| 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 |
16,426 |
16,417 |
-9 |
-0.1% |
16,208 |
| High |
16,466 |
16,450 |
-16 |
-0.1% |
16,466 |
| Low |
16,390 |
16,406 |
16 |
0.1% |
16,205 |
| Close |
16,421 |
16,439 |
18 |
0.1% |
16,421 |
| Range |
76 |
44 |
-32 |
-42.1% |
261 |
| ATR |
127 |
121 |
-6 |
-4.7% |
0 |
| Volume |
53,726 |
39,274 |
-14,452 |
-26.9% |
164,696 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,564 |
16,545 |
16,463 |
|
| R3 |
16,520 |
16,501 |
16,451 |
|
| R2 |
16,476 |
16,476 |
16,447 |
|
| R1 |
16,457 |
16,457 |
16,443 |
16,467 |
| PP |
16,432 |
16,432 |
16,432 |
16,436 |
| S1 |
16,413 |
16,413 |
16,435 |
16,423 |
| S2 |
16,388 |
16,388 |
16,431 |
|
| S3 |
16,344 |
16,369 |
16,427 |
|
| S4 |
16,300 |
16,325 |
16,415 |
|
|
| 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 |
16,205 |
261 |
1.6% |
75 |
0.5% |
90% |
False |
False |
40,794 |
| 10 |
16,466 |
15,608 |
858 |
5.2% |
133 |
0.8% |
97% |
False |
False |
85,995 |
| 20 |
16,466 |
15,608 |
858 |
5.2% |
132 |
0.8% |
97% |
False |
False |
51,269 |
| 40 |
16,466 |
15,410 |
1,056 |
6.4% |
120 |
0.7% |
97% |
False |
False |
25,678 |
| 60 |
16,466 |
14,588 |
1,878 |
11.4% |
115 |
0.7% |
99% |
False |
False |
17,134 |
| 80 |
16,466 |
14,588 |
1,878 |
11.4% |
96 |
0.6% |
99% |
False |
False |
12,856 |
| 100 |
16,466 |
14,545 |
1,921 |
11.7% |
82 |
0.5% |
99% |
False |
False |
10,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,637 |
|
2.618 |
16,565 |
|
1.618 |
16,521 |
|
1.000 |
16,494 |
|
0.618 |
16,477 |
|
HIGH |
16,450 |
|
0.618 |
16,433 |
|
0.500 |
16,428 |
|
0.382 |
16,423 |
|
LOW |
16,406 |
|
0.618 |
16,379 |
|
1.000 |
16,362 |
|
1.618 |
16,335 |
|
2.618 |
16,291 |
|
4.250 |
16,219 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,435 |
16,421 |
| PP |
16,432 |
16,404 |
| S1 |
16,428 |
16,386 |
|