| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
16,417 |
16,445 |
28 |
0.2% |
16,208 |
| High |
16,450 |
16,540 |
90 |
0.5% |
16,466 |
| Low |
16,406 |
16,436 |
30 |
0.2% |
16,205 |
| Close |
16,439 |
16,494 |
55 |
0.3% |
16,421 |
| Range |
44 |
104 |
60 |
136.4% |
261 |
| ATR |
121 |
119 |
-1 |
-1.0% |
0 |
| Volume |
39,274 |
38,314 |
-960 |
-2.4% |
164,696 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,802 |
16,752 |
16,551 |
|
| R3 |
16,698 |
16,648 |
16,523 |
|
| R2 |
16,594 |
16,594 |
16,513 |
|
| R1 |
16,544 |
16,544 |
16,504 |
16,569 |
| PP |
16,490 |
16,490 |
16,490 |
16,503 |
| S1 |
16,440 |
16,440 |
16,485 |
16,465 |
| S2 |
16,386 |
16,386 |
16,475 |
|
| S3 |
16,282 |
16,336 |
16,466 |
|
| S4 |
16,178 |
16,232 |
16,437 |
|
|
| 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 |
16,540 |
16,223 |
317 |
1.9% |
86 |
0.5% |
85% |
True |
False |
37,811 |
| 10 |
16,540 |
15,749 |
791 |
4.8% |
117 |
0.7% |
94% |
True |
False |
76,466 |
| 20 |
16,540 |
15,608 |
932 |
5.7% |
132 |
0.8% |
95% |
True |
False |
53,169 |
| 40 |
16,540 |
15,425 |
1,115 |
6.8% |
120 |
0.7% |
96% |
True |
False |
26,636 |
| 60 |
16,540 |
14,588 |
1,952 |
11.8% |
115 |
0.7% |
98% |
True |
False |
17,773 |
| 80 |
16,540 |
14,588 |
1,952 |
11.8% |
97 |
0.6% |
98% |
True |
False |
13,335 |
| 100 |
16,540 |
14,545 |
1,995 |
12.1% |
83 |
0.5% |
98% |
True |
False |
10,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,982 |
|
2.618 |
16,812 |
|
1.618 |
16,708 |
|
1.000 |
16,644 |
|
0.618 |
16,604 |
|
HIGH |
16,540 |
|
0.618 |
16,500 |
|
0.500 |
16,488 |
|
0.382 |
16,476 |
|
LOW |
16,436 |
|
0.618 |
16,372 |
|
1.000 |
16,332 |
|
1.618 |
16,268 |
|
2.618 |
16,164 |
|
4.250 |
15,994 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,492 |
16,484 |
| PP |
16,490 |
16,475 |
| S1 |
16,488 |
16,465 |
|