| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,927.0 |
2,914.0 |
-13.0 |
-0.4% |
2,993.0 |
| High |
2,941.0 |
2,986.0 |
45.0 |
1.5% |
2,998.0 |
| Low |
2,914.0 |
2,914.0 |
0.0 |
0.0% |
2,914.0 |
| Close |
2,922.0 |
2,975.0 |
53.0 |
1.8% |
2,922.0 |
| Range |
27.0 |
72.0 |
45.0 |
166.7% |
84.0 |
| ATR |
38.4 |
40.8 |
2.4 |
6.3% |
0.0 |
| Volume |
1,468,997 |
1,581,246 |
112,249 |
7.6% |
5,267,444 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,174.3 |
3,146.7 |
3,014.6 |
|
| R3 |
3,102.3 |
3,074.7 |
2,994.8 |
|
| R2 |
3,030.3 |
3,030.3 |
2,988.2 |
|
| R1 |
3,002.7 |
3,002.7 |
2,981.6 |
3,016.5 |
| PP |
2,958.3 |
2,958.3 |
2,958.3 |
2,965.3 |
| S1 |
2,930.7 |
2,930.7 |
2,968.4 |
2,944.5 |
| S2 |
2,886.3 |
2,886.3 |
2,961.8 |
|
| S3 |
2,814.3 |
2,858.7 |
2,955.2 |
|
| S4 |
2,742.3 |
2,786.7 |
2,935.4 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,196.7 |
3,143.3 |
2,968.2 |
|
| R3 |
3,112.7 |
3,059.3 |
2,945.1 |
|
| R2 |
3,028.7 |
3,028.7 |
2,937.4 |
|
| R1 |
2,975.3 |
2,975.3 |
2,929.7 |
2,960.0 |
| PP |
2,944.7 |
2,944.7 |
2,944.7 |
2,937.0 |
| S1 |
2,891.3 |
2,891.3 |
2,914.3 |
2,876.0 |
| S2 |
2,860.7 |
2,860.7 |
2,906.6 |
|
| S3 |
2,776.7 |
2,807.3 |
2,898.9 |
|
| S4 |
2,692.7 |
2,723.3 |
2,875.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,998.0 |
2,914.0 |
84.0 |
2.8% |
43.8 |
1.5% |
73% |
False |
True |
1,211,935 |
| 10 |
3,074.0 |
2,914.0 |
160.0 |
5.4% |
47.4 |
1.6% |
38% |
False |
True |
1,088,900 |
| 20 |
3,097.0 |
2,914.0 |
183.0 |
6.2% |
39.0 |
1.3% |
33% |
False |
True |
891,407 |
| 40 |
3,102.0 |
2,914.0 |
188.0 |
6.3% |
37.4 |
1.3% |
32% |
False |
True |
848,962 |
| 60 |
3,102.0 |
2,863.0 |
239.0 |
8.0% |
36.3 |
1.2% |
47% |
False |
False |
851,875 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.5% |
36.4 |
1.2% |
68% |
False |
False |
727,724 |
| 100 |
3,102.0 |
2,699.0 |
403.0 |
13.5% |
35.1 |
1.2% |
68% |
False |
False |
582,286 |
| 120 |
3,102.0 |
2,523.0 |
579.0 |
19.5% |
35.1 |
1.2% |
78% |
False |
False |
485,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,292.0 |
|
2.618 |
3,174.5 |
|
1.618 |
3,102.5 |
|
1.000 |
3,058.0 |
|
0.618 |
3,030.5 |
|
HIGH |
2,986.0 |
|
0.618 |
2,958.5 |
|
0.500 |
2,950.0 |
|
0.382 |
2,941.5 |
|
LOW |
2,914.0 |
|
0.618 |
2,869.5 |
|
1.000 |
2,842.0 |
|
1.618 |
2,797.5 |
|
2.618 |
2,725.5 |
|
4.250 |
2,608.0 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,966.7 |
2,966.7 |
| PP |
2,958.3 |
2,958.3 |
| S1 |
2,950.0 |
2,950.0 |
|