| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
9,163.0 |
9,139.0 |
-24.0 |
-0.3% |
9,244.5 |
| High |
9,177.0 |
9,296.0 |
119.0 |
1.3% |
9,244.5 |
| Low |
9,097.5 |
9,139.0 |
41.5 |
0.5% |
8,998.0 |
| Close |
9,116.0 |
9,197.5 |
81.5 |
0.9% |
9,026.0 |
| Range |
79.5 |
157.0 |
77.5 |
97.5% |
246.5 |
| ATR |
97.2 |
103.1 |
5.9 |
6.1% |
0.0 |
| Volume |
54,726 |
56,433 |
1,707 |
3.1% |
80,542 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,681.8 |
9,596.7 |
9,283.9 |
|
| R3 |
9,524.8 |
9,439.7 |
9,240.7 |
|
| R2 |
9,367.8 |
9,367.8 |
9,226.3 |
|
| R1 |
9,282.7 |
9,282.7 |
9,211.9 |
9,325.3 |
| PP |
9,210.8 |
9,210.8 |
9,210.8 |
9,232.1 |
| S1 |
9,125.7 |
9,125.7 |
9,183.1 |
9,168.3 |
| S2 |
9,053.8 |
9,053.8 |
9,168.7 |
|
| S3 |
8,896.8 |
8,968.7 |
9,154.3 |
|
| S4 |
8,739.8 |
8,811.7 |
9,111.2 |
|
|
| 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 |
9,296.0 |
8,998.0 |
298.0 |
3.2% |
115.0 |
1.3% |
67% |
True |
False |
48,755 |
| 10 |
9,296.0 |
8,998.0 |
298.0 |
3.2% |
108.5 |
1.2% |
67% |
True |
False |
27,138 |
| 20 |
9,440.5 |
8,998.0 |
442.5 |
4.8% |
95.6 |
1.0% |
45% |
False |
False |
14,040 |
| 40 |
9,440.5 |
8,952.0 |
488.5 |
5.3% |
84.5 |
0.9% |
50% |
False |
False |
7,084 |
| 60 |
9,440.5 |
8,505.0 |
935.5 |
10.2% |
82.3 |
0.9% |
74% |
False |
False |
4,780 |
| 80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.3% |
77.6 |
0.8% |
82% |
False |
False |
3,603 |
| 100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.3% |
74.3 |
0.8% |
82% |
False |
False |
2,886 |
| 120 |
9,440.5 |
7,866.0 |
1,574.5 |
17.1% |
73.1 |
0.8% |
85% |
False |
False |
2,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,963.3 |
|
2.618 |
9,707.0 |
|
1.618 |
9,550.0 |
|
1.000 |
9,453.0 |
|
0.618 |
9,393.0 |
|
HIGH |
9,296.0 |
|
0.618 |
9,236.0 |
|
0.500 |
9,217.5 |
|
0.382 |
9,199.0 |
|
LOW |
9,139.0 |
|
0.618 |
9,042.0 |
|
1.000 |
8,982.0 |
|
1.618 |
8,885.0 |
|
2.618 |
8,728.0 |
|
4.250 |
8,471.8 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,217.5 |
9,180.8 |
| PP |
9,210.8 |
9,164.0 |
| S1 |
9,204.2 |
9,147.3 |
|