| 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 |
2,921.0 |
2,910.0 |
-11.0 |
-0.4% |
2,991.0 |
| High |
2,938.0 |
2,982.0 |
44.0 |
1.5% |
2,993.0 |
| Low |
2,910.0 |
2,910.0 |
0.0 |
0.0% |
2,910.0 |
| Close |
2,919.0 |
2,972.0 |
53.0 |
1.8% |
2,919.0 |
| Range |
28.0 |
72.0 |
44.0 |
157.1% |
83.0 |
| ATR |
36.1 |
38.6 |
2.6 |
7.1% |
0.0 |
| Volume |
718,111 |
1,053,923 |
335,812 |
46.8% |
1,731,595 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.7 |
3,143.3 |
3,011.6 |
|
| R3 |
3,098.7 |
3,071.3 |
2,991.8 |
|
| R2 |
3,026.7 |
3,026.7 |
2,985.2 |
|
| R1 |
2,999.3 |
2,999.3 |
2,978.6 |
3,013.0 |
| PP |
2,954.7 |
2,954.7 |
2,954.7 |
2,961.5 |
| S1 |
2,927.3 |
2,927.3 |
2,965.4 |
2,941.0 |
| S2 |
2,882.7 |
2,882.7 |
2,958.8 |
|
| S3 |
2,810.7 |
2,855.3 |
2,952.2 |
|
| S4 |
2,738.7 |
2,783.3 |
2,932.4 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,189.7 |
3,137.3 |
2,964.7 |
|
| R3 |
3,106.7 |
3,054.3 |
2,941.8 |
|
| R2 |
3,023.7 |
3,023.7 |
2,934.2 |
|
| R1 |
2,971.3 |
2,971.3 |
2,926.6 |
2,956.0 |
| PP |
2,940.7 |
2,940.7 |
2,940.7 |
2,933.0 |
| S1 |
2,888.3 |
2,888.3 |
2,911.4 |
2,873.0 |
| S2 |
2,857.7 |
2,857.7 |
2,903.8 |
|
| S3 |
2,774.7 |
2,805.3 |
2,896.2 |
|
| S4 |
2,691.7 |
2,722.3 |
2,873.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,993.0 |
2,910.0 |
83.0 |
2.8% |
42.8 |
1.4% |
75% |
False |
True |
535,144 |
| 10 |
3,069.0 |
2,910.0 |
159.0 |
5.3% |
46.8 |
1.6% |
39% |
False |
True |
311,355 |
| 20 |
3,092.0 |
2,910.0 |
182.0 |
6.1% |
35.4 |
1.2% |
34% |
False |
True |
171,588 |
| 40 |
3,096.0 |
2,910.0 |
186.0 |
6.3% |
34.2 |
1.1% |
33% |
False |
True |
86,745 |
| 60 |
3,096.0 |
2,857.0 |
239.0 |
8.0% |
32.1 |
1.1% |
48% |
False |
False |
58,002 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
13.1% |
31.0 |
1.0% |
68% |
False |
False |
43,537 |
| 100 |
3,096.0 |
2,708.0 |
388.0 |
13.1% |
27.5 |
0.9% |
68% |
False |
False |
34,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,288.0 |
|
2.618 |
3,170.5 |
|
1.618 |
3,098.5 |
|
1.000 |
3,054.0 |
|
0.618 |
3,026.5 |
|
HIGH |
2,982.0 |
|
0.618 |
2,954.5 |
|
0.500 |
2,946.0 |
|
0.382 |
2,937.5 |
|
LOW |
2,910.0 |
|
0.618 |
2,865.5 |
|
1.000 |
2,838.0 |
|
1.618 |
2,793.5 |
|
2.618 |
2,721.5 |
|
4.250 |
2,604.0 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,963.3 |
2,963.3 |
| PP |
2,954.7 |
2,954.7 |
| S1 |
2,946.0 |
2,946.0 |
|