| 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 |
16,290 |
16,305 |
15 |
0.1% |
16,040 |
| High |
16,330 |
16,390 |
60 |
0.4% |
16,390 |
| Low |
15,975 |
16,135 |
160 |
1.0% |
15,940 |
| Close |
16,315 |
16,365 |
50 |
0.3% |
16,365 |
| Range |
355 |
255 |
-100 |
-28.2% |
450 |
| ATR |
276 |
275 |
-2 |
-0.5% |
0 |
| Volume |
5,582 |
8,038 |
2,456 |
44.0% |
26,921 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,062 |
16,968 |
16,505 |
|
| R3 |
16,807 |
16,713 |
16,435 |
|
| R2 |
16,552 |
16,552 |
16,412 |
|
| R1 |
16,458 |
16,458 |
16,389 |
16,505 |
| PP |
16,297 |
16,297 |
16,297 |
16,320 |
| S1 |
16,203 |
16,203 |
16,342 |
16,250 |
| S2 |
16,042 |
16,042 |
16,318 |
|
| S3 |
15,787 |
15,948 |
16,295 |
|
| S4 |
15,532 |
15,693 |
16,225 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,582 |
17,423 |
16,613 |
|
| R3 |
17,132 |
16,973 |
16,489 |
|
| R2 |
16,682 |
16,682 |
16,448 |
|
| R1 |
16,523 |
16,523 |
16,406 |
16,603 |
| PP |
16,232 |
16,232 |
16,232 |
16,271 |
| S1 |
16,073 |
16,073 |
16,324 |
16,153 |
| S2 |
15,782 |
15,782 |
16,283 |
|
| S3 |
15,332 |
15,623 |
16,241 |
|
| S4 |
14,882 |
15,173 |
16,118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,390 |
15,825 |
565 |
3.5% |
261 |
1.6% |
96% |
True |
False |
6,995 |
| 10 |
16,390 |
15,245 |
1,145 |
7.0% |
290 |
1.8% |
98% |
True |
False |
9,043 |
| 20 |
16,390 |
15,170 |
1,220 |
7.5% |
298 |
1.8% |
98% |
True |
False |
10,031 |
| 40 |
16,390 |
14,070 |
2,320 |
14.2% |
230 |
1.4% |
99% |
True |
False |
5,047 |
| 60 |
16,390 |
13,905 |
2,485 |
15.2% |
184 |
1.1% |
99% |
True |
False |
3,367 |
| 80 |
16,390 |
13,905 |
2,485 |
15.2% |
151 |
0.9% |
99% |
True |
False |
2,526 |
| 100 |
16,390 |
13,330 |
3,060 |
18.7% |
121 |
0.7% |
99% |
True |
False |
2,021 |
| 120 |
16,390 |
13,330 |
3,060 |
18.7% |
104 |
0.6% |
99% |
True |
False |
1,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,474 |
|
2.618 |
17,058 |
|
1.618 |
16,803 |
|
1.000 |
16,645 |
|
0.618 |
16,548 |
|
HIGH |
16,390 |
|
0.618 |
16,293 |
|
0.500 |
16,263 |
|
0.382 |
16,233 |
|
LOW |
16,135 |
|
0.618 |
15,978 |
|
1.000 |
15,880 |
|
1.618 |
15,723 |
|
2.618 |
15,468 |
|
4.250 |
15,051 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,331 |
16,300 |
| PP |
16,297 |
16,235 |
| S1 |
16,263 |
16,170 |
|