| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
15,674 |
15,708 |
34 |
0.2% |
15,972 |
| High |
15,737 |
15,879 |
142 |
0.9% |
15,991 |
| Low |
15,659 |
15,608 |
-51 |
-0.3% |
15,642 |
| Close |
15,701 |
15,823 |
122 |
0.8% |
15,701 |
| Range |
78 |
271 |
193 |
247.4% |
349 |
| ATR |
118 |
129 |
11 |
9.3% |
0 |
| Volume |
103,478 |
133,599 |
30,121 |
29.1% |
159,826 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,583 |
16,474 |
15,972 |
|
| R3 |
16,312 |
16,203 |
15,898 |
|
| R2 |
16,041 |
16,041 |
15,873 |
|
| R1 |
15,932 |
15,932 |
15,848 |
15,987 |
| PP |
15,770 |
15,770 |
15,770 |
15,797 |
| S1 |
15,661 |
15,661 |
15,798 |
15,716 |
| S2 |
15,499 |
15,499 |
15,773 |
|
| S3 |
15,228 |
15,390 |
15,749 |
|
| S4 |
14,957 |
15,119 |
15,674 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,825 |
16,612 |
15,893 |
|
| R3 |
16,476 |
16,263 |
15,797 |
|
| R2 |
16,127 |
16,127 |
15,765 |
|
| R1 |
15,914 |
15,914 |
15,733 |
15,846 |
| PP |
15,778 |
15,778 |
15,778 |
15,744 |
| S1 |
15,565 |
15,565 |
15,669 |
15,497 |
| S2 |
15,429 |
15,429 |
15,637 |
|
| S3 |
15,080 |
15,216 |
15,605 |
|
| S4 |
14,731 |
14,867 |
15,509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,980 |
15,608 |
372 |
2.4% |
156 |
1.0% |
58% |
False |
True |
58,351 |
| 10 |
15,991 |
15,608 |
383 |
2.4% |
146 |
0.9% |
56% |
False |
True |
29,871 |
| 20 |
16,094 |
15,608 |
486 |
3.1% |
123 |
0.8% |
44% |
False |
True |
15,017 |
| 40 |
16,094 |
15,240 |
854 |
5.4% |
110 |
0.7% |
68% |
False |
False |
7,523 |
| 60 |
16,094 |
14,588 |
1,506 |
9.5% |
103 |
0.6% |
82% |
False |
False |
5,032 |
| 80 |
16,094 |
14,545 |
1,549 |
9.8% |
85 |
0.5% |
83% |
False |
False |
3,777 |
| 100 |
16,094 |
14,545 |
1,549 |
9.8% |
73 |
0.5% |
83% |
False |
False |
3,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,031 |
|
2.618 |
16,589 |
|
1.618 |
16,318 |
|
1.000 |
16,150 |
|
0.618 |
16,047 |
|
HIGH |
15,879 |
|
0.618 |
15,776 |
|
0.500 |
15,744 |
|
0.382 |
15,712 |
|
LOW |
15,608 |
|
0.618 |
15,441 |
|
1.000 |
15,337 |
|
1.618 |
15,170 |
|
2.618 |
14,899 |
|
4.250 |
14,456 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,797 |
15,797 |
| PP |
15,770 |
15,770 |
| S1 |
15,744 |
15,744 |
|