| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
16,027 |
15,989 |
-38 |
-0.2% |
16,096 |
| High |
16,047 |
16,020 |
-27 |
-0.2% |
16,114 |
| Low |
15,962 |
15,820 |
-142 |
-0.9% |
15,785 |
| Close |
15,978 |
15,836 |
-142 |
-0.9% |
16,013 |
| Range |
85 |
200 |
115 |
135.3% |
329 |
| ATR |
123 |
129 |
5 |
4.4% |
0 |
| Volume |
100,669 |
155,001 |
54,332 |
54.0% |
740,055 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,492 |
16,364 |
15,946 |
|
| R3 |
16,292 |
16,164 |
15,891 |
|
| R2 |
16,092 |
16,092 |
15,873 |
|
| R1 |
15,964 |
15,964 |
15,854 |
15,928 |
| PP |
15,892 |
15,892 |
15,892 |
15,874 |
| S1 |
15,764 |
15,764 |
15,818 |
15,728 |
| S2 |
15,692 |
15,692 |
15,799 |
|
| S3 |
15,492 |
15,564 |
15,781 |
|
| S4 |
15,292 |
15,364 |
15,726 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,958 |
16,814 |
16,194 |
|
| R3 |
16,629 |
16,485 |
16,104 |
|
| R2 |
16,300 |
16,300 |
16,073 |
|
| R1 |
16,156 |
16,156 |
16,043 |
16,064 |
| PP |
15,971 |
15,971 |
15,971 |
15,924 |
| S1 |
15,827 |
15,827 |
15,983 |
15,735 |
| S2 |
15,642 |
15,642 |
15,953 |
|
| S3 |
15,313 |
15,498 |
15,923 |
|
| S4 |
14,984 |
15,169 |
15,832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,075 |
15,802 |
273 |
1.7% |
138 |
0.9% |
12% |
False |
False |
126,455 |
| 10 |
16,162 |
15,785 |
377 |
2.4% |
131 |
0.8% |
14% |
False |
False |
123,084 |
| 20 |
16,162 |
15,613 |
549 |
3.5% |
120 |
0.8% |
41% |
False |
False |
124,900 |
| 40 |
16,162 |
15,086 |
1,076 |
6.8% |
127 |
0.8% |
70% |
False |
False |
127,699 |
| 60 |
16,162 |
14,648 |
1,514 |
9.6% |
139 |
0.9% |
78% |
False |
False |
138,515 |
| 80 |
16,162 |
14,648 |
1,514 |
9.6% |
138 |
0.9% |
78% |
False |
False |
108,835 |
| 100 |
16,162 |
14,648 |
1,514 |
9.6% |
131 |
0.8% |
78% |
False |
False |
87,074 |
| 120 |
16,162 |
14,410 |
1,752 |
11.1% |
126 |
0.8% |
81% |
False |
False |
72,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,870 |
|
2.618 |
16,544 |
|
1.618 |
16,344 |
|
1.000 |
16,220 |
|
0.618 |
16,144 |
|
HIGH |
16,020 |
|
0.618 |
15,944 |
|
0.500 |
15,920 |
|
0.382 |
15,897 |
|
LOW |
15,820 |
|
0.618 |
15,697 |
|
1.000 |
15,620 |
|
1.618 |
15,497 |
|
2.618 |
15,297 |
|
4.250 |
14,970 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,920 |
15,937 |
| PP |
15,892 |
15,903 |
| S1 |
15,864 |
15,870 |
|