| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
15,972 |
15,971 |
-1 |
0.0% |
16,029 |
| High |
15,991 |
15,980 |
-11 |
-0.1% |
16,035 |
| Low |
15,943 |
15,899 |
-44 |
-0.3% |
15,723 |
| Close |
15,964 |
15,916 |
-48 |
-0.3% |
15,948 |
| Range |
48 |
81 |
33 |
68.8% |
312 |
| ATR |
115 |
112 |
-2 |
-2.1% |
0 |
| Volume |
1,668 |
3,633 |
1,965 |
117.8% |
5,610 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,175 |
16,126 |
15,961 |
|
| R3 |
16,094 |
16,045 |
15,938 |
|
| R2 |
16,013 |
16,013 |
15,931 |
|
| R1 |
15,964 |
15,964 |
15,924 |
15,948 |
| PP |
15,932 |
15,932 |
15,932 |
15,924 |
| S1 |
15,883 |
15,883 |
15,909 |
15,867 |
| S2 |
15,851 |
15,851 |
15,901 |
|
| S3 |
15,770 |
15,802 |
15,894 |
|
| S4 |
15,689 |
15,721 |
15,872 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,838 |
16,705 |
16,120 |
|
| R3 |
16,526 |
16,393 |
16,034 |
|
| R2 |
16,214 |
16,214 |
16,005 |
|
| R1 |
16,081 |
16,081 |
15,977 |
15,992 |
| PP |
15,902 |
15,902 |
15,902 |
15,857 |
| S1 |
15,769 |
15,769 |
15,920 |
15,680 |
| S2 |
15,590 |
15,590 |
15,891 |
|
| S3 |
15,278 |
15,457 |
15,862 |
|
| S4 |
14,966 |
15,145 |
15,777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,991 |
15,723 |
268 |
1.7% |
120 |
0.8% |
72% |
False |
False |
2,010 |
| 10 |
16,094 |
15,723 |
371 |
2.3% |
107 |
0.7% |
52% |
False |
False |
1,185 |
| 20 |
16,094 |
15,543 |
551 |
3.5% |
110 |
0.7% |
68% |
False |
False |
616 |
| 40 |
16,094 |
15,029 |
1,065 |
6.7% |
105 |
0.7% |
83% |
False |
False |
325 |
| 60 |
16,094 |
14,588 |
1,506 |
9.5% |
94 |
0.6% |
88% |
False |
False |
231 |
| 80 |
16,094 |
14,545 |
1,549 |
9.7% |
78 |
0.5% |
89% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,324 |
|
2.618 |
16,192 |
|
1.618 |
16,111 |
|
1.000 |
16,061 |
|
0.618 |
16,030 |
|
HIGH |
15,980 |
|
0.618 |
15,949 |
|
0.500 |
15,940 |
|
0.382 |
15,930 |
|
LOW |
15,899 |
|
0.618 |
15,849 |
|
1.000 |
15,818 |
|
1.618 |
15,768 |
|
2.618 |
15,687 |
|
4.250 |
15,555 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,940 |
15,902 |
| PP |
15,932 |
15,888 |
| S1 |
15,924 |
15,874 |
|