| 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 |
2,950.0 |
3,003.0 |
53.0 |
1.8% |
2,991.0 |
| High |
3,010.0 |
3,033.0 |
23.0 |
0.8% |
2,993.0 |
| Low |
2,946.0 |
2,994.0 |
48.0 |
1.6% |
2,910.0 |
| Close |
2,970.0 |
3,022.0 |
52.0 |
1.8% |
2,919.0 |
| Range |
64.0 |
39.0 |
-25.0 |
-39.1% |
83.0 |
| ATR |
40.3 |
42.0 |
1.6 |
4.0% |
0.0 |
| Volume |
779,112 |
883,642 |
104,530 |
13.4% |
1,731,595 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,133.3 |
3,116.7 |
3,043.5 |
|
| R3 |
3,094.3 |
3,077.7 |
3,032.7 |
|
| R2 |
3,055.3 |
3,055.3 |
3,029.2 |
|
| R1 |
3,038.7 |
3,038.7 |
3,025.6 |
3,047.0 |
| PP |
3,016.3 |
3,016.3 |
3,016.3 |
3,020.5 |
| S1 |
2,999.7 |
2,999.7 |
3,018.4 |
3,008.0 |
| S2 |
2,977.3 |
2,977.3 |
3,014.9 |
|
| S3 |
2,938.3 |
2,960.7 |
3,011.3 |
|
| S4 |
2,899.3 |
2,921.7 |
3,000.6 |
|
|
| 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 |
3,033.0 |
2,910.0 |
123.0 |
4.1% |
46.8 |
1.5% |
91% |
True |
False |
888,498 |
| 10 |
3,033.0 |
2,910.0 |
123.0 |
4.1% |
42.8 |
1.4% |
91% |
True |
False |
552,533 |
| 20 |
3,092.0 |
2,910.0 |
182.0 |
6.0% |
36.7 |
1.2% |
62% |
False |
False |
303,940 |
| 40 |
3,096.0 |
2,910.0 |
186.0 |
6.2% |
35.9 |
1.2% |
60% |
False |
False |
153,496 |
| 60 |
3,096.0 |
2,857.0 |
239.0 |
7.9% |
33.3 |
1.1% |
69% |
False |
False |
102,505 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
12.8% |
31.5 |
1.0% |
81% |
False |
False |
76,917 |
| 100 |
3,096.0 |
2,708.0 |
388.0 |
12.8% |
28.4 |
0.9% |
81% |
False |
False |
61,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.8 |
|
2.618 |
3,135.1 |
|
1.618 |
3,096.1 |
|
1.000 |
3,072.0 |
|
0.618 |
3,057.1 |
|
HIGH |
3,033.0 |
|
0.618 |
3,018.1 |
|
0.500 |
3,013.5 |
|
0.382 |
3,008.9 |
|
LOW |
2,994.0 |
|
0.618 |
2,969.9 |
|
1.000 |
2,955.0 |
|
1.618 |
2,930.9 |
|
2.618 |
2,891.9 |
|
4.250 |
2,828.3 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,019.2 |
3,009.7 |
| PP |
3,016.3 |
2,997.3 |
| S1 |
3,013.5 |
2,985.0 |
|