| 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 |
16,305 |
16,365 |
60 |
0.4% |
16,040 |
| High |
16,390 |
16,410 |
20 |
0.1% |
16,390 |
| Low |
16,135 |
16,260 |
125 |
0.8% |
15,940 |
| Close |
16,365 |
16,350 |
-15 |
-0.1% |
16,365 |
| Range |
255 |
150 |
-105 |
-41.2% |
450 |
| ATR |
275 |
266 |
-9 |
-3.2% |
0 |
| Volume |
8,038 |
8,268 |
230 |
2.9% |
26,921 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,790 |
16,720 |
16,433 |
|
| R3 |
16,640 |
16,570 |
16,391 |
|
| R2 |
16,490 |
16,490 |
16,378 |
|
| R1 |
16,420 |
16,420 |
16,364 |
16,380 |
| PP |
16,340 |
16,340 |
16,340 |
16,320 |
| S1 |
16,270 |
16,270 |
16,336 |
16,230 |
| S2 |
16,190 |
16,190 |
16,323 |
|
| S3 |
16,040 |
16,120 |
16,309 |
|
| S4 |
15,890 |
15,970 |
16,268 |
|
|
| 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 |
16,410 |
15,940 |
470 |
2.9% |
236 |
1.4% |
87% |
True |
False |
7,037 |
| 10 |
16,410 |
15,245 |
1,165 |
7.1% |
275 |
1.7% |
95% |
True |
False |
8,725 |
| 20 |
16,410 |
15,170 |
1,240 |
7.6% |
295 |
1.8% |
95% |
True |
False |
10,423 |
| 40 |
16,410 |
14,070 |
2,340 |
14.3% |
232 |
1.4% |
97% |
True |
False |
5,254 |
| 60 |
16,410 |
13,905 |
2,505 |
15.3% |
186 |
1.1% |
98% |
True |
False |
3,505 |
| 80 |
16,410 |
13,905 |
2,505 |
15.3% |
153 |
0.9% |
98% |
True |
False |
2,629 |
| 100 |
16,410 |
13,330 |
3,080 |
18.8% |
123 |
0.8% |
98% |
True |
False |
2,103 |
| 120 |
16,410 |
13,330 |
3,080 |
18.8% |
106 |
0.6% |
98% |
True |
False |
1,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,048 |
|
2.618 |
16,803 |
|
1.618 |
16,653 |
|
1.000 |
16,560 |
|
0.618 |
16,503 |
|
HIGH |
16,410 |
|
0.618 |
16,353 |
|
0.500 |
16,335 |
|
0.382 |
16,317 |
|
LOW |
16,260 |
|
0.618 |
16,167 |
|
1.000 |
16,110 |
|
1.618 |
16,017 |
|
2.618 |
15,867 |
|
4.250 |
15,623 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,345 |
16,298 |
| PP |
16,340 |
16,245 |
| S1 |
16,335 |
16,193 |
|