| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
16,295.70 |
16,370.97 |
75.27 |
0.5% |
15,759.60 |
| High |
16,360.60 |
16,483.00 |
122.40 |
0.7% |
16,287.84 |
| Low |
16,295.70 |
16,370.97 |
75.27 |
0.5% |
15,759.60 |
| Close |
16,357.55 |
16,479.88 |
122.33 |
0.7% |
16,221.14 |
| Range |
64.90 |
112.03 |
47.13 |
72.6% |
528.24 |
| ATR |
119.42 |
119.85 |
0.43 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,780.71 |
16,742.32 |
16,541.50 |
|
| R3 |
16,668.68 |
16,630.29 |
16,510.69 |
|
| R2 |
16,556.65 |
16,556.65 |
16,500.42 |
|
| R1 |
16,518.26 |
16,518.26 |
16,490.15 |
16,537.46 |
| PP |
16,444.62 |
16,444.62 |
16,444.62 |
16,454.21 |
| S1 |
16,406.23 |
16,406.23 |
16,469.61 |
16,425.43 |
| S2 |
16,332.59 |
16,332.59 |
16,459.34 |
|
| S3 |
16,220.56 |
16,294.20 |
16,449.07 |
|
| S4 |
16,108.53 |
16,182.17 |
16,418.26 |
|
|
| 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 |
16,483.00 |
16,121.54 |
361.46 |
2.2% |
90.45 |
0.5% |
99% |
True |
False |
|
| 10 |
16,483.00 |
15,703.79 |
779.21 |
4.7% |
128.48 |
0.8% |
100% |
True |
False |
|
| 20 |
16,483.00 |
15,703.79 |
779.21 |
4.7% |
120.87 |
0.7% |
100% |
True |
False |
|
| 40 |
16,483.00 |
15,522.18 |
960.82 |
5.8% |
114.61 |
0.7% |
100% |
True |
False |
|
| 60 |
16,483.00 |
14,719.43 |
1,763.57 |
10.7% |
121.54 |
0.7% |
100% |
True |
False |
|
| 80 |
16,483.00 |
14,719.43 |
1,763.57 |
10.7% |
122.80 |
0.7% |
100% |
True |
False |
|
| 100 |
16,483.00 |
14,719.43 |
1,763.57 |
10.7% |
123.16 |
0.7% |
100% |
True |
False |
|
| 120 |
16,483.00 |
14,719.43 |
1,763.57 |
10.7% |
119.02 |
0.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,959.13 |
|
2.618 |
16,776.29 |
|
1.618 |
16,664.26 |
|
1.000 |
16,595.03 |
|
0.618 |
16,552.23 |
|
HIGH |
16,483.00 |
|
0.618 |
16,440.20 |
|
0.500 |
16,426.99 |
|
0.382 |
16,413.77 |
|
LOW |
16,370.97 |
|
0.618 |
16,301.74 |
|
1.000 |
16,258.94 |
|
1.618 |
16,189.71 |
|
2.618 |
16,077.68 |
|
4.250 |
15,894.84 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,462.25 |
16,437.96 |
| PP |
16,444.62 |
16,396.04 |
| S1 |
16,426.99 |
16,354.13 |
|