| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,914.0 |
2,970.0 |
56.0 |
1.9% |
2,993.0 |
| High |
2,986.0 |
2,971.0 |
-15.0 |
-0.5% |
2,998.0 |
| Low |
2,914.0 |
2,940.0 |
26.0 |
0.9% |
2,914.0 |
| Close |
2,975.0 |
2,946.0 |
-29.0 |
-1.0% |
2,922.0 |
| Range |
72.0 |
31.0 |
-41.0 |
-56.9% |
84.0 |
| ATR |
40.8 |
40.4 |
-0.4 |
-1.0% |
0.0 |
| Volume |
1,581,246 |
1,600,520 |
19,274 |
1.2% |
5,267,444 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,045.3 |
3,026.7 |
2,963.1 |
|
| R3 |
3,014.3 |
2,995.7 |
2,954.5 |
|
| R2 |
2,983.3 |
2,983.3 |
2,951.7 |
|
| R1 |
2,964.7 |
2,964.7 |
2,948.8 |
2,958.5 |
| PP |
2,952.3 |
2,952.3 |
2,952.3 |
2,949.3 |
| S1 |
2,933.7 |
2,933.7 |
2,943.2 |
2,927.5 |
| S2 |
2,921.3 |
2,921.3 |
2,940.3 |
|
| S3 |
2,890.3 |
2,902.7 |
2,937.5 |
|
| S4 |
2,859.3 |
2,871.7 |
2,929.0 |
|
|
| 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 |
2,986.0 |
2,914.0 |
72.0 |
2.4% |
41.6 |
1.4% |
44% |
False |
False |
1,360,327 |
| 10 |
3,027.0 |
2,914.0 |
113.0 |
3.8% |
43.8 |
1.5% |
28% |
False |
False |
1,127,659 |
| 20 |
3,097.0 |
2,914.0 |
183.0 |
6.2% |
38.0 |
1.3% |
17% |
False |
False |
933,041 |
| 40 |
3,102.0 |
2,914.0 |
188.0 |
6.4% |
37.7 |
1.3% |
17% |
False |
False |
873,938 |
| 60 |
3,102.0 |
2,863.0 |
239.0 |
8.1% |
36.1 |
1.2% |
35% |
False |
False |
866,862 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.7% |
36.3 |
1.2% |
61% |
False |
False |
747,729 |
| 100 |
3,102.0 |
2,699.0 |
403.0 |
13.7% |
35.1 |
1.2% |
61% |
False |
False |
598,287 |
| 120 |
3,102.0 |
2,523.0 |
579.0 |
19.7% |
35.0 |
1.2% |
73% |
False |
False |
498,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,102.8 |
|
2.618 |
3,052.2 |
|
1.618 |
3,021.2 |
|
1.000 |
3,002.0 |
|
0.618 |
2,990.2 |
|
HIGH |
2,971.0 |
|
0.618 |
2,959.2 |
|
0.500 |
2,955.5 |
|
0.382 |
2,951.8 |
|
LOW |
2,940.0 |
|
0.618 |
2,920.8 |
|
1.000 |
2,909.0 |
|
1.618 |
2,889.8 |
|
2.618 |
2,858.8 |
|
4.250 |
2,808.3 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,955.5 |
2,950.0 |
| PP |
2,952.3 |
2,948.7 |
| S1 |
2,949.2 |
2,947.3 |
|