| 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 |
16,243 |
16,306 |
63 |
0.4% |
15,708 |
| High |
16,305 |
16,428 |
123 |
0.8% |
16,225 |
| Low |
16,223 |
16,306 |
83 |
0.5% |
15,608 |
| Close |
16,303 |
16,422 |
119 |
0.7% |
16,181 |
| Range |
82 |
122 |
40 |
48.8% |
617 |
| ATR |
131 |
130 |
0 |
-0.3% |
0 |
| Volume |
19,940 |
37,801 |
17,861 |
89.6% |
655,982 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,751 |
16,709 |
16,489 |
|
| R3 |
16,629 |
16,587 |
16,456 |
|
| R2 |
16,507 |
16,507 |
16,444 |
|
| R1 |
16,465 |
16,465 |
16,433 |
16,486 |
| PP |
16,385 |
16,385 |
16,385 |
16,396 |
| S1 |
16,343 |
16,343 |
16,411 |
16,364 |
| S2 |
16,263 |
16,263 |
16,400 |
|
| S3 |
16,141 |
16,221 |
16,389 |
|
| S4 |
16,019 |
16,099 |
16,355 |
|
|
| 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 |
16,428 |
16,037 |
391 |
2.4% |
94 |
0.6% |
98% |
True |
False |
64,667 |
| 10 |
16,428 |
15,608 |
820 |
5.0% |
145 |
0.9% |
99% |
True |
False |
90,533 |
| 20 |
16,428 |
15,608 |
820 |
5.0% |
132 |
0.8% |
99% |
True |
False |
46,658 |
| 40 |
16,428 |
15,409 |
1,019 |
6.2% |
123 |
0.7% |
99% |
True |
False |
23,354 |
| 60 |
16,428 |
14,588 |
1,840 |
11.2% |
114 |
0.7% |
100% |
True |
False |
15,586 |
| 80 |
16,428 |
14,588 |
1,840 |
11.2% |
94 |
0.6% |
100% |
True |
False |
11,694 |
| 100 |
16,428 |
14,545 |
1,883 |
11.5% |
81 |
0.5% |
100% |
True |
False |
9,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,947 |
|
2.618 |
16,748 |
|
1.618 |
16,626 |
|
1.000 |
16,550 |
|
0.618 |
16,504 |
|
HIGH |
16,428 |
|
0.618 |
16,382 |
|
0.500 |
16,367 |
|
0.382 |
16,353 |
|
LOW |
16,306 |
|
0.618 |
16,231 |
|
1.000 |
16,184 |
|
1.618 |
16,109 |
|
2.618 |
15,987 |
|
4.250 |
15,788 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,404 |
16,387 |
| PP |
16,385 |
16,352 |
| S1 |
16,367 |
16,317 |
|