| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
16,108 |
16,117 |
9 |
0.1% |
15,708 |
| High |
16,139 |
16,225 |
86 |
0.5% |
16,225 |
| Low |
16,037 |
16,112 |
75 |
0.5% |
15,608 |
| Close |
16,115 |
16,181 |
66 |
0.4% |
16,181 |
| Range |
102 |
113 |
11 |
10.8% |
617 |
| ATR |
141 |
139 |
-2 |
-1.4% |
0 |
| Volume |
125,165 |
87,204 |
-37,961 |
-30.3% |
655,982 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,512 |
16,459 |
16,243 |
|
| R3 |
16,399 |
16,346 |
16,212 |
|
| R2 |
16,286 |
16,286 |
16,202 |
|
| R1 |
16,233 |
16,233 |
16,191 |
16,260 |
| PP |
16,173 |
16,173 |
16,173 |
16,186 |
| S1 |
16,120 |
16,120 |
16,171 |
16,147 |
| S2 |
16,060 |
16,060 |
16,160 |
|
| S3 |
15,947 |
16,007 |
16,150 |
|
| S4 |
15,834 |
15,894 |
16,119 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,856 |
17,635 |
16,520 |
|
| R3 |
17,239 |
17,018 |
16,351 |
|
| R2 |
16,622 |
16,622 |
16,294 |
|
| R1 |
16,401 |
16,401 |
16,238 |
16,512 |
| PP |
16,005 |
16,005 |
16,005 |
16,060 |
| S1 |
15,784 |
15,784 |
16,125 |
15,895 |
| S2 |
15,388 |
15,388 |
16,068 |
|
| S3 |
14,771 |
15,167 |
16,011 |
|
| S4 |
14,154 |
14,550 |
15,842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,225 |
15,608 |
617 |
3.8% |
192 |
1.2% |
93% |
True |
False |
131,196 |
| 10 |
16,225 |
15,608 |
617 |
3.8% |
152 |
0.9% |
93% |
True |
False |
81,580 |
| 20 |
16,225 |
15,608 |
617 |
3.8% |
132 |
0.8% |
93% |
True |
False |
41,128 |
| 40 |
16,225 |
15,397 |
828 |
5.1% |
120 |
0.7% |
95% |
True |
False |
20,581 |
| 60 |
16,225 |
14,588 |
1,637 |
10.1% |
114 |
0.7% |
97% |
True |
False |
13,738 |
| 80 |
16,225 |
14,588 |
1,637 |
10.1% |
91 |
0.6% |
97% |
True |
False |
10,307 |
| 100 |
16,225 |
14,545 |
1,680 |
10.4% |
78 |
0.5% |
97% |
True |
False |
8,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,705 |
|
2.618 |
16,521 |
|
1.618 |
16,408 |
|
1.000 |
16,338 |
|
0.618 |
16,295 |
|
HIGH |
16,225 |
|
0.618 |
16,182 |
|
0.500 |
16,169 |
|
0.382 |
16,155 |
|
LOW |
16,112 |
|
0.618 |
16,042 |
|
1.000 |
15,999 |
|
1.618 |
15,929 |
|
2.618 |
15,816 |
|
4.250 |
15,632 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,177 |
16,116 |
| PP |
16,173 |
16,052 |
| S1 |
16,169 |
15,987 |
|