72 |
16,287.84 |
93.12 |
0.6% |
16,287.84 |
| Low |
16,121.54 |
16,178.57 |
57.03 |
0.4% |
15,759.60 |
| Close |
16,179.08 |
16,221.14 |
42.06 |
0.3% |
16,221.14 |
| Range |
73.18 |
109.27 |
36.09 |
49.3% |
528.24 |
| ATR |
126.83 |
125.57 |
-1.25 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,556.99 |
16,498.34 |
16,281.24 |
|
| R3 |
16,447.72 |
16,389.07 |
16,251.19 |
|
| R2 |
16,338.45 |
16,338.45 |
16,241.17 |
|
| R1 |
16,279.80 |
16,279.80 |
16,231.16 |
16,309.13 |
| PP |
16,229.18 |
16,229.18 |
16,229.18 |
16,243.85 |
| S1 |
16,170.53 |
16,170.53 |
16,211.12 |
16,199.86 |
| S2 |
16,119.91 |
16,119.91 |
16,201.11 |
|
| S3 |
16,010.64 |
16,061.26 |
16,191.09 |
|
| S4 |
15,901.37 |
15,951.99 |
16,161.04 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,674.25 |
17,475.93 |
16,511.67 |
|
| R3 |
17,146.01 |
16,947.69 |
16,366.41 |
|
| R2 |
16,617.77 |
16,617.77 |
16,317.98 |
|
| R1 |
16,419.45 |
16,419.45 |
16,269.56 |
16,518.61 |
| PP |
16,089.53 |
16,089.53 |
16,089.53 |
16,139.11 |
| S1 |
15,891.21 |
15,891.21 |
16,172.72 |
15,990.37 |
| S2 |
15,561.29 |
15,561.29 |
16,124.30 |
|
| S3 |
15,033.05 |
15,362.97 |
16,075.87 |
|
| S4 |
14,504.81 |
14,834.73 |
15,930.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,287.84 |
15,759.60 |
528.24 |
3.3% |
159.76 |
1.0% |
87% |
True |
False |
|
| 10 |
16,287.84 |
15,703.79 |
584.05 |
3.6% |
128.72 |
0.8% |
89% |
True |
False |
|
| 20 |
16,287.84 |
15,703.79 |
584.05 |
3.6% |
117.18 |
0.7% |
89% |
True |
False |
|
| 40 |
16,287.84 |
15,512.96 |
774.88 |
4.8% |
113.72 |
0.7% |
91% |
True |
False |
|
| 60 |
16,287.84 |
14,719.43 |
1,568.41 |
9.7% |
123.15 |
0.8% |
96% |
True |
False |
|
| 80 |
16,287.84 |
14,719.43 |
1,568.41 |
9.7% |
124.00 |
0.8% |
96% |
True |
False |
|
| 100 |
16,287.84 |
14,719.43 |
1,568.41 |
9.7% |
123.63 |
0.8% |
96% |
True |
False |
|
| 120 |
16,287.84 |
14,719.43 |
1,568.41 |
9.7% |
120.59 |
0.7% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,752.24 |
|
2.618 |
16,573.91 |
|
1.618 |
16,464.64 |
|
1.000 |
16,397.11 |
|
0.618 |
16,355.37 |
|
HIGH |
16,287.84 |
|
0.618 |
16,246.10 |
|
0.500 |
16,233.21 |
|
0.382 |
16,220.31 |
|
LOW |
16,178.57 |
|
0.618 |
16,111.04 |
|
1.000 |
16,069.30 |
|
1.618 |
16,001.77 |
|
2.618 |
15,892.50 |
|
4.250 |
15,714.17 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,233.21 |
16,163.55 |
| PP |
16,229.18 |
16,105.97 |
| S1 |
16,225.16 |
16,048.38 |
|