| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
15,330 |
15,990 |
660 |
4.3% |
15,720 |
| High |
15,995 |
16,000 |
5 |
0.0% |
15,825 |
| Low |
15,325 |
15,840 |
515 |
3.4% |
15,335 |
| Close |
15,985 |
15,870 |
-115 |
-0.7% |
15,560 |
| Range |
670 |
160 |
-510 |
-76.1% |
490 |
| ATR |
289 |
280 |
-9 |
-3.2% |
0 |
| Volume |
15,265 |
9,358 |
-5,907 |
-38.7% |
108,980 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,383 |
16,287 |
15,958 |
|
| R3 |
16,223 |
16,127 |
15,914 |
|
| R2 |
16,063 |
16,063 |
15,899 |
|
| R1 |
15,967 |
15,967 |
15,885 |
15,935 |
| PP |
15,903 |
15,903 |
15,903 |
15,888 |
| S1 |
15,807 |
15,807 |
15,855 |
15,775 |
| S2 |
15,743 |
15,743 |
15,841 |
|
| S3 |
15,583 |
15,647 |
15,826 |
|
| S4 |
15,423 |
15,487 |
15,782 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,043 |
16,792 |
15,830 |
|
| R3 |
16,553 |
16,302 |
15,695 |
|
| R2 |
16,063 |
16,063 |
15,650 |
|
| R1 |
15,812 |
15,812 |
15,605 |
15,693 |
| PP |
15,573 |
15,573 |
15,573 |
15,514 |
| S1 |
15,322 |
15,322 |
15,515 |
15,203 |
| S2 |
15,083 |
15,083 |
15,470 |
|
| S3 |
14,593 |
14,832 |
15,425 |
|
| S4 |
14,103 |
14,342 |
15,291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,000 |
15,245 |
755 |
4.8% |
318 |
2.0% |
83% |
True |
False |
11,090 |
| 10 |
16,000 |
15,180 |
820 |
5.2% |
310 |
2.0% |
84% |
True |
False |
15,883 |
| 20 |
16,000 |
15,170 |
830 |
5.2% |
286 |
1.8% |
84% |
True |
False |
8,328 |
| 40 |
16,000 |
14,070 |
1,930 |
12.2% |
210 |
1.3% |
93% |
True |
False |
4,174 |
| 60 |
16,000 |
13,905 |
2,095 |
13.2% |
173 |
1.1% |
94% |
True |
False |
2,784 |
| 80 |
16,000 |
13,450 |
2,550 |
16.1% |
136 |
0.9% |
95% |
True |
False |
2,088 |
| 100 |
16,000 |
13,330 |
2,670 |
16.8% |
108 |
0.7% |
95% |
True |
False |
1,671 |
| 120 |
16,000 |
13,330 |
2,670 |
16.8% |
93 |
0.6% |
95% |
True |
False |
1,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,680 |
|
2.618 |
16,419 |
|
1.618 |
16,259 |
|
1.000 |
16,160 |
|
0.618 |
16,099 |
|
HIGH |
16,000 |
|
0.618 |
15,939 |
|
0.500 |
15,920 |
|
0.382 |
15,901 |
|
LOW |
15,840 |
|
0.618 |
15,741 |
|
1.000 |
15,680 |
|
1.618 |
15,581 |
|
2.618 |
15,421 |
|
4.250 |
15,160 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,920 |
15,797 |
| PP |
15,903 |
15,723 |
| S1 |
15,887 |
15,650 |
|