| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
9,450.0 |
9,563.5 |
113.5 |
1.2% |
9,450.0 |
| High |
9,510.0 |
9,606.5 |
96.5 |
1.0% |
9,606.5 |
| Low |
9,435.0 |
9,557.0 |
122.0 |
1.3% |
9,435.0 |
| Close |
9,492.0 |
9,591.0 |
99.0 |
1.0% |
9,591.0 |
| Range |
75.0 |
49.5 |
-25.5 |
-34.0% |
171.5 |
| ATR |
106.0 |
106.6 |
0.6 |
0.6% |
0.0 |
| Volume |
48,045 |
36,036 |
-12,009 |
-25.0% |
84,081 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,733.3 |
9,711.7 |
9,618.2 |
|
| R3 |
9,683.8 |
9,662.2 |
9,604.6 |
|
| R2 |
9,634.3 |
9,634.3 |
9,600.1 |
|
| R1 |
9,612.7 |
9,612.7 |
9,595.5 |
9,623.5 |
| PP |
9,584.8 |
9,584.8 |
9,584.8 |
9,590.3 |
| S1 |
9,563.2 |
9,563.2 |
9,586.5 |
9,574.0 |
| S2 |
9,535.3 |
9,535.3 |
9,581.9 |
|
| S3 |
9,485.8 |
9,513.7 |
9,577.4 |
|
| S4 |
9,436.3 |
9,464.2 |
9,563.8 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,058.7 |
9,996.3 |
9,685.3 |
|
| R3 |
9,887.2 |
9,824.8 |
9,638.2 |
|
| R2 |
9,715.7 |
9,715.7 |
9,622.4 |
|
| R1 |
9,653.3 |
9,653.3 |
9,606.7 |
9,684.5 |
| PP |
9,544.2 |
9,544.2 |
9,544.2 |
9,559.8 |
| S1 |
9,481.8 |
9,481.8 |
9,575.3 |
9,513.0 |
| S2 |
9,372.7 |
9,372.7 |
9,559.6 |
|
| S3 |
9,201.2 |
9,310.3 |
9,543.8 |
|
| S4 |
9,029.7 |
9,138.8 |
9,496.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,606.5 |
9,139.0 |
467.5 |
4.9% |
91.0 |
0.9% |
97% |
True |
False |
54,137 |
| 10 |
9,606.5 |
8,998.0 |
608.5 |
6.3% |
99.1 |
1.0% |
97% |
True |
False |
46,960 |
| 20 |
9,606.5 |
8,998.0 |
608.5 |
6.3% |
97.9 |
1.0% |
97% |
True |
False |
24,724 |
| 40 |
9,606.5 |
8,984.0 |
622.5 |
6.5% |
85.7 |
0.9% |
98% |
True |
False |
12,429 |
| 60 |
9,606.5 |
8,505.0 |
1,101.5 |
11.5% |
82.8 |
0.9% |
99% |
True |
False |
8,340 |
| 80 |
9,606.5 |
8,142.0 |
1,464.5 |
15.3% |
79.1 |
0.8% |
99% |
True |
False |
6,281 |
| 100 |
9,606.5 |
8,125.0 |
1,481.5 |
15.4% |
73.9 |
0.8% |
99% |
True |
False |
5,029 |
| 120 |
9,606.5 |
8,064.0 |
1,542.5 |
16.1% |
72.1 |
0.8% |
99% |
True |
False |
4,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,816.9 |
|
2.618 |
9,736.1 |
|
1.618 |
9,686.6 |
|
1.000 |
9,656.0 |
|
0.618 |
9,637.1 |
|
HIGH |
9,606.5 |
|
0.618 |
9,587.6 |
|
0.500 |
9,581.8 |
|
0.382 |
9,575.9 |
|
LOW |
9,557.0 |
|
0.618 |
9,526.4 |
|
1.000 |
9,507.5 |
|
1.618 |
9,476.9 |
|
2.618 |
9,427.4 |
|
4.250 |
9,346.6 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,587.9 |
9,555.9 |
| PP |
9,584.8 |
9,520.8 |
| S1 |
9,581.8 |
9,485.8 |
|