| 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 |
6,443.0 |
6,506.5 |
63.5 |
1.0% |
6,573.5 |
| High |
6,532.0 |
6,515.5 |
-16.5 |
-0.3% |
6,580.5 |
| Low |
6,398.0 |
6,480.0 |
82.0 |
1.3% |
6,424.0 |
| Close |
6,519.5 |
6,492.0 |
-27.5 |
-0.4% |
6,437.5 |
| Range |
134.0 |
35.5 |
-98.5 |
-73.5% |
156.5 |
| ATR |
69.3 |
67.2 |
-2.1 |
-3.1% |
0.0 |
| Volume |
316,402 |
208,596 |
-107,806 |
-34.1% |
797,657 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,602.5 |
6,582.5 |
6,511.5 |
|
| R3 |
6,567.0 |
6,547.0 |
6,502.0 |
|
| R2 |
6,531.5 |
6,531.5 |
6,498.5 |
|
| R1 |
6,511.5 |
6,511.5 |
6,495.5 |
6,504.0 |
| PP |
6,496.0 |
6,496.0 |
6,496.0 |
6,492.0 |
| S1 |
6,476.0 |
6,476.0 |
6,488.5 |
6,468.0 |
| S2 |
6,460.5 |
6,460.5 |
6,485.5 |
|
| S3 |
6,425.0 |
6,440.5 |
6,482.0 |
|
| S4 |
6,389.5 |
6,405.0 |
6,472.5 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,950.0 |
6,850.5 |
6,523.5 |
|
| R3 |
6,793.5 |
6,694.0 |
6,480.5 |
|
| R2 |
6,637.0 |
6,637.0 |
6,466.0 |
|
| R1 |
6,537.5 |
6,537.5 |
6,452.0 |
6,509.0 |
| PP |
6,480.5 |
6,480.5 |
6,480.5 |
6,466.5 |
| S1 |
6,381.0 |
6,381.0 |
6,423.0 |
6,352.5 |
| S2 |
6,324.0 |
6,324.0 |
6,409.0 |
|
| S3 |
6,167.5 |
6,224.5 |
6,394.5 |
|
| S4 |
6,011.0 |
6,068.0 |
6,351.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,556.0 |
6,398.0 |
158.0 |
2.4% |
71.0 |
1.1% |
59% |
False |
False |
218,646 |
| 10 |
6,580.5 |
6,398.0 |
182.5 |
2.8% |
67.5 |
1.0% |
52% |
False |
False |
158,861 |
| 20 |
6,712.5 |
6,398.0 |
314.5 |
4.8% |
62.0 |
1.0% |
30% |
False |
False |
122,431 |
| 40 |
6,798.0 |
6,398.0 |
400.0 |
6.2% |
61.0 |
0.9% |
24% |
False |
False |
109,247 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
65.0 |
1.0% |
40% |
False |
False |
103,226 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
64.0 |
1.0% |
40% |
False |
False |
92,125 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
63.5 |
1.0% |
40% |
False |
False |
73,737 |
| 120 |
6,798.0 |
6,126.0 |
672.0 |
10.4% |
61.5 |
0.9% |
54% |
False |
False |
61,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,666.5 |
|
2.618 |
6,608.5 |
|
1.618 |
6,573.0 |
|
1.000 |
6,551.0 |
|
0.618 |
6,537.5 |
|
HIGH |
6,515.5 |
|
0.618 |
6,502.0 |
|
0.500 |
6,498.0 |
|
0.382 |
6,493.5 |
|
LOW |
6,480.0 |
|
0.618 |
6,458.0 |
|
1.000 |
6,444.5 |
|
1.618 |
6,422.5 |
|
2.618 |
6,387.0 |
|
4.250 |
6,329.0 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,498.0 |
6,483.0 |
| PP |
6,496.0 |
6,474.0 |
| S1 |
6,494.0 |
6,465.0 |
|