| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
15,450 |
15,330 |
-120 |
-0.8% |
15,720 |
| High |
15,460 |
15,995 |
535 |
3.5% |
15,825 |
| Low |
15,300 |
15,325 |
25 |
0.2% |
15,335 |
| Close |
15,355 |
15,985 |
630 |
4.1% |
15,560 |
| Range |
160 |
670 |
510 |
318.8% |
490 |
| ATR |
260 |
289 |
29 |
11.3% |
0 |
| Volume |
7,720 |
15,265 |
7,545 |
97.7% |
108,980 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,778 |
17,552 |
16,354 |
|
| R3 |
17,108 |
16,882 |
16,169 |
|
| R2 |
16,438 |
16,438 |
16,108 |
|
| R1 |
16,212 |
16,212 |
16,047 |
16,325 |
| PP |
15,768 |
15,768 |
15,768 |
15,825 |
| S1 |
15,542 |
15,542 |
15,924 |
15,655 |
| S2 |
15,098 |
15,098 |
15,862 |
|
| S3 |
14,428 |
14,872 |
15,801 |
|
| S4 |
13,758 |
14,202 |
15,617 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,043 |
16,792 |
15,830 |
|
| R3 |
16,553 |
16,302 |
15,695 |
|
| R2 |
16,063 |
16,063 |
15,650 |
|
| R1 |
15,812 |
15,812 |
15,605 |
15,693 |
| PP |
15,573 |
15,573 |
15,573 |
15,514 |
| S1 |
15,322 |
15,322 |
15,515 |
15,203 |
| S2 |
15,083 |
15,083 |
15,470 |
|
| S3 |
14,593 |
14,832 |
15,425 |
|
| S4 |
14,103 |
14,342 |
15,291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,995 |
15,245 |
750 |
4.7% |
347 |
2.2% |
99% |
True |
False |
12,580 |
| 10 |
15,995 |
15,170 |
825 |
5.2% |
330 |
2.1% |
99% |
True |
False |
15,266 |
| 20 |
15,995 |
15,170 |
825 |
5.2% |
285 |
1.8% |
99% |
True |
False |
7,862 |
| 40 |
15,995 |
14,070 |
1,925 |
12.0% |
211 |
1.3% |
99% |
True |
False |
3,940 |
| 60 |
15,995 |
13,905 |
2,090 |
13.1% |
172 |
1.1% |
100% |
True |
False |
2,628 |
| 80 |
15,995 |
13,330 |
2,665 |
16.7% |
134 |
0.8% |
100% |
True |
False |
1,972 |
| 100 |
15,995 |
13,330 |
2,665 |
16.7% |
107 |
0.7% |
100% |
True |
False |
1,577 |
| 120 |
15,995 |
13,330 |
2,665 |
16.7% |
92 |
0.6% |
100% |
True |
False |
1,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,843 |
|
2.618 |
17,749 |
|
1.618 |
17,079 |
|
1.000 |
16,665 |
|
0.618 |
16,409 |
|
HIGH |
15,995 |
|
0.618 |
15,739 |
|
0.500 |
15,660 |
|
0.382 |
15,581 |
|
LOW |
15,325 |
|
0.618 |
14,911 |
|
1.000 |
14,655 |
|
1.618 |
14,241 |
|
2.618 |
13,571 |
|
4.250 |
12,478 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,877 |
15,863 |
| PP |
15,768 |
15,742 |
| S1 |
15,660 |
15,620 |
|