| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
9,262.0 |
9,380.0 |
118.0 |
1.3% |
9,010.5 |
| High |
9,371.0 |
9,429.5 |
58.5 |
0.6% |
9,429.5 |
| Low |
9,262.0 |
9,365.0 |
103.0 |
1.1% |
8,998.5 |
| Close |
9,340.5 |
9,414.0 |
73.5 |
0.8% |
9,414.0 |
| Range |
109.0 |
64.5 |
-44.5 |
-40.8% |
431.0 |
| ATR |
108.1 |
106.8 |
-1.4 |
-1.3% |
0.0 |
| Volume |
86,463 |
43,712 |
-42,751 |
-49.4% |
313,652 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,596.3 |
9,569.7 |
9,449.5 |
|
| R3 |
9,531.8 |
9,505.2 |
9,431.7 |
|
| R2 |
9,467.3 |
9,467.3 |
9,425.8 |
|
| R1 |
9,440.7 |
9,440.7 |
9,419.9 |
9,454.0 |
| PP |
9,402.8 |
9,402.8 |
9,402.8 |
9,409.5 |
| S1 |
9,376.2 |
9,376.2 |
9,408.1 |
9,389.5 |
| S2 |
9,338.3 |
9,338.3 |
9,402.2 |
|
| S3 |
9,273.8 |
9,311.7 |
9,396.3 |
|
| S4 |
9,209.3 |
9,247.2 |
9,378.5 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,573.7 |
10,424.8 |
9,651.1 |
|
| R3 |
10,142.7 |
9,993.8 |
9,532.5 |
|
| R2 |
9,711.7 |
9,711.7 |
9,493.0 |
|
| R1 |
9,562.8 |
9,562.8 |
9,453.5 |
9,637.3 |
| PP |
9,280.7 |
9,280.7 |
9,280.7 |
9,317.9 |
| S1 |
9,131.8 |
9,131.8 |
9,374.5 |
9,206.3 |
| S2 |
8,849.7 |
8,849.7 |
9,335.0 |
|
| S3 |
8,418.7 |
8,700.8 |
9,295.5 |
|
| S4 |
7,987.7 |
8,269.8 |
9,177.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,429.5 |
8,998.5 |
431.0 |
4.6% |
122.8 |
1.3% |
96% |
True |
False |
62,730 |
| 10 |
9,429.5 |
8,998.0 |
431.5 |
4.6% |
105.1 |
1.1% |
96% |
True |
False |
39,419 |
| 20 |
9,440.5 |
8,998.0 |
442.5 |
4.7% |
97.0 |
1.0% |
94% |
False |
False |
20,535 |
| 40 |
9,440.5 |
8,969.5 |
471.0 |
5.0% |
86.1 |
0.9% |
94% |
False |
False |
10,332 |
| 60 |
9,440.5 |
8,505.0 |
935.5 |
9.9% |
83.1 |
0.9% |
97% |
False |
False |
6,947 |
| 80 |
9,440.5 |
8,142.0 |
1,298.5 |
13.8% |
79.0 |
0.8% |
98% |
False |
False |
5,230 |
| 100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.0% |
74.3 |
0.8% |
98% |
False |
False |
4,188 |
| 120 |
9,440.5 |
7,949.0 |
1,491.5 |
15.8% |
72.2 |
0.8% |
98% |
False |
False |
3,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,703.6 |
|
2.618 |
9,598.4 |
|
1.618 |
9,533.9 |
|
1.000 |
9,494.0 |
|
0.618 |
9,469.4 |
|
HIGH |
9,429.5 |
|
0.618 |
9,404.9 |
|
0.500 |
9,397.3 |
|
0.382 |
9,389.6 |
|
LOW |
9,365.0 |
|
0.618 |
9,325.1 |
|
1.000 |
9,300.5 |
|
1.618 |
9,260.6 |
|
2.618 |
9,196.1 |
|
4.250 |
9,090.9 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,408.4 |
9,370.8 |
| PP |
9,402.8 |
9,327.5 |
| S1 |
9,397.3 |
9,284.3 |
|