| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
16,170 |
16,175 |
5 |
0.0% |
15,753 |
| High |
16,197 |
16,219 |
22 |
0.1% |
16,219 |
| Low |
16,098 |
16,172 |
74 |
0.5% |
15,665 |
| Close |
16,175 |
16,209 |
34 |
0.2% |
16,209 |
| Range |
99 |
47 |
-52 |
-52.5% |
554 |
| ATR |
147 |
140 |
-7 |
-4.9% |
0 |
| Volume |
23,256 |
2,099 |
-21,157 |
-91.0% |
150,256 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,341 |
16,322 |
16,235 |
|
| R3 |
16,294 |
16,275 |
16,222 |
|
| R2 |
16,247 |
16,247 |
16,218 |
|
| R1 |
16,228 |
16,228 |
16,213 |
16,238 |
| PP |
16,200 |
16,200 |
16,200 |
16,205 |
| S1 |
16,181 |
16,181 |
16,205 |
16,191 |
| S2 |
16,153 |
16,153 |
16,201 |
|
| S3 |
16,106 |
16,134 |
16,196 |
|
| S4 |
16,059 |
16,087 |
16,183 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,693 |
17,505 |
16,514 |
|
| R3 |
17,139 |
16,951 |
16,361 |
|
| R2 |
16,585 |
16,585 |
16,311 |
|
| R1 |
16,397 |
16,397 |
16,260 |
16,491 |
| PP |
16,031 |
16,031 |
16,031 |
16,078 |
| S1 |
15,843 |
15,843 |
16,158 |
15,937 |
| S2 |
15,477 |
15,477 |
16,108 |
|
| S3 |
14,923 |
15,289 |
16,057 |
|
| S4 |
14,369 |
14,735 |
15,904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,219 |
15,665 |
554 |
3.4% |
177 |
1.1% |
98% |
True |
False |
30,051 |
| 10 |
16,219 |
15,665 |
554 |
3.4% |
145 |
0.9% |
98% |
True |
False |
69,219 |
| 20 |
16,219 |
15,665 |
554 |
3.4% |
132 |
0.8% |
98% |
True |
False |
95,439 |
| 40 |
16,219 |
15,416 |
803 |
5.0% |
131 |
0.8% |
99% |
True |
False |
113,192 |
| 60 |
16,219 |
14,648 |
1,571 |
9.7% |
141 |
0.9% |
99% |
True |
False |
128,310 |
| 80 |
16,219 |
14,648 |
1,571 |
9.7% |
140 |
0.9% |
99% |
True |
False |
113,205 |
| 100 |
16,219 |
14,648 |
1,571 |
9.7% |
136 |
0.8% |
99% |
True |
False |
90,577 |
| 120 |
16,219 |
14,648 |
1,571 |
9.7% |
128 |
0.8% |
99% |
True |
False |
75,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,419 |
|
2.618 |
16,342 |
|
1.618 |
16,295 |
|
1.000 |
16,266 |
|
0.618 |
16,248 |
|
HIGH |
16,219 |
|
0.618 |
16,201 |
|
0.500 |
16,196 |
|
0.382 |
16,190 |
|
LOW |
16,172 |
|
0.618 |
16,143 |
|
1.000 |
16,125 |
|
1.618 |
16,096 |
|
2.618 |
16,049 |
|
4.250 |
15,972 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,205 |
16,144 |
| PP |
16,200 |
16,079 |
| S1 |
16,196 |
16,015 |
|