| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
16,225.25 |
16,295.70 |
70.45 |
0.4% |
15,759.60 |
| High |
16,318.11 |
16,360.60 |
42.49 |
0.3% |
16,287.84 |
| Low |
16,225.25 |
16,295.70 |
70.45 |
0.4% |
15,759.60 |
| Close |
16,294.61 |
16,357.55 |
62.94 |
0.4% |
16,221.14 |
| Range |
92.86 |
64.90 |
-27.96 |
-30.1% |
528.24 |
| ATR |
123.53 |
119.42 |
-4.11 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,532.65 |
16,510.00 |
16,393.25 |
|
| R3 |
16,467.75 |
16,445.10 |
16,375.40 |
|
| R2 |
16,402.85 |
16,402.85 |
16,369.45 |
|
| R1 |
16,380.20 |
16,380.20 |
16,363.50 |
16,391.53 |
| PP |
16,337.95 |
16,337.95 |
16,337.95 |
16,343.61 |
| S1 |
16,315.30 |
16,315.30 |
16,351.60 |
16,326.63 |
| S2 |
16,273.05 |
16,273.05 |
16,345.65 |
|
| S3 |
16,208.15 |
16,250.40 |
16,339.70 |
|
| S4 |
16,143.25 |
16,185.50 |
16,321.86 |
|
|
| 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 |
16,360.60 |
15,808.92 |
551.68 |
3.4% |
140.87 |
0.9% |
99% |
True |
False |
|
| 10 |
16,360.60 |
15,703.79 |
656.81 |
4.0% |
134.23 |
0.8% |
100% |
True |
False |
|
| 20 |
16,360.60 |
15,703.79 |
656.81 |
4.0% |
117.74 |
0.7% |
100% |
True |
False |
|
| 40 |
16,360.60 |
15,522.18 |
838.42 |
5.1% |
114.58 |
0.7% |
100% |
True |
False |
|
| 60 |
16,360.60 |
14,719.43 |
1,641.17 |
10.0% |
121.30 |
0.7% |
100% |
True |
False |
|
| 80 |
16,360.60 |
14,719.43 |
1,641.17 |
10.0% |
123.35 |
0.8% |
100% |
True |
False |
|
| 100 |
16,360.60 |
14,719.43 |
1,641.17 |
10.0% |
122.74 |
0.8% |
100% |
True |
False |
|
| 120 |
16,360.60 |
14,719.43 |
1,641.17 |
10.0% |
119.13 |
0.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,636.43 |
|
2.618 |
16,530.51 |
|
1.618 |
16,465.61 |
|
1.000 |
16,425.50 |
|
0.618 |
16,400.71 |
|
HIGH |
16,360.60 |
|
0.618 |
16,335.81 |
|
0.500 |
16,328.15 |
|
0.382 |
16,320.49 |
|
LOW |
16,295.70 |
|
0.618 |
16,255.59 |
|
1.000 |
16,230.80 |
|
1.618 |
16,190.69 |
|
2.618 |
16,125.79 |
|
4.250 |
16,019.88 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,347.75 |
16,328.23 |
| PP |
16,337.95 |
16,298.91 |
| S1 |
16,328.15 |
16,269.59 |
|