| 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 |
1,119.8 |
1,118.3 |
-1.5 |
-0.1% |
1,130.8 |
| High |
1,121.4 |
1,135.8 |
14.4 |
1.3% |
1,134.3 |
| Low |
1,111.5 |
1,108.9 |
-2.6 |
-0.2% |
1,098.3 |
| Close |
1,117.8 |
1,135.2 |
17.4 |
1.6% |
1,105.7 |
| Range |
9.9 |
26.9 |
17.0 |
171.7% |
36.0 |
| ATR |
14.5 |
15.4 |
0.9 |
6.1% |
0.0 |
| Volume |
70,698 |
39,004 |
-31,694 |
-44.8% |
601,682 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,207.3 |
1,198.3 |
1,150.0 |
|
| R3 |
1,180.5 |
1,171.3 |
1,142.5 |
|
| R2 |
1,153.5 |
1,153.5 |
1,140.3 |
|
| R1 |
1,144.3 |
1,144.3 |
1,137.8 |
1,149.0 |
| PP |
1,126.8 |
1,126.8 |
1,126.8 |
1,129.0 |
| S1 |
1,117.5 |
1,117.5 |
1,132.8 |
1,122.0 |
| S2 |
1,099.8 |
1,099.8 |
1,130.3 |
|
| S3 |
1,072.8 |
1,090.5 |
1,127.8 |
|
| S4 |
1,046.0 |
1,063.8 |
1,120.5 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,220.8 |
1,199.3 |
1,125.5 |
|
| R3 |
1,184.8 |
1,163.3 |
1,115.5 |
|
| R2 |
1,148.8 |
1,148.8 |
1,112.3 |
|
| R1 |
1,127.3 |
1,127.3 |
1,109.0 |
1,120.0 |
| PP |
1,112.8 |
1,112.8 |
1,112.8 |
1,109.3 |
| S1 |
1,091.3 |
1,091.3 |
1,102.5 |
1,084.0 |
| S2 |
1,076.8 |
1,076.8 |
1,099.0 |
|
| S3 |
1,040.8 |
1,055.3 |
1,095.8 |
|
| S4 |
1,004.8 |
1,019.3 |
1,086.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,135.8 |
1,095.7 |
40.1 |
3.5% |
16.5 |
1.5% |
99% |
True |
False |
91,196 |
| 10 |
1,136.6 |
1,095.7 |
40.9 |
3.6% |
15.8 |
1.4% |
97% |
False |
False |
100,889 |
| 20 |
1,147.6 |
1,093.9 |
53.7 |
4.7% |
14.5 |
1.3% |
77% |
False |
False |
94,459 |
| 40 |
1,147.6 |
1,074.6 |
73.0 |
6.4% |
14.5 |
1.3% |
83% |
False |
False |
96,663 |
| 60 |
1,147.6 |
1,034.7 |
112.9 |
9.9% |
14.8 |
1.3% |
89% |
False |
False |
99,938 |
| 80 |
1,147.6 |
1,003.2 |
144.4 |
12.7% |
14.0 |
1.2% |
91% |
False |
False |
89,220 |
| 100 |
1,147.6 |
1,003.2 |
144.4 |
12.7% |
12.0 |
1.1% |
91% |
False |
False |
71,377 |
| 120 |
1,147.6 |
986.2 |
161.4 |
14.2% |
10.0 |
0.9% |
92% |
False |
False |
59,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,250.0 |
|
2.618 |
1,206.3 |
|
1.618 |
1,179.3 |
|
1.000 |
1,162.8 |
|
0.618 |
1,152.5 |
|
HIGH |
1,135.8 |
|
0.618 |
1,125.5 |
|
0.500 |
1,122.3 |
|
0.382 |
1,119.3 |
|
LOW |
1,109.0 |
|
0.618 |
1,092.3 |
|
1.000 |
1,082.0 |
|
1.618 |
1,065.5 |
|
2.618 |
1,038.5 |
|
4.250 |
994.5 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,131.0 |
1,128.8 |
| PP |
1,126.8 |
1,122.3 |
| S1 |
1,122.3 |
1,115.8 |
|