| 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 |
16,484.51 |
16,512.38 |
27.87 |
0.2% |
16,225.25 |
| High |
16,504.35 |
16,588.25 |
83.90 |
0.5% |
16,529.01 |
| Low |
16,476.87 |
16,511.48 |
34.61 |
0.2% |
16,225.25 |
| Close |
16,504.29 |
16,576.66 |
72.37 |
0.4% |
16,478.41 |
| Range |
27.48 |
76.77 |
49.29 |
179.4% |
303.76 |
| ATR |
109.80 |
107.95 |
-1.85 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,789.11 |
16,759.65 |
16,618.88 |
|
| R3 |
16,712.34 |
16,682.88 |
16,597.77 |
|
| R2 |
16,635.57 |
16,635.57 |
16,590.73 |
|
| R1 |
16,606.11 |
16,606.11 |
16,583.70 |
16,620.84 |
| PP |
16,558.80 |
16,558.80 |
16,558.80 |
16,566.16 |
| S1 |
16,529.34 |
16,529.34 |
16,569.62 |
16,544.07 |
| S2 |
16,482.03 |
16,482.03 |
16,562.59 |
|
| S3 |
16,405.26 |
16,452.57 |
16,555.55 |
|
| S4 |
16,328.49 |
16,375.80 |
16,534.44 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,322.17 |
17,204.05 |
16,645.48 |
|
| R3 |
17,018.41 |
16,900.29 |
16,561.94 |
|
| R2 |
16,714.65 |
16,714.65 |
16,534.10 |
|
| R1 |
16,596.53 |
16,596.53 |
16,506.25 |
16,655.59 |
| PP |
16,410.89 |
16,410.89 |
16,410.89 |
16,440.42 |
| S1 |
16,292.77 |
16,292.77 |
16,450.57 |
16,351.83 |
| S2 |
16,107.13 |
16,107.13 |
16,422.72 |
|
| S3 |
15,803.37 |
15,989.01 |
16,394.88 |
|
| S4 |
15,499.61 |
15,685.25 |
16,311.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,588.25 |
16,295.70 |
292.55 |
1.8% |
69.79 |
0.4% |
96% |
True |
False |
|
| 10 |
16,588.25 |
15,808.92 |
779.33 |
4.7% |
106.99 |
0.6% |
99% |
True |
False |
|
| 20 |
16,588.25 |
15,703.79 |
884.46 |
5.3% |
116.34 |
0.7% |
99% |
True |
False |
|
| 40 |
16,588.25 |
15,522.18 |
1,066.07 |
6.4% |
109.92 |
0.7% |
99% |
True |
False |
|
| 60 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
117.24 |
0.7% |
99% |
True |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
119.43 |
0.7% |
99% |
True |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
121.20 |
0.7% |
99% |
True |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
117.39 |
0.7% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,914.52 |
|
2.618 |
16,789.23 |
|
1.618 |
16,712.46 |
|
1.000 |
16,665.02 |
|
0.618 |
16,635.69 |
|
HIGH |
16,588.25 |
|
0.618 |
16,558.92 |
|
0.500 |
16,549.87 |
|
0.382 |
16,540.81 |
|
LOW |
16,511.48 |
|
0.618 |
16,464.04 |
|
1.000 |
16,434.71 |
|
1.618 |
16,387.27 |
|
2.618 |
16,310.50 |
|
4.250 |
16,185.21 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,567.73 |
16,559.35 |
| PP |
16,558.80 |
16,542.05 |
| S1 |
16,549.87 |
16,524.74 |
|