| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1,190.9 |
1,205.2 |
14.3 |
1.2% |
1,238.4 |
| High |
1,207.8 |
1,205.2 |
-2.6 |
-0.2% |
1,250.6 |
| Low |
1,190.9 |
1,195.9 |
5.0 |
0.4% |
1,188.7 |
| Close |
1,205.1 |
1,198.4 |
-6.7 |
-0.6% |
1,205.1 |
| Range |
16.9 |
9.3 |
-7.6 |
-45.0% |
61.9 |
| ATR |
23.8 |
22.8 |
-1.0 |
-4.4% |
0.0 |
| Volume |
204 |
123 |
-81 |
-39.7% |
706 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,227.7 |
1,222.4 |
1,203.5 |
|
| R3 |
1,218.4 |
1,213.1 |
1,201.0 |
|
| R2 |
1,209.1 |
1,209.1 |
1,200.1 |
|
| R1 |
1,203.8 |
1,203.8 |
1,199.3 |
1,201.8 |
| PP |
1,199.8 |
1,199.8 |
1,199.8 |
1,198.9 |
| S1 |
1,194.5 |
1,194.5 |
1,197.5 |
1,192.5 |
| S2 |
1,190.5 |
1,190.5 |
1,196.7 |
|
| S3 |
1,181.2 |
1,185.2 |
1,195.8 |
|
| S4 |
1,171.9 |
1,175.9 |
1,193.3 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,400.5 |
1,364.7 |
1,239.1 |
|
| R3 |
1,338.6 |
1,302.8 |
1,222.1 |
|
| R2 |
1,276.7 |
1,276.7 |
1,216.4 |
|
| R1 |
1,240.9 |
1,240.9 |
1,210.8 |
1,227.9 |
| PP |
1,214.8 |
1,214.8 |
1,214.8 |
1,208.3 |
| S1 |
1,179.0 |
1,179.0 |
1,199.4 |
1,166.0 |
| S2 |
1,152.9 |
1,152.9 |
1,193.8 |
|
| S3 |
1,091.0 |
1,117.1 |
1,188.1 |
|
| S4 |
1,029.1 |
1,055.2 |
1,171.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,245.1 |
1,188.7 |
56.4 |
4.7% |
20.3 |
1.7% |
17% |
False |
False |
117 |
| 10 |
1,267.0 |
1,188.7 |
78.3 |
6.5% |
20.7 |
1.7% |
12% |
False |
False |
291 |
| 20 |
1,267.0 |
1,188.7 |
78.3 |
6.5% |
22.1 |
1.8% |
12% |
False |
False |
23,943 |
| 40 |
1,361.8 |
1,188.7 |
173.1 |
14.4% |
20.5 |
1.7% |
6% |
False |
False |
80,563 |
| 60 |
1,361.8 |
1,188.7 |
173.1 |
14.4% |
23.0 |
1.9% |
6% |
False |
False |
101,067 |
| 80 |
1,416.4 |
1,188.7 |
227.7 |
19.0% |
24.7 |
2.1% |
4% |
False |
False |
114,765 |
| 100 |
1,434.0 |
1,188.7 |
245.3 |
20.5% |
24.9 |
2.1% |
4% |
False |
False |
120,966 |
| 120 |
1,434.0 |
1,188.7 |
245.3 |
20.5% |
25.0 |
2.1% |
4% |
False |
False |
109,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,244.7 |
|
2.618 |
1,229.5 |
|
1.618 |
1,220.2 |
|
1.000 |
1,214.5 |
|
0.618 |
1,210.9 |
|
HIGH |
1,205.2 |
|
0.618 |
1,201.6 |
|
0.500 |
1,200.6 |
|
0.382 |
1,199.5 |
|
LOW |
1,195.9 |
|
0.618 |
1,190.2 |
|
1.000 |
1,186.6 |
|
1.618 |
1,180.9 |
|
2.618 |
1,171.6 |
|
4.250 |
1,156.4 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.6 |
1,207.7 |
| PP |
1,199.8 |
1,204.6 |
| S1 |
1,199.1 |
1,201.5 |
|