| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
16,486.37 |
16,484.51 |
-1.86 |
0.0% |
16,225.25 |
| High |
16,529.01 |
16,504.35 |
-24.66 |
-0.1% |
16,529.01 |
| Low |
16,461.23 |
16,476.87 |
15.64 |
0.1% |
16,225.25 |
| Close |
16,478.41 |
16,504.29 |
25.88 |
0.2% |
16,478.41 |
| Range |
67.78 |
27.48 |
-40.30 |
-59.5% |
303.76 |
| ATR |
116.13 |
109.80 |
-6.33 |
-5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,577.61 |
16,568.43 |
16,519.40 |
|
| R3 |
16,550.13 |
16,540.95 |
16,511.85 |
|
| R2 |
16,522.65 |
16,522.65 |
16,509.33 |
|
| R1 |
16,513.47 |
16,513.47 |
16,506.81 |
16,518.06 |
| PP |
16,495.17 |
16,495.17 |
16,495.17 |
16,497.47 |
| S1 |
16,485.99 |
16,485.99 |
16,501.77 |
16,490.58 |
| S2 |
16,467.69 |
16,467.69 |
16,499.25 |
|
| S3 |
16,440.21 |
16,458.51 |
16,496.73 |
|
| S4 |
16,412.73 |
16,431.03 |
16,489.18 |
|
|
| 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 |
16,225.25 |
303.76 |
1.8% |
73.01 |
0.4% |
92% |
False |
False |
|
| 10 |
16,529.01 |
15,759.60 |
769.41 |
4.7% |
116.38 |
0.7% |
97% |
False |
False |
|
| 20 |
16,529.01 |
15,703.79 |
825.22 |
5.0% |
118.09 |
0.7% |
97% |
False |
False |
|
| 40 |
16,529.01 |
15,522.18 |
1,006.83 |
6.1% |
110.65 |
0.7% |
98% |
False |
False |
|
| 60 |
16,529.01 |
14,719.43 |
1,809.58 |
11.0% |
117.82 |
0.7% |
99% |
False |
False |
|
| 80 |
16,529.01 |
14,719.43 |
1,809.58 |
11.0% |
121.22 |
0.7% |
99% |
False |
False |
|
| 100 |
16,529.01 |
14,719.43 |
1,809.58 |
11.0% |
121.82 |
0.7% |
99% |
False |
False |
|
| 120 |
16,529.01 |
14,719.43 |
1,809.58 |
11.0% |
118.30 |
0.7% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,621.14 |
|
2.618 |
16,576.29 |
|
1.618 |
16,548.81 |
|
1.000 |
16,531.83 |
|
0.618 |
16,521.33 |
|
HIGH |
16,504.35 |
|
0.618 |
16,493.85 |
|
0.500 |
16,490.61 |
|
0.382 |
16,487.37 |
|
LOW |
16,476.87 |
|
0.618 |
16,459.89 |
|
1.000 |
16,449.39 |
|
1.618 |
16,432.41 |
|
2.618 |
16,404.93 |
|
4.250 |
16,360.08 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,499.73 |
16,486.19 |
| PP |
16,495.17 |
16,468.09 |
| S1 |
16,490.61 |
16,449.99 |
|