| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
9,563.5 |
9,599.0 |
35.5 |
0.4% |
9,450.0 |
| High |
9,606.5 |
9,614.5 |
8.0 |
0.1% |
9,606.5 |
| Low |
9,557.0 |
9,566.5 |
9.5 |
0.1% |
9,435.0 |
| Close |
9,591.0 |
9,605.5 |
14.5 |
0.2% |
9,591.0 |
| Range |
49.5 |
48.0 |
-1.5 |
-3.0% |
171.5 |
| ATR |
106.6 |
102.4 |
-4.2 |
-3.9% |
0.0 |
| Volume |
36,036 |
97,776 |
61,740 |
171.3% |
84,081 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,739.5 |
9,720.5 |
9,631.9 |
|
| R3 |
9,691.5 |
9,672.5 |
9,618.7 |
|
| R2 |
9,643.5 |
9,643.5 |
9,614.3 |
|
| R1 |
9,624.5 |
9,624.5 |
9,609.9 |
9,634.0 |
| PP |
9,595.5 |
9,595.5 |
9,595.5 |
9,600.3 |
| S1 |
9,576.5 |
9,576.5 |
9,601.1 |
9,586.0 |
| S2 |
9,547.5 |
9,547.5 |
9,596.7 |
|
| S3 |
9,499.5 |
9,528.5 |
9,592.3 |
|
| S4 |
9,451.5 |
9,480.5 |
9,579.1 |
|
|
| 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 |
9,614.5 |
9,262.0 |
352.5 |
3.7% |
69.2 |
0.7% |
97% |
True |
False |
62,406 |
| 10 |
9,614.5 |
8,998.0 |
616.5 |
6.4% |
92.1 |
1.0% |
99% |
True |
False |
55,580 |
| 20 |
9,614.5 |
8,998.0 |
616.5 |
6.4% |
97.2 |
1.0% |
99% |
True |
False |
29,602 |
| 40 |
9,614.5 |
8,984.0 |
630.5 |
6.6% |
84.7 |
0.9% |
99% |
True |
False |
14,869 |
| 60 |
9,614.5 |
8,505.0 |
1,109.5 |
11.6% |
82.2 |
0.9% |
99% |
True |
False |
9,967 |
| 80 |
9,614.5 |
8,195.5 |
1,419.0 |
14.8% |
78.7 |
0.8% |
99% |
True |
False |
7,503 |
| 100 |
9,614.5 |
8,125.0 |
1,489.5 |
15.5% |
74.3 |
0.8% |
99% |
True |
False |
6,006 |
| 120 |
9,614.5 |
8,125.0 |
1,489.5 |
15.5% |
72.2 |
0.8% |
99% |
True |
False |
5,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,818.5 |
|
2.618 |
9,740.2 |
|
1.618 |
9,692.2 |
|
1.000 |
9,662.5 |
|
0.618 |
9,644.2 |
|
HIGH |
9,614.5 |
|
0.618 |
9,596.2 |
|
0.500 |
9,590.5 |
|
0.382 |
9,584.8 |
|
LOW |
9,566.5 |
|
0.618 |
9,536.8 |
|
1.000 |
9,518.5 |
|
1.618 |
9,488.8 |
|
2.618 |
9,440.8 |
|
4.250 |
9,362.5 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,600.5 |
9,578.6 |
| PP |
9,595.5 |
9,551.7 |
| S1 |
9,590.5 |
9,524.8 |
|