| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
9,045.5 |
9,010.5 |
-35.0 |
-0.4% |
9,244.5 |
| High |
9,060.5 |
9,202.5 |
142.0 |
1.6% |
9,244.5 |
| Low |
9,004.0 |
8,998.5 |
-5.5 |
-0.1% |
8,998.0 |
| Close |
9,026.0 |
9,170.5 |
144.5 |
1.6% |
9,026.0 |
| Range |
56.5 |
204.0 |
147.5 |
261.1% |
246.5 |
| ATR |
90.5 |
98.6 |
8.1 |
9.0% |
0.0 |
| Volume |
48,358 |
72,318 |
23,960 |
49.5% |
80,542 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,735.8 |
9,657.2 |
9,282.7 |
|
| R3 |
9,531.8 |
9,453.2 |
9,226.6 |
|
| R2 |
9,327.8 |
9,327.8 |
9,207.9 |
|
| R1 |
9,249.2 |
9,249.2 |
9,189.2 |
9,288.5 |
| PP |
9,123.8 |
9,123.8 |
9,123.8 |
9,143.5 |
| S1 |
9,045.2 |
9,045.2 |
9,151.8 |
9,084.5 |
| S2 |
8,919.8 |
8,919.8 |
9,133.1 |
|
| S3 |
8,715.8 |
8,841.2 |
9,114.4 |
|
| S4 |
8,511.8 |
8,637.2 |
9,058.3 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,829.0 |
9,674.0 |
9,161.6 |
|
| R3 |
9,582.5 |
9,427.5 |
9,093.8 |
|
| R2 |
9,336.0 |
9,336.0 |
9,071.2 |
|
| R1 |
9,181.0 |
9,181.0 |
9,048.6 |
9,135.3 |
| PP |
9,089.5 |
9,089.5 |
9,089.5 |
9,066.6 |
| S1 |
8,934.5 |
8,934.5 |
9,003.4 |
8,888.8 |
| S2 |
8,843.0 |
8,843.0 |
8,980.8 |
|
| S3 |
8,596.5 |
8,688.0 |
8,958.2 |
|
| S4 |
8,350.0 |
8,441.5 |
8,890.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,239.0 |
8,998.0 |
241.0 |
2.6% |
117.2 |
1.3% |
72% |
False |
False |
29,464 |
| 10 |
9,419.0 |
8,998.0 |
421.0 |
4.6% |
123.6 |
1.3% |
41% |
False |
False |
16,792 |
| 20 |
9,440.5 |
8,998.0 |
442.5 |
4.8% |
90.2 |
1.0% |
39% |
False |
False |
8,494 |
| 40 |
9,440.5 |
8,869.0 |
571.5 |
6.2% |
82.8 |
0.9% |
53% |
False |
False |
4,331 |
| 60 |
9,440.5 |
8,505.0 |
935.5 |
10.2% |
80.0 |
0.9% |
71% |
False |
False |
2,932 |
| 80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.3% |
77.0 |
0.8% |
79% |
False |
False |
2,214 |
| 100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.3% |
73.0 |
0.8% |
79% |
False |
False |
1,775 |
| 120 |
9,440.5 |
7,762.5 |
1,678.0 |
18.3% |
73.4 |
0.8% |
84% |
False |
False |
1,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,069.5 |
|
2.618 |
9,736.6 |
|
1.618 |
9,532.6 |
|
1.000 |
9,406.5 |
|
0.618 |
9,328.6 |
|
HIGH |
9,202.5 |
|
0.618 |
9,124.6 |
|
0.500 |
9,100.5 |
|
0.382 |
9,076.4 |
|
LOW |
8,998.5 |
|
0.618 |
8,872.4 |
|
1.000 |
8,794.5 |
|
1.618 |
8,668.4 |
|
2.618 |
8,464.4 |
|
4.250 |
8,131.5 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,147.2 |
9,147.1 |
| PP |
9,123.8 |
9,123.7 |
| S1 |
9,100.5 |
9,100.3 |
|