| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1,203.8 |
1,210.9 |
7.1 |
0.6% |
1,202.5 |
| High |
1,215.4 |
1,218.9 |
3.5 |
0.3% |
1,218.9 |
| Low |
1,200.5 |
1,208.5 |
8.0 |
0.7% |
1,191.8 |
| Close |
1,212.3 |
1,214.0 |
1.7 |
0.1% |
1,214.0 |
| Range |
14.9 |
10.4 |
-4.5 |
-30.2% |
27.1 |
| ATR |
22.8 |
21.9 |
-0.9 |
-3.9% |
0.0 |
| Volume |
54,652 |
83,755 |
29,103 |
53.3% |
266,871 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.0 |
1,239.9 |
1,219.7 |
|
| R3 |
1,234.6 |
1,229.5 |
1,216.9 |
|
| R2 |
1,224.2 |
1,224.2 |
1,215.9 |
|
| R1 |
1,219.1 |
1,219.1 |
1,215.0 |
1,221.7 |
| PP |
1,213.8 |
1,213.8 |
1,213.8 |
1,215.1 |
| S1 |
1,208.7 |
1,208.7 |
1,213.0 |
1,211.3 |
| S2 |
1,203.4 |
1,203.4 |
1,212.1 |
|
| S3 |
1,193.0 |
1,198.3 |
1,211.1 |
|
| S4 |
1,182.6 |
1,187.9 |
1,208.3 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,289.5 |
1,278.9 |
1,228.9 |
|
| R3 |
1,262.4 |
1,251.8 |
1,221.5 |
|
| R2 |
1,235.3 |
1,235.3 |
1,219.0 |
|
| R1 |
1,224.7 |
1,224.7 |
1,216.5 |
1,230.0 |
| PP |
1,208.2 |
1,208.2 |
1,208.2 |
1,210.9 |
| S1 |
1,197.6 |
1,197.6 |
1,211.5 |
1,202.9 |
| S2 |
1,181.1 |
1,181.1 |
1,209.0 |
|
| S3 |
1,154.0 |
1,170.5 |
1,206.5 |
|
| S4 |
1,126.9 |
1,143.4 |
1,199.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,218.9 |
1,188.0 |
30.9 |
2.5% |
13.5 |
1.1% |
84% |
True |
False |
81,116 |
| 10 |
1,251.7 |
1,186.0 |
65.7 |
5.4% |
20.1 |
1.7% |
43% |
False |
False |
114,298 |
| 20 |
1,267.5 |
1,186.0 |
81.5 |
6.7% |
23.2 |
1.9% |
34% |
False |
False |
126,618 |
| 40 |
1,342.5 |
1,186.0 |
156.5 |
12.9% |
20.9 |
1.7% |
18% |
False |
False |
79,147 |
| 60 |
1,362.3 |
1,186.0 |
176.3 |
14.5% |
21.5 |
1.8% |
16% |
False |
False |
54,292 |
| 80 |
1,397.4 |
1,186.0 |
211.4 |
17.4% |
23.4 |
1.9% |
13% |
False |
False |
41,286 |
| 100 |
1,433.7 |
1,186.0 |
247.7 |
20.4% |
23.3 |
1.9% |
11% |
False |
False |
33,344 |
| 120 |
1,433.7 |
1,186.0 |
247.7 |
20.4% |
22.7 |
1.9% |
11% |
False |
False |
28,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.1 |
|
2.618 |
1,246.1 |
|
1.618 |
1,235.7 |
|
1.000 |
1,229.3 |
|
0.618 |
1,225.3 |
|
HIGH |
1,218.9 |
|
0.618 |
1,214.9 |
|
0.500 |
1,213.7 |
|
0.382 |
1,212.5 |
|
LOW |
1,208.5 |
|
0.618 |
1,202.1 |
|
1.000 |
1,198.1 |
|
1.618 |
1,191.7 |
|
2.618 |
1,181.3 |
|
4.250 |
1,164.3 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,213.9 |
1,211.7 |
| PP |
1,213.8 |
1,209.5 |
| S1 |
1,213.7 |
1,207.2 |
|