| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
15,708 |
15,817 |
109 |
0.7% |
15,972 |
| High |
15,879 |
15,868 |
-11 |
-0.1% |
15,991 |
| Low |
15,608 |
15,776 |
168 |
1.1% |
15,642 |
| Close |
15,823 |
15,810 |
-13 |
-0.1% |
15,701 |
| Range |
271 |
92 |
-179 |
-66.1% |
349 |
| ATR |
129 |
126 |
-3 |
-2.0% |
0 |
| Volume |
133,599 |
113,059 |
-20,540 |
-15.4% |
159,826 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,094 |
16,044 |
15,861 |
|
| R3 |
16,002 |
15,952 |
15,835 |
|
| R2 |
15,910 |
15,910 |
15,827 |
|
| R1 |
15,860 |
15,860 |
15,819 |
15,839 |
| PP |
15,818 |
15,818 |
15,818 |
15,808 |
| S1 |
15,768 |
15,768 |
15,802 |
15,747 |
| S2 |
15,726 |
15,726 |
15,793 |
|
| S3 |
15,634 |
15,676 |
15,785 |
|
| S4 |
15,542 |
15,584 |
15,760 |
|
|
| 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 |
15,957 |
15,608 |
349 |
2.2% |
159 |
1.0% |
58% |
False |
False |
80,236 |
| 10 |
15,991 |
15,608 |
383 |
2.4% |
139 |
0.9% |
53% |
False |
False |
41,123 |
| 20 |
16,094 |
15,608 |
486 |
3.1% |
121 |
0.8% |
42% |
False |
False |
20,669 |
| 40 |
16,094 |
15,250 |
844 |
5.3% |
111 |
0.7% |
66% |
False |
False |
10,349 |
| 60 |
16,094 |
14,588 |
1,506 |
9.5% |
104 |
0.7% |
81% |
False |
False |
6,916 |
| 80 |
16,094 |
14,545 |
1,549 |
9.8% |
86 |
0.5% |
82% |
False |
False |
5,190 |
| 100 |
16,094 |
14,545 |
1,549 |
9.8% |
73 |
0.5% |
82% |
False |
False |
4,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,259 |
|
2.618 |
16,109 |
|
1.618 |
16,017 |
|
1.000 |
15,960 |
|
0.618 |
15,925 |
|
HIGH |
15,868 |
|
0.618 |
15,833 |
|
0.500 |
15,822 |
|
0.382 |
15,811 |
|
LOW |
15,776 |
|
0.618 |
15,719 |
|
1.000 |
15,684 |
|
1.618 |
15,627 |
|
2.618 |
15,535 |
|
4.250 |
15,385 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,822 |
15,788 |
| PP |
15,818 |
15,766 |
| S1 |
15,814 |
15,744 |
|