| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
9,010.5 |
9,163.0 |
152.5 |
1.7% |
9,244.5 |
| High |
9,202.5 |
9,177.0 |
-25.5 |
-0.3% |
9,244.5 |
| Low |
8,998.5 |
9,097.5 |
99.0 |
1.1% |
8,998.0 |
| Close |
9,170.5 |
9,116.0 |
-54.5 |
-0.6% |
9,026.0 |
| Range |
204.0 |
79.5 |
-124.5 |
-61.0% |
246.5 |
| ATR |
98.6 |
97.2 |
-1.4 |
-1.4% |
0.0 |
| Volume |
72,318 |
54,726 |
-17,592 |
-24.3% |
80,542 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,368.7 |
9,321.8 |
9,159.7 |
|
| R3 |
9,289.2 |
9,242.3 |
9,137.9 |
|
| R2 |
9,209.7 |
9,209.7 |
9,130.6 |
|
| R1 |
9,162.8 |
9,162.8 |
9,123.3 |
9,146.5 |
| PP |
9,130.2 |
9,130.2 |
9,130.2 |
9,122.0 |
| S1 |
9,083.3 |
9,083.3 |
9,108.7 |
9,067.0 |
| S2 |
9,050.7 |
9,050.7 |
9,101.4 |
|
| S3 |
8,971.2 |
9,003.8 |
9,094.1 |
|
| S4 |
8,891.7 |
8,924.3 |
9,072.3 |
|
|
| 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 |
9,202.5 |
8,998.0 |
204.5 |
2.2% |
107.2 |
1.2% |
58% |
False |
False |
39,783 |
| 10 |
9,274.5 |
8,998.0 |
276.5 |
3.0% |
111.5 |
1.2% |
43% |
False |
False |
21,985 |
| 20 |
9,440.5 |
8,998.0 |
442.5 |
4.9% |
91.7 |
1.0% |
27% |
False |
False |
11,225 |
| 40 |
9,440.5 |
8,910.5 |
530.0 |
5.8% |
81.5 |
0.9% |
39% |
False |
False |
5,695 |
| 60 |
9,440.5 |
8,505.0 |
935.5 |
10.3% |
80.5 |
0.9% |
65% |
False |
False |
3,842 |
| 80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.4% |
77.0 |
0.8% |
75% |
False |
False |
2,898 |
| 100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.4% |
73.3 |
0.8% |
75% |
False |
False |
2,322 |
| 120 |
9,440.5 |
7,762.5 |
1,678.0 |
18.4% |
72.9 |
0.8% |
81% |
False |
False |
1,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,514.9 |
|
2.618 |
9,385.1 |
|
1.618 |
9,305.6 |
|
1.000 |
9,256.5 |
|
0.618 |
9,226.1 |
|
HIGH |
9,177.0 |
|
0.618 |
9,146.6 |
|
0.500 |
9,137.3 |
|
0.382 |
9,127.9 |
|
LOW |
9,097.5 |
|
0.618 |
9,048.4 |
|
1.000 |
9,018.0 |
|
1.618 |
8,968.9 |
|
2.618 |
8,889.4 |
|
4.250 |
8,759.6 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,137.3 |
9,110.8 |
| PP |
9,130.2 |
9,105.7 |
| S1 |
9,123.1 |
9,100.5 |
|