| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,457.00 |
3,457.00 |
0.00 |
0.0% |
3,505.00 |
| High |
3,478.25 |
3,495.25 |
17.00 |
0.5% |
3,524.75 |
| Low |
3,449.75 |
3,434.50 |
-15.25 |
-0.4% |
3,449.75 |
| Close |
3,457.50 |
3,474.50 |
17.00 |
0.5% |
3,457.50 |
| Range |
28.50 |
60.75 |
32.25 |
113.2% |
75.00 |
| ATR |
31.75 |
33.83 |
2.07 |
6.5% |
0.00 |
| Volume |
152,854 |
130,785 |
-22,069 |
-14.4% |
1,128,471 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,650.25 |
3,623.25 |
3,508.00 |
|
| R3 |
3,589.50 |
3,562.50 |
3,491.25 |
|
| R2 |
3,528.75 |
3,528.75 |
3,485.75 |
|
| R1 |
3,501.75 |
3,501.75 |
3,480.00 |
3,515.25 |
| PP |
3,468.00 |
3,468.00 |
3,468.00 |
3,475.00 |
| S1 |
3,441.00 |
3,441.00 |
3,469.00 |
3,454.50 |
| S2 |
3,407.25 |
3,407.25 |
3,463.25 |
|
| S3 |
3,346.50 |
3,380.25 |
3,457.75 |
|
| S4 |
3,285.75 |
3,319.50 |
3,441.00 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,702.25 |
3,655.00 |
3,498.75 |
|
| R3 |
3,627.25 |
3,580.00 |
3,478.00 |
|
| R2 |
3,552.25 |
3,552.25 |
3,471.25 |
|
| R1 |
3,505.00 |
3,505.00 |
3,464.50 |
3,491.00 |
| PP |
3,477.25 |
3,477.25 |
3,477.25 |
3,470.50 |
| S1 |
3,430.00 |
3,430.00 |
3,450.50 |
3,416.00 |
| S2 |
3,402.25 |
3,402.25 |
3,443.75 |
|
| S3 |
3,327.25 |
3,355.00 |
3,437.00 |
|
| S4 |
3,252.25 |
3,280.00 |
3,416.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,524.25 |
3,434.50 |
89.75 |
2.6% |
37.50 |
1.1% |
45% |
False |
True |
213,730 |
| 10 |
3,524.75 |
3,434.50 |
90.25 |
2.6% |
32.75 |
0.9% |
44% |
False |
True |
227,048 |
| 20 |
3,524.75 |
3,358.50 |
166.25 |
4.8% |
32.00 |
0.9% |
70% |
False |
False |
212,670 |
| 40 |
3,524.75 |
3,310.00 |
214.75 |
6.2% |
33.25 |
1.0% |
77% |
False |
False |
222,151 |
| 60 |
3,524.75 |
3,110.75 |
414.00 |
11.9% |
36.75 |
1.1% |
88% |
False |
False |
236,643 |
| 80 |
3,524.75 |
3,050.00 |
474.75 |
13.7% |
36.25 |
1.0% |
89% |
False |
False |
197,139 |
| 100 |
3,524.75 |
3,038.50 |
486.25 |
14.0% |
33.75 |
1.0% |
90% |
False |
False |
157,756 |
| 120 |
3,524.75 |
2,887.00 |
637.75 |
18.4% |
31.00 |
0.9% |
92% |
False |
False |
131,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,753.50 |
|
2.618 |
3,654.25 |
|
1.618 |
3,593.50 |
|
1.000 |
3,556.00 |
|
0.618 |
3,532.75 |
|
HIGH |
3,495.25 |
|
0.618 |
3,472.00 |
|
0.500 |
3,465.00 |
|
0.382 |
3,457.75 |
|
LOW |
3,434.50 |
|
0.618 |
3,397.00 |
|
1.000 |
3,373.75 |
|
1.618 |
3,336.25 |
|
2.618 |
3,275.50 |
|
4.250 |
3,176.25 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,471.25 |
3,471.25 |
| PP |
3,468.00 |
3,468.00 |
| S1 |
3,465.00 |
3,465.00 |
|