| 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 |
6,557.0 |
6,595.0 |
38.0 |
0.6% |
6,443.0 |
| High |
6,594.0 |
6,692.0 |
98.0 |
1.5% |
6,692.0 |
| Low |
6,539.5 |
6,579.5 |
40.0 |
0.6% |
6,398.0 |
| Close |
6,574.5 |
6,598.0 |
23.5 |
0.4% |
6,598.0 |
| Range |
54.5 |
112.5 |
58.0 |
106.4% |
294.0 |
| ATR |
74.3 |
77.4 |
3.1 |
4.1% |
0.0 |
| Volume |
14,789 |
14,789 |
0 |
0.0% |
689,183 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,960.5 |
6,892.0 |
6,660.0 |
|
| R3 |
6,848.0 |
6,779.5 |
6,629.0 |
|
| R2 |
6,735.5 |
6,735.5 |
6,618.5 |
|
| R1 |
6,667.0 |
6,667.0 |
6,608.5 |
6,701.0 |
| PP |
6,623.0 |
6,623.0 |
6,623.0 |
6,640.5 |
| S1 |
6,554.5 |
6,554.5 |
6,587.5 |
6,589.0 |
| S2 |
6,510.5 |
6,510.5 |
6,577.5 |
|
| S3 |
6,398.0 |
6,442.0 |
6,567.0 |
|
| S4 |
6,285.5 |
6,329.5 |
6,536.0 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,444.5 |
7,315.5 |
6,759.5 |
|
| R3 |
7,150.5 |
7,021.5 |
6,679.0 |
|
| R2 |
6,856.5 |
6,856.5 |
6,652.0 |
|
| R1 |
6,727.5 |
6,727.5 |
6,625.0 |
6,792.0 |
| PP |
6,562.5 |
6,562.5 |
6,562.5 |
6,595.0 |
| S1 |
6,433.5 |
6,433.5 |
6,571.0 |
6,498.0 |
| S2 |
6,268.5 |
6,268.5 |
6,544.0 |
|
| S3 |
5,974.5 |
6,139.5 |
6,517.0 |
|
| S4 |
5,680.5 |
5,845.5 |
6,436.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,692.0 |
6,398.0 |
294.0 |
4.5% |
95.0 |
1.4% |
68% |
True |
False |
137,836 |
| 10 |
6,692.0 |
6,398.0 |
294.0 |
4.5% |
76.5 |
1.2% |
68% |
True |
False |
148,684 |
| 20 |
6,709.5 |
6,398.0 |
311.5 |
4.7% |
68.5 |
1.0% |
64% |
False |
False |
119,804 |
| 40 |
6,798.0 |
6,398.0 |
400.0 |
6.1% |
65.5 |
1.0% |
50% |
False |
False |
108,043 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
66.5 |
1.0% |
61% |
False |
False |
101,333 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
65.5 |
1.0% |
61% |
False |
False |
94,169 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
65.0 |
1.0% |
61% |
False |
False |
75,379 |
| 120 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
62.0 |
0.9% |
61% |
False |
False |
62,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,170.0 |
|
2.618 |
6,986.5 |
|
1.618 |
6,874.0 |
|
1.000 |
6,804.5 |
|
0.618 |
6,761.5 |
|
HIGH |
6,692.0 |
|
0.618 |
6,649.0 |
|
0.500 |
6,636.0 |
|
0.382 |
6,622.5 |
|
LOW |
6,579.5 |
|
0.618 |
6,510.0 |
|
1.000 |
6,467.0 |
|
1.618 |
6,397.5 |
|
2.618 |
6,285.0 |
|
4.250 |
6,101.5 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,636.0 |
6,586.0 |
| PP |
6,623.0 |
6,574.5 |
| S1 |
6,610.5 |
6,562.5 |
|