| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,092.0 |
3,110.0 |
18.0 |
0.6% |
3,057.0 |
| High |
3,114.0 |
3,117.0 |
3.0 |
0.1% |
3,114.0 |
| Low |
3,087.0 |
3,094.0 |
7.0 |
0.2% |
3,045.0 |
| Close |
3,107.0 |
3,108.0 |
1.0 |
0.0% |
3,107.0 |
| Range |
27.0 |
23.0 |
-4.0 |
-14.8% |
69.0 |
| ATR |
40.8 |
39.5 |
-1.3 |
-3.1% |
0.0 |
| Volume |
484,409 |
770,528 |
286,119 |
59.1% |
922,067 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,175.3 |
3,164.7 |
3,120.7 |
|
| R3 |
3,152.3 |
3,141.7 |
3,114.3 |
|
| R2 |
3,129.3 |
3,129.3 |
3,112.2 |
|
| R1 |
3,118.7 |
3,118.7 |
3,110.1 |
3,112.5 |
| PP |
3,106.3 |
3,106.3 |
3,106.3 |
3,103.3 |
| S1 |
3,095.7 |
3,095.7 |
3,105.9 |
3,089.5 |
| S2 |
3,083.3 |
3,083.3 |
3,103.8 |
|
| S3 |
3,060.3 |
3,072.7 |
3,101.7 |
|
| S4 |
3,037.3 |
3,049.7 |
3,095.4 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,295.7 |
3,270.3 |
3,145.0 |
|
| R3 |
3,226.7 |
3,201.3 |
3,126.0 |
|
| R2 |
3,157.7 |
3,157.7 |
3,119.7 |
|
| R1 |
3,132.3 |
3,132.3 |
3,113.3 |
3,145.0 |
| PP |
3,088.7 |
3,088.7 |
3,088.7 |
3,095.0 |
| S1 |
3,063.3 |
3,063.3 |
3,100.7 |
3,076.0 |
| S2 |
3,019.7 |
3,019.7 |
3,094.4 |
|
| S3 |
2,950.7 |
2,994.3 |
3,088.0 |
|
| S4 |
2,881.7 |
2,925.3 |
3,069.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,117.0 |
2,994.0 |
123.0 |
4.0% |
28.6 |
0.9% |
93% |
True |
False |
587,839 |
| 10 |
3,117.0 |
2,910.0 |
207.0 |
6.7% |
36.5 |
1.2% |
96% |
True |
False |
685,181 |
| 20 |
3,117.0 |
2,910.0 |
207.0 |
6.7% |
38.2 |
1.2% |
96% |
True |
False |
397,457 |
| 40 |
3,117.0 |
2,910.0 |
207.0 |
6.7% |
35.2 |
1.1% |
96% |
True |
False |
204,871 |
| 60 |
3,117.0 |
2,875.0 |
242.0 |
7.8% |
33.3 |
1.1% |
96% |
True |
False |
136,750 |
| 80 |
3,117.0 |
2,729.0 |
388.0 |
12.5% |
31.4 |
1.0% |
98% |
True |
False |
102,602 |
| 100 |
3,117.0 |
2,708.0 |
409.0 |
13.2% |
29.1 |
0.9% |
98% |
True |
False |
82,091 |
| 120 |
3,117.0 |
2,650.0 |
467.0 |
15.0% |
25.9 |
0.8% |
98% |
True |
False |
68,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,214.8 |
|
2.618 |
3,177.2 |
|
1.618 |
3,154.2 |
|
1.000 |
3,140.0 |
|
0.618 |
3,131.2 |
|
HIGH |
3,117.0 |
|
0.618 |
3,108.2 |
|
0.500 |
3,105.5 |
|
0.382 |
3,102.8 |
|
LOW |
3,094.0 |
|
0.618 |
3,079.8 |
|
1.000 |
3,071.0 |
|
1.618 |
3,056.8 |
|
2.618 |
3,033.8 |
|
4.250 |
2,996.3 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,107.2 |
3,099.0 |
| PP |
3,106.3 |
3,090.0 |
| S1 |
3,105.5 |
3,081.0 |
|