| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,003.0 |
3,036.0 |
33.0 |
1.1% |
2,910.0 |
| High |
3,033.0 |
3,051.0 |
18.0 |
0.6% |
3,051.0 |
| Low |
2,994.0 |
3,026.0 |
32.0 |
1.1% |
2,910.0 |
| Close |
3,022.0 |
3,047.0 |
25.0 |
0.8% |
3,047.0 |
| Range |
39.0 |
25.0 |
-14.0 |
-35.9% |
141.0 |
| ATR |
42.0 |
41.0 |
-0.9 |
-2.2% |
0.0 |
| Volume |
883,642 |
362,959 |
-520,683 |
-58.9% |
4,087,341 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.3 |
3,106.7 |
3,060.8 |
|
| R3 |
3,091.3 |
3,081.7 |
3,053.9 |
|
| R2 |
3,066.3 |
3,066.3 |
3,051.6 |
|
| R1 |
3,056.7 |
3,056.7 |
3,049.3 |
3,061.5 |
| PP |
3,041.3 |
3,041.3 |
3,041.3 |
3,043.8 |
| S1 |
3,031.7 |
3,031.7 |
3,044.7 |
3,036.5 |
| S2 |
3,016.3 |
3,016.3 |
3,042.4 |
|
| S3 |
2,991.3 |
3,006.7 |
3,040.1 |
|
| S4 |
2,966.3 |
2,981.7 |
3,033.3 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,425.7 |
3,377.3 |
3,124.6 |
|
| R3 |
3,284.7 |
3,236.3 |
3,085.8 |
|
| R2 |
3,143.7 |
3,143.7 |
3,072.9 |
|
| R1 |
3,095.3 |
3,095.3 |
3,059.9 |
3,119.5 |
| PP |
3,002.7 |
3,002.7 |
3,002.7 |
3,014.8 |
| S1 |
2,954.3 |
2,954.3 |
3,034.1 |
2,978.5 |
| S2 |
2,861.7 |
2,861.7 |
3,021.2 |
|
| S3 |
2,720.7 |
2,813.3 |
3,008.2 |
|
| S4 |
2,579.7 |
2,672.3 |
2,969.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,051.0 |
2,910.0 |
141.0 |
4.6% |
46.2 |
1.5% |
97% |
True |
False |
817,468 |
| 10 |
3,051.0 |
2,910.0 |
141.0 |
4.6% |
39.6 |
1.3% |
97% |
True |
False |
581,893 |
| 20 |
3,092.0 |
2,910.0 |
182.0 |
6.0% |
36.7 |
1.2% |
75% |
False |
False |
321,952 |
| 40 |
3,096.0 |
2,910.0 |
186.0 |
6.1% |
36.1 |
1.2% |
74% |
False |
False |
162,567 |
| 60 |
3,096.0 |
2,857.0 |
239.0 |
7.8% |
33.4 |
1.1% |
79% |
False |
False |
108,554 |
| 80 |
3,096.0 |
2,718.0 |
378.0 |
12.4% |
31.4 |
1.0% |
87% |
False |
False |
81,454 |
| 100 |
3,096.0 |
2,708.0 |
388.0 |
12.7% |
28.6 |
0.9% |
87% |
False |
False |
65,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,157.3 |
|
2.618 |
3,116.5 |
|
1.618 |
3,091.5 |
|
1.000 |
3,076.0 |
|
0.618 |
3,066.5 |
|
HIGH |
3,051.0 |
|
0.618 |
3,041.5 |
|
0.500 |
3,038.5 |
|
0.382 |
3,035.6 |
|
LOW |
3,026.0 |
|
0.618 |
3,010.6 |
|
1.000 |
3,001.0 |
|
1.618 |
2,985.6 |
|
2.618 |
2,960.6 |
|
4.250 |
2,919.8 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,044.2 |
3,030.8 |
| PP |
3,041.3 |
3,014.7 |
| S1 |
3,038.5 |
2,998.5 |
|