| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,036.0 |
3,057.0 |
21.0 |
0.7% |
2,910.0 |
| High |
3,051.0 |
3,074.0 |
23.0 |
0.8% |
3,051.0 |
| Low |
3,026.0 |
3,045.0 |
19.0 |
0.6% |
2,910.0 |
| Close |
3,047.0 |
3,065.0 |
18.0 |
0.6% |
3,047.0 |
| Range |
25.0 |
29.0 |
4.0 |
16.0% |
141.0 |
| ATR |
41.0 |
40.2 |
-0.9 |
-2.1% |
0.0 |
| Volume |
362,959 |
437,658 |
74,699 |
20.6% |
4,087,341 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,148.3 |
3,135.7 |
3,081.0 |
|
| R3 |
3,119.3 |
3,106.7 |
3,073.0 |
|
| R2 |
3,090.3 |
3,090.3 |
3,070.3 |
|
| R1 |
3,077.7 |
3,077.7 |
3,067.7 |
3,084.0 |
| PP |
3,061.3 |
3,061.3 |
3,061.3 |
3,064.5 |
| S1 |
3,048.7 |
3,048.7 |
3,062.3 |
3,055.0 |
| S2 |
3,032.3 |
3,032.3 |
3,059.7 |
|
| S3 |
3,003.3 |
3,019.7 |
3,057.0 |
|
| S4 |
2,974.3 |
2,990.7 |
3,049.1 |
|
|
| 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 |
3,074.0 |
2,937.0 |
137.0 |
4.5% |
37.6 |
1.2% |
93% |
True |
False |
694,215 |
| 10 |
3,074.0 |
2,910.0 |
164.0 |
5.4% |
40.2 |
1.3% |
95% |
True |
False |
614,679 |
| 20 |
3,092.0 |
2,910.0 |
182.0 |
5.9% |
37.4 |
1.2% |
85% |
False |
False |
343,326 |
| 40 |
3,096.0 |
2,910.0 |
186.0 |
6.1% |
36.0 |
1.2% |
83% |
False |
False |
173,506 |
| 60 |
3,096.0 |
2,875.0 |
221.0 |
7.2% |
33.5 |
1.1% |
86% |
False |
False |
115,847 |
| 80 |
3,096.0 |
2,718.0 |
378.0 |
12.3% |
31.4 |
1.0% |
92% |
False |
False |
86,925 |
| 100 |
3,096.0 |
2,708.0 |
388.0 |
12.7% |
28.8 |
0.9% |
92% |
False |
False |
69,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,197.3 |
|
2.618 |
3,149.9 |
|
1.618 |
3,120.9 |
|
1.000 |
3,103.0 |
|
0.618 |
3,091.9 |
|
HIGH |
3,074.0 |
|
0.618 |
3,062.9 |
|
0.500 |
3,059.5 |
|
0.382 |
3,056.1 |
|
LOW |
3,045.0 |
|
0.618 |
3,027.1 |
|
1.000 |
3,016.0 |
|
1.618 |
2,998.1 |
|
2.618 |
2,969.1 |
|
4.250 |
2,921.8 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,063.2 |
3,054.7 |
| PP |
3,061.3 |
3,044.3 |
| S1 |
3,059.5 |
3,034.0 |
|