| 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 |
1,810.00 |
1,808.75 |
-1.25 |
-0.1% |
1,774.75 |
| High |
1,813.00 |
1,813.00 |
0.00 |
0.0% |
1,813.00 |
| Low |
1,801.25 |
1,808.75 |
7.50 |
0.4% |
1,760.25 |
| Close |
1,808.50 |
1,812.89 |
4.39 |
0.2% |
1,812.89 |
| Range |
11.75 |
4.25 |
-7.50 |
-63.8% |
52.75 |
| ATR |
17.53 |
16.60 |
-0.93 |
-5.3% |
0.00 |
| Volume |
387,385 |
47,698 |
-339,687 |
-87.7% |
2,764,243 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,824.25 |
1,822.75 |
1,815.25 |
|
| R3 |
1,820.00 |
1,818.50 |
1,814.00 |
|
| R2 |
1,815.75 |
1,815.75 |
1,813.75 |
|
| R1 |
1,814.25 |
1,814.25 |
1,813.25 |
1,815.00 |
| PP |
1,811.50 |
1,811.50 |
1,811.50 |
1,812.00 |
| S1 |
1,810.00 |
1,810.00 |
1,812.50 |
1,810.75 |
| S2 |
1,807.25 |
1,807.25 |
1,812.00 |
|
| S3 |
1,803.00 |
1,805.75 |
1,811.75 |
|
| S4 |
1,798.75 |
1,801.50 |
1,810.50 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,953.75 |
1,936.00 |
1,842.00 |
|
| R3 |
1,901.00 |
1,883.25 |
1,827.50 |
|
| R2 |
1,848.25 |
1,848.25 |
1,822.50 |
|
| R1 |
1,830.50 |
1,830.50 |
1,817.75 |
1,839.25 |
| PP |
1,795.50 |
1,795.50 |
1,795.50 |
1,799.75 |
| S1 |
1,777.75 |
1,777.75 |
1,808.00 |
1,786.50 |
| S2 |
1,742.75 |
1,742.75 |
1,803.25 |
|
| S3 |
1,690.00 |
1,725.00 |
1,798.50 |
|
| S4 |
1,637.25 |
1,672.25 |
1,784.00 |
|
|
| 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% |
21.25 |
1.2% |
100% |
True |
False |
552,848 |
| 10 |
1,813.00 |
1,760.25 |
52.75 |
2.9% |
17.50 |
1.0% |
100% |
True |
False |
983,082 |
| 20 |
1,813.00 |
1,760.25 |
52.75 |
2.9% |
15.25 |
0.8% |
100% |
True |
False |
1,172,447 |
| 40 |
1,813.00 |
1,736.50 |
76.50 |
4.2% |
15.75 |
0.9% |
100% |
True |
False |
1,353,432 |
| 60 |
1,813.00 |
1,640.00 |
173.00 |
9.5% |
17.00 |
0.9% |
100% |
True |
False |
1,489,818 |
| 80 |
1,813.00 |
1,618.75 |
194.25 |
10.7% |
16.75 |
0.9% |
100% |
True |
False |
1,344,425 |
| 100 |
1,813.00 |
1,618.25 |
194.75 |
10.7% |
16.50 |
0.9% |
100% |
True |
False |
1,076,631 |
| 120 |
1,813.00 |
1,588.25 |
224.75 |
12.4% |
16.00 |
0.9% |
100% |
True |
False |
897,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,831.00 |
|
2.618 |
1,824.25 |
|
1.618 |
1,820.00 |
|
1.000 |
1,817.25 |
|
0.618 |
1,815.75 |
|
HIGH |
1,813.00 |
|
0.618 |
1,811.50 |
|
0.500 |
1,811.00 |
|
0.382 |
1,810.25 |
|
LOW |
1,808.75 |
|
0.618 |
1,806.00 |
|
1.000 |
1,804.50 |
|
1.618 |
1,801.75 |
|
2.618 |
1,797.50 |
|
4.250 |
1,790.75 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,812.25 |
1,805.25 |
| PP |
1,811.50 |
1,797.75 |
| S1 |
1,811.00 |
1,790.00 |
|