| 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 |
16,150 |
16,290 |
140 |
0.9% |
15,545 |
| High |
16,150 |
16,330 |
180 |
1.1% |
16,100 |
| Low |
15,950 |
15,975 |
25 |
0.2% |
15,245 |
| Close |
15,975 |
16,315 |
340 |
2.1% |
16,000 |
| Range |
200 |
355 |
155 |
77.5% |
855 |
| ATR |
270 |
276 |
6 |
2.2% |
0 |
| Volume |
6,293 |
5,582 |
-711 |
-11.3% |
52,061 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,272 |
17,148 |
16,510 |
|
| R3 |
16,917 |
16,793 |
16,413 |
|
| R2 |
16,562 |
16,562 |
16,380 |
|
| R1 |
16,438 |
16,438 |
16,348 |
16,500 |
| PP |
16,207 |
16,207 |
16,207 |
16,238 |
| S1 |
16,083 |
16,083 |
16,283 |
16,145 |
| S2 |
15,852 |
15,852 |
16,250 |
|
| S3 |
15,497 |
15,728 |
16,218 |
|
| S4 |
15,142 |
15,373 |
16,120 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,347 |
18,028 |
16,470 |
|
| R3 |
17,492 |
17,173 |
16,235 |
|
| R2 |
16,637 |
16,637 |
16,157 |
|
| R1 |
16,318 |
16,318 |
16,079 |
16,478 |
| PP |
15,782 |
15,782 |
15,782 |
15,861 |
| S1 |
15,463 |
15,463 |
15,922 |
15,623 |
| S2 |
14,927 |
14,927 |
15,843 |
|
| S3 |
14,072 |
14,608 |
15,765 |
|
| S4 |
13,217 |
13,753 |
15,530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,330 |
15,825 |
505 |
3.1% |
242 |
1.5% |
97% |
True |
False |
7,259 |
| 10 |
16,330 |
15,245 |
1,085 |
6.7% |
295 |
1.8% |
99% |
True |
False |
9,920 |
| 20 |
16,330 |
15,170 |
1,160 |
7.1% |
300 |
1.8% |
99% |
True |
False |
9,637 |
| 40 |
16,330 |
14,070 |
2,260 |
13.9% |
226 |
1.4% |
99% |
True |
False |
4,846 |
| 60 |
16,330 |
13,905 |
2,425 |
14.9% |
187 |
1.1% |
99% |
True |
False |
3,233 |
| 80 |
16,330 |
13,905 |
2,425 |
14.9% |
148 |
0.9% |
99% |
True |
False |
2,425 |
| 100 |
16,330 |
13,330 |
3,000 |
18.4% |
119 |
0.7% |
100% |
True |
False |
1,940 |
| 120 |
16,330 |
13,330 |
3,000 |
18.4% |
102 |
0.6% |
100% |
True |
False |
1,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,839 |
|
2.618 |
17,260 |
|
1.618 |
16,905 |
|
1.000 |
16,685 |
|
0.618 |
16,550 |
|
HIGH |
16,330 |
|
0.618 |
16,195 |
|
0.500 |
16,153 |
|
0.382 |
16,111 |
|
LOW |
15,975 |
|
0.618 |
15,756 |
|
1.000 |
15,620 |
|
1.618 |
15,401 |
|
2.618 |
15,046 |
|
4.250 |
14,466 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,261 |
16,255 |
| PP |
16,207 |
16,195 |
| S1 |
16,153 |
16,135 |
|