| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1,778.25 |
1,810.00 |
31.75 |
1.8% |
1,806.50 |
| High |
1,812.75 |
1,813.00 |
0.25 |
0.0% |
1,811.50 |
| Low |
1,767.25 |
1,801.25 |
34.00 |
1.9% |
1,771.75 |
| Close |
1,810.75 |
1,808.50 |
-2.25 |
-0.1% |
1,774.75 |
| Range |
45.50 |
11.75 |
-33.75 |
-74.2% |
39.75 |
| ATR |
17.98 |
17.53 |
-0.44 |
-2.5% |
0.00 |
| Volume |
711,563 |
387,385 |
-324,178 |
-45.6% |
7,066,579 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,842.75 |
1,837.50 |
1,815.00 |
|
| R3 |
1,831.00 |
1,825.75 |
1,811.75 |
|
| R2 |
1,819.25 |
1,819.25 |
1,810.75 |
|
| R1 |
1,814.00 |
1,814.00 |
1,809.50 |
1,810.75 |
| PP |
1,807.50 |
1,807.50 |
1,807.50 |
1,806.00 |
| S1 |
1,802.25 |
1,802.25 |
1,807.50 |
1,799.00 |
| S2 |
1,795.75 |
1,795.75 |
1,806.25 |
|
| S3 |
1,784.00 |
1,790.50 |
1,805.25 |
|
| S4 |
1,772.25 |
1,778.75 |
1,802.00 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,905.25 |
1,879.75 |
1,796.50 |
|
| R3 |
1,865.50 |
1,840.00 |
1,785.75 |
|
| R2 |
1,825.75 |
1,825.75 |
1,782.00 |
|
| R1 |
1,800.25 |
1,800.25 |
1,778.50 |
1,793.00 |
| PP |
1,786.00 |
1,786.00 |
1,786.00 |
1,782.50 |
| S1 |
1,760.50 |
1,760.50 |
1,771.00 |
1,753.50 |
| S2 |
1,746.25 |
1,746.25 |
1,767.50 |
|
| S3 |
1,706.50 |
1,720.75 |
1,763.75 |
|
| S4 |
1,666.75 |
1,681.00 |
1,753.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,813.00 |
1,760.25 |
52.75 |
2.9% |
22.75 |
1.3% |
91% |
True |
False |
742,166 |
| 10 |
1,813.00 |
1,760.25 |
52.75 |
2.9% |
19.25 |
1.1% |
91% |
True |
False |
1,154,023 |
| 20 |
1,813.00 |
1,760.25 |
52.75 |
2.9% |
16.00 |
0.9% |
91% |
True |
False |
1,239,582 |
| 40 |
1,813.00 |
1,736.50 |
76.50 |
4.2% |
16.00 |
0.9% |
94% |
True |
False |
1,383,562 |
| 60 |
1,813.00 |
1,640.00 |
173.00 |
9.6% |
17.00 |
0.9% |
97% |
True |
False |
1,513,468 |
| 80 |
1,813.00 |
1,618.25 |
194.75 |
10.8% |
16.75 |
0.9% |
98% |
True |
False |
1,344,010 |
| 100 |
1,813.00 |
1,618.25 |
194.75 |
10.8% |
16.50 |
0.9% |
98% |
True |
False |
1,076,181 |
| 120 |
1,813.00 |
1,588.25 |
224.75 |
12.4% |
16.00 |
0.9% |
98% |
True |
False |
897,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,863.00 |
|
2.618 |
1,843.75 |
|
1.618 |
1,832.00 |
|
1.000 |
1,824.75 |
|
0.618 |
1,820.25 |
|
HIGH |
1,813.00 |
|
0.618 |
1,808.50 |
|
0.500 |
1,807.00 |
|
0.382 |
1,805.75 |
|
LOW |
1,801.25 |
|
0.618 |
1,794.00 |
|
1.000 |
1,789.50 |
|
1.618 |
1,782.25 |
|
2.618 |
1,770.50 |
|
4.250 |
1,751.25 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.00 |
1,802.50 |
| PP |
1,807.50 |
1,796.25 |
| S1 |
1,807.00 |
1,790.00 |
|