| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
15,817 |
15,803 |
-14 |
-0.1% |
15,972 |
| High |
15,868 |
16,128 |
260 |
1.6% |
15,991 |
| Low |
15,776 |
15,749 |
-27 |
-0.2% |
15,642 |
| Close |
15,810 |
16,109 |
299 |
1.9% |
15,701 |
| Range |
92 |
379 |
287 |
312.0% |
349 |
| ATR |
126 |
144 |
18 |
14.3% |
0 |
| Volume |
113,059 |
196,955 |
83,896 |
74.2% |
159,826 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,132 |
17,000 |
16,318 |
|
| R3 |
16,753 |
16,621 |
16,213 |
|
| R2 |
16,374 |
16,374 |
16,179 |
|
| R1 |
16,242 |
16,242 |
16,144 |
16,308 |
| PP |
15,995 |
15,995 |
15,995 |
16,029 |
| S1 |
15,863 |
15,863 |
16,074 |
15,929 |
| S2 |
15,616 |
15,616 |
16,040 |
|
| S3 |
15,237 |
15,484 |
16,005 |
|
| S4 |
14,858 |
15,105 |
15,901 |
|
|
| 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 |
16,128 |
15,608 |
520 |
3.2% |
196 |
1.2% |
96% |
True |
False |
116,399 |
| 10 |
16,128 |
15,608 |
520 |
3.2% |
161 |
1.0% |
96% |
True |
False |
60,651 |
| 20 |
16,128 |
15,608 |
520 |
3.2% |
136 |
0.8% |
96% |
True |
False |
30,514 |
| 40 |
16,128 |
15,250 |
878 |
5.5% |
118 |
0.7% |
98% |
True |
False |
15,273 |
| 60 |
16,128 |
14,588 |
1,540 |
9.6% |
110 |
0.7% |
99% |
True |
False |
10,198 |
| 80 |
16,128 |
14,545 |
1,583 |
9.8% |
89 |
0.6% |
99% |
True |
False |
7,652 |
| 100 |
16,128 |
14,545 |
1,583 |
9.8% |
77 |
0.5% |
99% |
True |
False |
6,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,739 |
|
2.618 |
17,120 |
|
1.618 |
16,741 |
|
1.000 |
16,507 |
|
0.618 |
16,362 |
|
HIGH |
16,128 |
|
0.618 |
15,983 |
|
0.500 |
15,939 |
|
0.382 |
15,894 |
|
LOW |
15,749 |
|
0.618 |
15,515 |
|
1.000 |
15,370 |
|
1.618 |
15,136 |
|
2.618 |
14,757 |
|
4.250 |
14,138 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,052 |
16,029 |
| PP |
15,995 |
15,948 |
| S1 |
15,939 |
15,868 |
|