| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
16,370.97 |
16,486.37 |
115.40 |
0.7% |
16,225.25 |
| High |
16,483.00 |
16,529.01 |
46.01 |
0.3% |
16,529.01 |
| Low |
16,370.97 |
16,461.23 |
90.26 |
0.6% |
16,225.25 |
| Close |
16,479.88 |
16,478.41 |
-1.47 |
0.0% |
16,478.41 |
| Range |
112.03 |
67.78 |
-44.25 |
-39.5% |
303.76 |
| ATR |
119.85 |
116.13 |
-3.72 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,692.89 |
16,653.43 |
16,515.69 |
|
| R3 |
16,625.11 |
16,585.65 |
16,497.05 |
|
| R2 |
16,557.33 |
16,557.33 |
16,490.84 |
|
| R1 |
16,517.87 |
16,517.87 |
16,484.62 |
16,503.71 |
| PP |
16,489.55 |
16,489.55 |
16,489.55 |
16,482.47 |
| S1 |
16,450.09 |
16,450.09 |
16,472.20 |
16,435.93 |
| S2 |
16,421.77 |
16,421.77 |
16,465.98 |
|
| S3 |
16,353.99 |
16,382.31 |
16,459.77 |
|
| S4 |
16,286.21 |
16,314.53 |
16,441.13 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,322.17 |
17,204.05 |
16,645.48 |
|
| R3 |
17,018.41 |
16,900.29 |
16,561.94 |
|
| R2 |
16,714.65 |
16,714.65 |
16,534.10 |
|
| R1 |
16,596.53 |
16,596.53 |
16,506.25 |
16,655.59 |
| PP |
16,410.89 |
16,410.89 |
16,410.89 |
16,440.42 |
| S1 |
16,292.77 |
16,292.77 |
16,450.57 |
16,351.83 |
| S2 |
16,107.13 |
16,107.13 |
16,422.72 |
|
| S3 |
15,803.37 |
15,989.01 |
16,394.88 |
|
| S4 |
15,499.61 |
15,685.25 |
16,311.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,529.01 |
16,178.57 |
350.44 |
2.1% |
89.37 |
0.5% |
86% |
True |
False |
|
| 10 |
16,529.01 |
15,717.92 |
811.09 |
4.9% |
121.12 |
0.7% |
94% |
True |
False |
|
| 20 |
16,529.01 |
15,703.79 |
825.22 |
5.0% |
121.73 |
0.7% |
94% |
True |
False |
|
| 40 |
16,529.01 |
15,522.18 |
1,006.83 |
6.1% |
112.65 |
0.7% |
95% |
True |
False |
|
| 60 |
16,529.01 |
14,719.43 |
1,809.58 |
11.0% |
120.37 |
0.7% |
97% |
True |
False |
|
| 80 |
16,529.01 |
14,719.43 |
1,809.58 |
11.0% |
121.68 |
0.7% |
97% |
True |
False |
|
| 100 |
16,529.01 |
14,719.43 |
1,809.58 |
11.0% |
122.49 |
0.7% |
97% |
True |
False |
|
| 120 |
16,529.01 |
14,719.43 |
1,809.58 |
11.0% |
118.82 |
0.7% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,817.08 |
|
2.618 |
16,706.46 |
|
1.618 |
16,638.68 |
|
1.000 |
16,596.79 |
|
0.618 |
16,570.90 |
|
HIGH |
16,529.01 |
|
0.618 |
16,503.12 |
|
0.500 |
16,495.12 |
|
0.382 |
16,487.12 |
|
LOW |
16,461.23 |
|
0.618 |
16,419.34 |
|
1.000 |
16,393.45 |
|
1.618 |
16,351.56 |
|
2.618 |
16,283.78 |
|
4.250 |
16,173.17 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,495.12 |
16,456.39 |
| PP |
16,489.55 |
16,434.37 |
| S1 |
16,483.98 |
16,412.36 |
|