| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,952.0 |
3,005.0 |
53.0 |
1.8% |
2,993.0 |
| High |
3,015.0 |
3,037.0 |
22.0 |
0.7% |
2,998.0 |
| Low |
2,949.0 |
2,997.0 |
48.0 |
1.6% |
2,914.0 |
| Close |
2,972.0 |
3,025.0 |
53.0 |
1.8% |
2,922.0 |
| Range |
66.0 |
40.0 |
-26.0 |
-39.4% |
84.0 |
| ATR |
42.4 |
44.0 |
1.6 |
3.8% |
0.0 |
| Volume |
1,197,339 |
179,698 |
-1,017,641 |
-85.0% |
5,267,444 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,139.7 |
3,122.3 |
3,047.0 |
|
| R3 |
3,099.7 |
3,082.3 |
3,036.0 |
|
| R2 |
3,059.7 |
3,059.7 |
3,032.3 |
|
| R1 |
3,042.3 |
3,042.3 |
3,028.7 |
3,051.0 |
| PP |
3,019.7 |
3,019.7 |
3,019.7 |
3,024.0 |
| S1 |
3,002.3 |
3,002.3 |
3,021.3 |
3,011.0 |
| S2 |
2,979.7 |
2,979.7 |
3,017.7 |
|
| S3 |
2,939.7 |
2,962.3 |
3,014.0 |
|
| S4 |
2,899.7 |
2,922.3 |
3,003.0 |
|
|
| 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 |
3,037.0 |
2,914.0 |
123.0 |
4.1% |
47.2 |
1.6% |
90% |
True |
False |
1,205,560 |
| 10 |
3,037.0 |
2,914.0 |
123.0 |
4.1% |
43.0 |
1.4% |
90% |
True |
False |
1,044,397 |
| 20 |
3,097.0 |
2,914.0 |
183.0 |
6.0% |
39.3 |
1.3% |
61% |
False |
False |
925,357 |
| 40 |
3,102.0 |
2,914.0 |
188.0 |
6.2% |
38.8 |
1.3% |
59% |
False |
False |
869,172 |
| 60 |
3,102.0 |
2,863.0 |
239.0 |
7.9% |
37.0 |
1.2% |
68% |
False |
False |
864,036 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.3% |
36.2 |
1.2% |
81% |
False |
False |
764,892 |
| 100 |
3,102.0 |
2,699.0 |
403.0 |
13.3% |
35.7 |
1.2% |
81% |
False |
False |
612,056 |
| 120 |
3,102.0 |
2,523.0 |
579.0 |
19.1% |
35.0 |
1.2% |
87% |
False |
False |
510,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,207.0 |
|
2.618 |
3,141.7 |
|
1.618 |
3,101.7 |
|
1.000 |
3,077.0 |
|
0.618 |
3,061.7 |
|
HIGH |
3,037.0 |
|
0.618 |
3,021.7 |
|
0.500 |
3,017.0 |
|
0.382 |
3,012.3 |
|
LOW |
2,997.0 |
|
0.618 |
2,972.3 |
|
1.000 |
2,957.0 |
|
1.618 |
2,932.3 |
|
2.618 |
2,892.3 |
|
4.250 |
2,827.0 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,022.3 |
3,012.8 |
| PP |
3,019.7 |
3,000.7 |
| S1 |
3,017.0 |
2,988.5 |
|