| 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 |
16,365 |
16,345 |
-20 |
-0.1% |
16,040 |
| High |
16,410 |
16,450 |
40 |
0.2% |
16,390 |
| Low |
16,260 |
16,300 |
40 |
0.2% |
15,940 |
| Close |
16,350 |
16,410 |
60 |
0.4% |
16,365 |
| Range |
150 |
150 |
0 |
0.0% |
450 |
| ATR |
266 |
257 |
-8 |
-3.1% |
0 |
| Volume |
8,268 |
3,606 |
-4,662 |
-56.4% |
26,921 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,837 |
16,773 |
16,493 |
|
| R3 |
16,687 |
16,623 |
16,451 |
|
| R2 |
16,537 |
16,537 |
16,438 |
|
| R1 |
16,473 |
16,473 |
16,424 |
16,505 |
| PP |
16,387 |
16,387 |
16,387 |
16,403 |
| S1 |
16,323 |
16,323 |
16,396 |
16,355 |
| S2 |
16,237 |
16,237 |
16,383 |
|
| S3 |
16,087 |
16,173 |
16,369 |
|
| S4 |
15,937 |
16,023 |
16,328 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,582 |
17,423 |
16,613 |
|
| R3 |
17,132 |
16,973 |
16,489 |
|
| R2 |
16,682 |
16,682 |
16,448 |
|
| R1 |
16,523 |
16,523 |
16,406 |
16,603 |
| PP |
16,232 |
16,232 |
16,232 |
16,271 |
| S1 |
16,073 |
16,073 |
16,324 |
16,153 |
| S2 |
15,782 |
15,782 |
16,283 |
|
| S3 |
15,332 |
15,623 |
16,241 |
|
| S4 |
14,882 |
15,173 |
16,118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,450 |
15,950 |
500 |
3.0% |
222 |
1.4% |
92% |
True |
False |
6,357 |
| 10 |
16,450 |
15,300 |
1,150 |
7.0% |
260 |
1.6% |
97% |
True |
False |
7,919 |
| 20 |
16,450 |
15,170 |
1,280 |
7.8% |
289 |
1.8% |
97% |
True |
False |
10,578 |
| 40 |
16,450 |
14,070 |
2,380 |
14.5% |
234 |
1.4% |
98% |
True |
False |
5,344 |
| 60 |
16,450 |
13,905 |
2,545 |
15.5% |
188 |
1.1% |
98% |
True |
False |
3,565 |
| 80 |
16,450 |
13,905 |
2,545 |
15.5% |
155 |
0.9% |
98% |
True |
False |
2,674 |
| 100 |
16,450 |
13,330 |
3,120 |
19.0% |
124 |
0.8% |
99% |
True |
False |
2,139 |
| 120 |
16,450 |
13,330 |
3,120 |
19.0% |
107 |
0.7% |
99% |
True |
False |
1,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,088 |
|
2.618 |
16,843 |
|
1.618 |
16,693 |
|
1.000 |
16,600 |
|
0.618 |
16,543 |
|
HIGH |
16,450 |
|
0.618 |
16,393 |
|
0.500 |
16,375 |
|
0.382 |
16,357 |
|
LOW |
16,300 |
|
0.618 |
16,207 |
|
1.000 |
16,150 |
|
1.618 |
16,057 |
|
2.618 |
15,907 |
|
4.250 |
15,663 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,398 |
16,371 |
| PP |
16,387 |
16,332 |
| S1 |
16,375 |
16,293 |
|