| 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 |
6,506.5 |
6,496.0 |
-10.5 |
-0.2% |
6,573.5 |
| High |
6,515.5 |
6,572.0 |
56.5 |
0.9% |
6,580.5 |
| Low |
6,480.0 |
6,433.0 |
-47.0 |
-0.7% |
6,424.0 |
| Close |
6,492.0 |
6,493.0 |
1.0 |
0.0% |
6,437.5 |
| Range |
35.5 |
139.0 |
103.5 |
291.5% |
156.5 |
| ATR |
67.2 |
72.3 |
5.1 |
7.6% |
0.0 |
| Volume |
208,596 |
134,607 |
-73,989 |
-35.5% |
797,657 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,916.5 |
6,843.5 |
6,569.5 |
|
| R3 |
6,777.5 |
6,704.5 |
6,531.0 |
|
| R2 |
6,638.5 |
6,638.5 |
6,518.5 |
|
| R1 |
6,565.5 |
6,565.5 |
6,505.5 |
6,532.5 |
| PP |
6,499.5 |
6,499.5 |
6,499.5 |
6,483.0 |
| S1 |
6,426.5 |
6,426.5 |
6,480.5 |
6,393.5 |
| S2 |
6,360.5 |
6,360.5 |
6,467.5 |
|
| S3 |
6,221.5 |
6,287.5 |
6,455.0 |
|
| S4 |
6,082.5 |
6,148.5 |
6,416.5 |
|
|
| 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 |
6,572.0 |
6,398.0 |
174.0 |
2.7% |
83.0 |
1.3% |
55% |
True |
False |
209,516 |
| 10 |
6,580.5 |
6,398.0 |
182.5 |
2.8% |
72.5 |
1.1% |
52% |
False |
False |
162,216 |
| 20 |
6,711.0 |
6,398.0 |
313.0 |
4.8% |
66.0 |
1.0% |
30% |
False |
False |
124,862 |
| 40 |
6,798.0 |
6,398.0 |
400.0 |
6.2% |
63.5 |
1.0% |
24% |
False |
False |
110,538 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
66.5 |
1.0% |
40% |
False |
False |
104,394 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
65.0 |
1.0% |
40% |
False |
False |
93,805 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
65.0 |
1.0% |
40% |
False |
False |
75,083 |
| 120 |
6,798.0 |
6,126.0 |
672.0 |
10.3% |
62.5 |
1.0% |
55% |
False |
False |
62,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,163.0 |
|
2.618 |
6,936.0 |
|
1.618 |
6,797.0 |
|
1.000 |
6,711.0 |
|
0.618 |
6,658.0 |
|
HIGH |
6,572.0 |
|
0.618 |
6,519.0 |
|
0.500 |
6,502.5 |
|
0.382 |
6,486.0 |
|
LOW |
6,433.0 |
|
0.618 |
6,347.0 |
|
1.000 |
6,294.0 |
|
1.618 |
6,208.0 |
|
2.618 |
6,069.0 |
|
4.250 |
5,842.0 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,502.5 |
6,490.5 |
| PP |
6,499.5 |
6,487.5 |
| S1 |
6,496.0 |
6,485.0 |
|