| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,005.0 |
3,039.0 |
34.0 |
1.1% |
2,914.0 |
| High |
3,037.0 |
3,050.0 |
13.0 |
0.4% |
3,050.0 |
| Low |
2,997.0 |
3,030.0 |
33.0 |
1.1% |
2,914.0 |
| Close |
3,025.0 |
3,034.9 |
9.9 |
0.3% |
3,034.9 |
| Range |
40.0 |
20.0 |
-20.0 |
-50.0% |
136.0 |
| ATR |
44.0 |
42.7 |
-1.4 |
-3.1% |
0.0 |
| Volume |
179,698 |
127,097 |
-52,601 |
-29.3% |
4,685,900 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,098.3 |
3,086.6 |
3,045.9 |
|
| R3 |
3,078.3 |
3,066.6 |
3,040.4 |
|
| R2 |
3,058.3 |
3,058.3 |
3,038.6 |
|
| R1 |
3,046.6 |
3,046.6 |
3,036.7 |
3,042.5 |
| PP |
3,038.3 |
3,038.3 |
3,038.3 |
3,036.2 |
| S1 |
3,026.6 |
3,026.6 |
3,033.1 |
3,022.5 |
| S2 |
3,018.3 |
3,018.3 |
3,031.2 |
|
| S3 |
2,998.3 |
3,006.6 |
3,029.4 |
|
| S4 |
2,978.3 |
2,986.6 |
3,023.9 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,407.6 |
3,357.3 |
3,109.7 |
|
| R3 |
3,271.6 |
3,221.3 |
3,072.3 |
|
| R2 |
3,135.6 |
3,135.6 |
3,059.8 |
|
| R1 |
3,085.3 |
3,085.3 |
3,047.4 |
3,110.5 |
| PP |
2,999.6 |
2,999.6 |
2,999.6 |
3,012.2 |
| S1 |
2,949.3 |
2,949.3 |
3,022.4 |
2,974.5 |
| S2 |
2,863.6 |
2,863.6 |
3,010.0 |
|
| S3 |
2,727.6 |
2,813.3 |
2,997.5 |
|
| S4 |
2,591.6 |
2,677.3 |
2,960.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,050.0 |
2,914.0 |
136.0 |
4.5% |
45.8 |
1.5% |
89% |
True |
False |
937,180 |
| 10 |
3,050.0 |
2,914.0 |
136.0 |
4.5% |
39.8 |
1.3% |
89% |
True |
False |
995,334 |
| 20 |
3,097.0 |
2,914.0 |
183.0 |
6.0% |
38.2 |
1.3% |
66% |
False |
False |
900,526 |
| 40 |
3,102.0 |
2,914.0 |
188.0 |
6.2% |
38.8 |
1.3% |
64% |
False |
False |
853,163 |
| 60 |
3,102.0 |
2,863.0 |
239.0 |
7.9% |
36.9 |
1.2% |
72% |
False |
False |
853,595 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.3% |
36.1 |
1.2% |
83% |
False |
False |
766,456 |
| 100 |
3,102.0 |
2,699.0 |
403.0 |
13.3% |
35.7 |
1.2% |
83% |
False |
False |
613,316 |
| 120 |
3,102.0 |
2,565.0 |
537.0 |
17.7% |
34.9 |
1.1% |
88% |
False |
False |
511,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,135.0 |
|
2.618 |
3,102.4 |
|
1.618 |
3,082.4 |
|
1.000 |
3,070.0 |
|
0.618 |
3,062.4 |
|
HIGH |
3,050.0 |
|
0.618 |
3,042.4 |
|
0.500 |
3,040.0 |
|
0.382 |
3,037.6 |
|
LOW |
3,030.0 |
|
0.618 |
3,017.6 |
|
1.000 |
3,010.0 |
|
1.618 |
2,997.6 |
|
2.618 |
2,977.6 |
|
4.250 |
2,945.0 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,040.0 |
3,023.1 |
| PP |
3,038.3 |
3,011.3 |
| S1 |
3,036.6 |
2,999.5 |
|