| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,967.0 |
2,950.0 |
-17.0 |
-0.6% |
2,991.0 |
| High |
2,968.0 |
3,010.0 |
42.0 |
1.4% |
2,993.0 |
| Low |
2,937.0 |
2,946.0 |
9.0 |
0.3% |
2,910.0 |
| Close |
2,944.0 |
2,970.0 |
26.0 |
0.9% |
2,919.0 |
| Range |
31.0 |
64.0 |
33.0 |
106.5% |
83.0 |
| ATR |
38.4 |
40.3 |
2.0 |
5.1% |
0.0 |
| Volume |
1,007,705 |
779,112 |
-228,593 |
-22.7% |
1,731,595 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,167.3 |
3,132.7 |
3,005.2 |
|
| R3 |
3,103.3 |
3,068.7 |
2,987.6 |
|
| R2 |
3,039.3 |
3,039.3 |
2,981.7 |
|
| R1 |
3,004.7 |
3,004.7 |
2,975.9 |
3,022.0 |
| PP |
2,975.3 |
2,975.3 |
2,975.3 |
2,984.0 |
| S1 |
2,940.7 |
2,940.7 |
2,964.1 |
2,958.0 |
| S2 |
2,911.3 |
2,911.3 |
2,958.3 |
|
| S3 |
2,847.3 |
2,876.7 |
2,952.4 |
|
| S4 |
2,783.3 |
2,812.7 |
2,934.8 |
|
|
| 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 |
3,010.0 |
2,910.0 |
100.0 |
3.4% |
44.4 |
1.5% |
60% |
True |
False |
782,522 |
| 10 |
3,010.0 |
2,910.0 |
100.0 |
3.4% |
43.8 |
1.5% |
60% |
True |
False |
473,294 |
| 20 |
3,092.0 |
2,910.0 |
182.0 |
6.1% |
36.6 |
1.2% |
33% |
False |
False |
260,055 |
| 40 |
3,096.0 |
2,910.0 |
186.0 |
6.3% |
35.3 |
1.2% |
32% |
False |
False |
131,407 |
| 60 |
3,096.0 |
2,857.0 |
239.0 |
8.0% |
33.0 |
1.1% |
47% |
False |
False |
87,780 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
13.1% |
31.2 |
1.1% |
68% |
False |
False |
65,872 |
| 100 |
3,096.0 |
2,708.0 |
388.0 |
13.1% |
28.4 |
1.0% |
68% |
False |
False |
52,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,282.0 |
|
2.618 |
3,177.6 |
|
1.618 |
3,113.6 |
|
1.000 |
3,074.0 |
|
0.618 |
3,049.6 |
|
HIGH |
3,010.0 |
|
0.618 |
2,985.6 |
|
0.500 |
2,978.0 |
|
0.382 |
2,970.4 |
|
LOW |
2,946.0 |
|
0.618 |
2,906.4 |
|
1.000 |
2,882.0 |
|
1.618 |
2,842.4 |
|
2.618 |
2,778.4 |
|
4.250 |
2,674.0 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,978.0 |
2,966.7 |
| PP |
2,975.3 |
2,963.3 |
| S1 |
2,972.7 |
2,960.0 |
|