| 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 |
2,970.0 |
2,952.0 |
-18.0 |
-0.6% |
2,993.0 |
| High |
2,971.0 |
3,015.0 |
44.0 |
1.5% |
2,998.0 |
| Low |
2,940.0 |
2,949.0 |
9.0 |
0.3% |
2,914.0 |
| Close |
2,946.0 |
2,972.0 |
26.0 |
0.9% |
2,922.0 |
| Range |
31.0 |
66.0 |
35.0 |
112.9% |
84.0 |
| ATR |
40.4 |
42.4 |
2.0 |
5.1% |
0.0 |
| Volume |
1,600,520 |
1,197,339 |
-403,181 |
-25.2% |
5,267,444 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,176.7 |
3,140.3 |
3,008.3 |
|
| R3 |
3,110.7 |
3,074.3 |
2,990.2 |
|
| R2 |
3,044.7 |
3,044.7 |
2,984.1 |
|
| R1 |
3,008.3 |
3,008.3 |
2,978.1 |
3,026.5 |
| PP |
2,978.7 |
2,978.7 |
2,978.7 |
2,987.8 |
| S1 |
2,942.3 |
2,942.3 |
2,966.0 |
2,960.5 |
| S2 |
2,912.7 |
2,912.7 |
2,959.9 |
|
| S3 |
2,846.7 |
2,876.3 |
2,953.9 |
|
| S4 |
2,780.7 |
2,810.3 |
2,935.7 |
|
|
| 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 |
3,015.0 |
2,914.0 |
101.0 |
3.4% |
45.4 |
1.5% |
57% |
True |
False |
1,359,660 |
| 10 |
3,015.0 |
2,914.0 |
101.0 |
3.4% |
44.2 |
1.5% |
57% |
True |
False |
1,134,192 |
| 20 |
3,097.0 |
2,914.0 |
183.0 |
6.2% |
39.5 |
1.3% |
32% |
False |
False |
953,266 |
| 40 |
3,102.0 |
2,914.0 |
188.0 |
6.3% |
38.4 |
1.3% |
31% |
False |
False |
881,625 |
| 60 |
3,102.0 |
2,863.0 |
239.0 |
8.0% |
36.8 |
1.2% |
46% |
False |
False |
872,589 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.6% |
36.8 |
1.2% |
68% |
False |
False |
762,694 |
| 100 |
3,102.0 |
2,699.0 |
403.0 |
13.6% |
35.5 |
1.2% |
68% |
False |
False |
610,259 |
| 120 |
3,102.0 |
2,523.0 |
579.0 |
19.5% |
35.1 |
1.2% |
78% |
False |
False |
508,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,295.5 |
|
2.618 |
3,187.8 |
|
1.618 |
3,121.8 |
|
1.000 |
3,081.0 |
|
0.618 |
3,055.8 |
|
HIGH |
3,015.0 |
|
0.618 |
2,989.8 |
|
0.500 |
2,982.0 |
|
0.382 |
2,974.2 |
|
LOW |
2,949.0 |
|
0.618 |
2,908.2 |
|
1.000 |
2,883.0 |
|
1.618 |
2,842.2 |
|
2.618 |
2,776.2 |
|
4.250 |
2,668.5 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,982.0 |
2,969.5 |
| PP |
2,978.7 |
2,967.0 |
| S1 |
2,975.3 |
2,964.5 |
|