| 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 |
3,464.75 |
3,513.50 |
48.75 |
1.4% |
3,505.00 |
| High |
3,513.50 |
3,516.75 |
3.25 |
0.1% |
3,524.75 |
| Low |
3,422.00 |
3,482.50 |
60.50 |
1.8% |
3,449.75 |
| Close |
3,512.75 |
3,497.00 |
-15.75 |
-0.4% |
3,457.50 |
| Range |
91.50 |
34.25 |
-57.25 |
-62.6% |
75.00 |
| ATR |
37.19 |
36.98 |
-0.21 |
-0.6% |
0.00 |
| Volume |
66,667 |
56,687 |
-9,980 |
-15.0% |
1,128,471 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,601.50 |
3,583.50 |
3,515.75 |
|
| R3 |
3,567.25 |
3,549.25 |
3,506.50 |
|
| R2 |
3,533.00 |
3,533.00 |
3,503.25 |
|
| R1 |
3,515.00 |
3,515.00 |
3,500.25 |
3,507.00 |
| PP |
3,498.75 |
3,498.75 |
3,498.75 |
3,494.75 |
| S1 |
3,480.75 |
3,480.75 |
3,493.75 |
3,472.50 |
| S2 |
3,464.50 |
3,464.50 |
3,490.75 |
|
| S3 |
3,430.25 |
3,446.50 |
3,487.50 |
|
| S4 |
3,396.00 |
3,412.25 |
3,478.25 |
|
|
| 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 |
3,516.75 |
3,422.00 |
94.75 |
2.7% |
47.50 |
1.4% |
79% |
True |
False |
98,925 |
| 10 |
3,524.75 |
3,422.00 |
102.75 |
2.9% |
39.00 |
1.1% |
73% |
False |
False |
172,515 |
| 20 |
3,524.75 |
3,360.25 |
164.50 |
4.7% |
33.75 |
1.0% |
83% |
False |
False |
184,603 |
| 40 |
3,524.75 |
3,310.00 |
214.75 |
6.1% |
34.75 |
1.0% |
87% |
False |
False |
208,665 |
| 60 |
3,524.75 |
3,110.75 |
414.00 |
11.8% |
37.75 |
1.1% |
93% |
False |
False |
229,059 |
| 80 |
3,524.75 |
3,050.00 |
474.75 |
13.6% |
36.50 |
1.0% |
94% |
False |
False |
199,762 |
| 100 |
3,524.75 |
3,049.25 |
475.50 |
13.6% |
34.75 |
1.0% |
94% |
False |
False |
159,859 |
| 120 |
3,524.75 |
2,899.25 |
625.50 |
17.9% |
31.50 |
0.9% |
96% |
False |
False |
133,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,662.25 |
|
2.618 |
3,606.50 |
|
1.618 |
3,572.25 |
|
1.000 |
3,551.00 |
|
0.618 |
3,538.00 |
|
HIGH |
3,516.75 |
|
0.618 |
3,503.75 |
|
0.500 |
3,499.50 |
|
0.382 |
3,495.50 |
|
LOW |
3,482.50 |
|
0.618 |
3,461.25 |
|
1.000 |
3,448.25 |
|
1.618 |
3,427.00 |
|
2.618 |
3,392.75 |
|
4.250 |
3,337.00 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,499.50 |
3,487.75 |
| PP |
3,498.75 |
3,478.50 |
| S1 |
3,498.00 |
3,469.50 |
|