| 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 |
9,251.0 |
9,361.0 |
110.0 |
1.2% |
8,995.0 |
| High |
9,353.5 |
9,402.0 |
48.5 |
0.5% |
9,402.0 |
| Low |
9,251.0 |
9,348.0 |
97.0 |
1.0% |
8,985.5 |
| Close |
9,324.5 |
9,370.9 |
46.4 |
0.5% |
9,370.9 |
| Range |
102.5 |
54.0 |
-48.5 |
-47.3% |
416.5 |
| ATR |
112.5 |
110.0 |
-2.5 |
-2.2% |
0.0 |
| Volume |
15,212 |
6,914 |
-8,298 |
-54.5% |
411,810 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,535.6 |
9,507.3 |
9,400.6 |
|
| R3 |
9,481.6 |
9,453.3 |
9,385.8 |
|
| R2 |
9,427.6 |
9,427.6 |
9,380.8 |
|
| R1 |
9,399.3 |
9,399.3 |
9,375.9 |
9,413.5 |
| PP |
9,373.6 |
9,373.6 |
9,373.6 |
9,380.7 |
| S1 |
9,345.3 |
9,345.3 |
9,366.0 |
9,359.5 |
| S2 |
9,319.6 |
9,319.6 |
9,361.0 |
|
| S3 |
9,265.6 |
9,291.3 |
9,356.1 |
|
| S4 |
9,211.6 |
9,237.3 |
9,341.2 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,502.3 |
10,353.1 |
9,600.0 |
|
| R3 |
10,085.8 |
9,936.6 |
9,485.4 |
|
| R2 |
9,669.3 |
9,669.3 |
9,447.3 |
|
| R1 |
9,520.1 |
9,520.1 |
9,409.1 |
9,594.7 |
| PP |
9,252.8 |
9,252.8 |
9,252.8 |
9,290.1 |
| S1 |
9,103.6 |
9,103.6 |
9,332.7 |
9,178.2 |
| S2 |
8,836.3 |
8,836.3 |
9,294.5 |
|
| S3 |
8,419.8 |
8,687.1 |
9,256.4 |
|
| S4 |
8,003.3 |
8,270.6 |
9,141.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,402.0 |
8,985.5 |
416.5 |
4.4% |
119.8 |
1.3% |
93% |
True |
False |
82,362 |
| 10 |
9,402.0 |
8,983.5 |
418.5 |
4.5% |
103.7 |
1.1% |
93% |
True |
False |
93,264 |
| 20 |
9,428.0 |
8,983.5 |
444.5 |
4.7% |
99.8 |
1.1% |
87% |
False |
False |
92,172 |
| 40 |
9,428.0 |
8,936.5 |
491.5 |
5.2% |
91.1 |
1.0% |
88% |
False |
False |
91,380 |
| 60 |
9,428.0 |
8,498.0 |
930.0 |
9.9% |
88.6 |
0.9% |
94% |
False |
False |
89,371 |
| 80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.2% |
88.4 |
0.9% |
96% |
False |
False |
76,941 |
| 100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.2% |
88.9 |
0.9% |
96% |
False |
False |
61,594 |
| 120 |
9,428.0 |
7,817.5 |
1,610.5 |
17.2% |
90.1 |
1.0% |
96% |
False |
False |
51,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,631.5 |
|
2.618 |
9,543.4 |
|
1.618 |
9,489.4 |
|
1.000 |
9,456.0 |
|
0.618 |
9,435.4 |
|
HIGH |
9,402.0 |
|
0.618 |
9,381.4 |
|
0.500 |
9,375.0 |
|
0.382 |
9,368.6 |
|
LOW |
9,348.0 |
|
0.618 |
9,314.6 |
|
1.000 |
9,294.0 |
|
1.618 |
9,260.6 |
|
2.618 |
9,206.6 |
|
4.250 |
9,118.5 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,375.0 |
9,334.7 |
| PP |
9,373.6 |
9,298.5 |
| S1 |
9,372.3 |
9,262.3 |
|