| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
15,650 |
15,435 |
-215 |
-1.4% |
15,800 |
| High |
15,670 |
15,640 |
-30 |
-0.2% |
15,965 |
| Low |
15,395 |
15,335 |
-60 |
-0.4% |
15,170 |
| Close |
15,420 |
15,605 |
185 |
1.2% |
15,670 |
| Range |
275 |
305 |
30 |
10.9% |
795 |
| ATR |
258 |
262 |
3 |
1.3% |
0 |
| Volume |
12,889 |
16,807 |
3,918 |
30.4% |
12,232 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,442 |
16,328 |
15,773 |
|
| R3 |
16,137 |
16,023 |
15,689 |
|
| R2 |
15,832 |
15,832 |
15,661 |
|
| R1 |
15,718 |
15,718 |
15,633 |
15,775 |
| PP |
15,527 |
15,527 |
15,527 |
15,555 |
| S1 |
15,413 |
15,413 |
15,577 |
15,470 |
| S2 |
15,222 |
15,222 |
15,549 |
|
| S3 |
14,917 |
15,108 |
15,521 |
|
| S4 |
14,612 |
14,803 |
15,437 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,987 |
17,623 |
16,107 |
|
| R3 |
17,192 |
16,828 |
15,889 |
|
| R2 |
16,397 |
16,397 |
15,816 |
|
| R1 |
16,033 |
16,033 |
15,743 |
15,818 |
| PP |
15,602 |
15,602 |
15,602 |
15,494 |
| S1 |
15,238 |
15,238 |
15,597 |
15,023 |
| S2 |
14,807 |
14,807 |
15,524 |
|
| S3 |
14,012 |
14,443 |
15,452 |
|
| S4 |
13,217 |
13,648 |
15,233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,825 |
15,180 |
645 |
4.1% |
302 |
1.9% |
66% |
False |
False |
20,675 |
| 10 |
15,965 |
15,170 |
795 |
5.1% |
306 |
2.0% |
55% |
False |
False |
11,019 |
| 20 |
15,965 |
14,810 |
1,155 |
7.4% |
261 |
1.7% |
69% |
False |
False |
5,568 |
| 40 |
15,965 |
14,070 |
1,895 |
12.1% |
177 |
1.1% |
81% |
False |
False |
2,788 |
| 60 |
15,965 |
13,905 |
2,060 |
13.2% |
148 |
0.9% |
83% |
False |
False |
1,860 |
| 80 |
15,965 |
13,330 |
2,635 |
16.9% |
116 |
0.7% |
86% |
False |
False |
1,395 |
| 100 |
15,965 |
13,330 |
2,635 |
16.9% |
96 |
0.6% |
86% |
False |
False |
1,116 |
| 120 |
15,965 |
13,290 |
2,675 |
17.1% |
80 |
0.5% |
87% |
False |
False |
930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,936 |
|
2.618 |
16,439 |
|
1.618 |
16,134 |
|
1.000 |
15,945 |
|
0.618 |
15,829 |
|
HIGH |
15,640 |
|
0.618 |
15,524 |
|
0.500 |
15,488 |
|
0.382 |
15,452 |
|
LOW |
15,335 |
|
0.618 |
15,147 |
|
1.000 |
15,030 |
|
1.618 |
14,842 |
|
2.618 |
14,537 |
|
4.250 |
14,039 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,566 |
15,594 |
| PP |
15,527 |
15,583 |
| S1 |
15,488 |
15,573 |
|