| 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 |
16,306 |
16,426 |
120 |
0.7% |
16,208 |
| High |
16,428 |
16,466 |
38 |
0.2% |
16,466 |
| Low |
16,306 |
16,390 |
84 |
0.5% |
16,205 |
| Close |
16,422 |
16,421 |
-1 |
0.0% |
16,421 |
| Range |
122 |
76 |
-46 |
-37.7% |
261 |
| ATR |
130 |
127 |
-4 |
-3.0% |
0 |
| Volume |
37,801 |
53,726 |
15,925 |
42.1% |
164,696 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,654 |
16,613 |
16,463 |
|
| R3 |
16,578 |
16,537 |
16,442 |
|
| R2 |
16,502 |
16,502 |
16,435 |
|
| R1 |
16,461 |
16,461 |
16,428 |
16,444 |
| PP |
16,426 |
16,426 |
16,426 |
16,417 |
| S1 |
16,385 |
16,385 |
16,414 |
16,368 |
| S2 |
16,350 |
16,350 |
16,407 |
|
| S3 |
16,274 |
16,309 |
16,400 |
|
| S4 |
16,198 |
16,233 |
16,379 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,147 |
17,045 |
16,565 |
|
| R3 |
16,886 |
16,784 |
16,493 |
|
| R2 |
16,625 |
16,625 |
16,469 |
|
| R1 |
16,523 |
16,523 |
16,445 |
16,574 |
| PP |
16,364 |
16,364 |
16,364 |
16,390 |
| S1 |
16,262 |
16,262 |
16,397 |
16,313 |
| S2 |
16,103 |
16,103 |
16,373 |
|
| S3 |
15,842 |
16,001 |
16,349 |
|
| S4 |
15,581 |
15,740 |
16,278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,466 |
16,112 |
354 |
2.2% |
89 |
0.5% |
87% |
True |
False |
50,380 |
| 10 |
16,466 |
15,608 |
858 |
5.2% |
137 |
0.8% |
95% |
True |
False |
92,415 |
| 20 |
16,466 |
15,608 |
858 |
5.2% |
134 |
0.8% |
95% |
True |
False |
49,318 |
| 40 |
16,466 |
15,409 |
1,057 |
6.4% |
122 |
0.7% |
96% |
True |
False |
24,697 |
| 60 |
16,466 |
14,588 |
1,878 |
11.4% |
115 |
0.7% |
98% |
True |
False |
16,480 |
| 80 |
16,466 |
14,588 |
1,878 |
11.4% |
95 |
0.6% |
98% |
True |
False |
12,365 |
| 100 |
16,466 |
14,545 |
1,921 |
11.7% |
82 |
0.5% |
98% |
True |
False |
9,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,789 |
|
2.618 |
16,665 |
|
1.618 |
16,589 |
|
1.000 |
16,542 |
|
0.618 |
16,513 |
|
HIGH |
16,466 |
|
0.618 |
16,437 |
|
0.500 |
16,428 |
|
0.382 |
16,419 |
|
LOW |
16,390 |
|
0.618 |
16,343 |
|
1.000 |
16,314 |
|
1.618 |
16,267 |
|
2.618 |
16,191 |
|
4.250 |
16,067 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,428 |
16,396 |
| PP |
16,426 |
16,370 |
| S1 |
16,423 |
16,345 |
|