| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
16,117 |
16,208 |
91 |
0.6% |
15,708 |
| High |
16,225 |
16,257 |
32 |
0.2% |
16,225 |
| Low |
16,112 |
16,205 |
93 |
0.6% |
15,608 |
| Close |
16,181 |
16,238 |
57 |
0.4% |
16,181 |
| Range |
113 |
52 |
-61 |
-54.0% |
617 |
| ATR |
139 |
135 |
-5 |
-3.2% |
0 |
| Volume |
87,204 |
53,229 |
-33,975 |
-39.0% |
655,982 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,389 |
16,366 |
16,267 |
|
| R3 |
16,337 |
16,314 |
16,252 |
|
| R2 |
16,285 |
16,285 |
16,248 |
|
| R1 |
16,262 |
16,262 |
16,243 |
16,274 |
| PP |
16,233 |
16,233 |
16,233 |
16,239 |
| S1 |
16,210 |
16,210 |
16,233 |
16,222 |
| S2 |
16,181 |
16,181 |
16,229 |
|
| S3 |
16,129 |
16,158 |
16,224 |
|
| S4 |
16,077 |
16,106 |
16,210 |
|
|
| 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 |
16,257 |
15,749 |
508 |
3.1% |
148 |
0.9% |
96% |
True |
False |
115,122 |
| 10 |
16,257 |
15,608 |
649 |
4.0% |
152 |
0.9% |
97% |
True |
False |
86,736 |
| 20 |
16,257 |
15,608 |
649 |
4.0% |
129 |
0.8% |
97% |
True |
False |
43,782 |
| 40 |
16,257 |
15,409 |
848 |
5.2% |
121 |
0.7% |
98% |
True |
False |
21,911 |
| 60 |
16,257 |
14,588 |
1,669 |
10.3% |
113 |
0.7% |
99% |
True |
False |
14,624 |
| 80 |
16,257 |
14,588 |
1,669 |
10.3% |
92 |
0.6% |
99% |
True |
False |
10,972 |
| 100 |
16,257 |
14,545 |
1,712 |
10.5% |
79 |
0.5% |
99% |
True |
False |
8,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,478 |
|
2.618 |
16,393 |
|
1.618 |
16,341 |
|
1.000 |
16,309 |
|
0.618 |
16,289 |
|
HIGH |
16,257 |
|
0.618 |
16,237 |
|
0.500 |
16,231 |
|
0.382 |
16,225 |
|
LOW |
16,205 |
|
0.618 |
16,173 |
|
1.000 |
16,153 |
|
1.618 |
16,121 |
|
2.618 |
16,069 |
|
4.250 |
15,984 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,236 |
16,208 |
| PP |
16,233 |
16,177 |
| S1 |
16,231 |
16,147 |
|