| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,385.5 |
6,393.5 |
8.0 |
0.1% |
6,530.5 |
| High |
6,413.0 |
6,482.5 |
69.5 |
1.1% |
6,531.5 |
| Low |
6,380.5 |
6,349.0 |
-31.5 |
-0.5% |
6,376.0 |
| Close |
6,388.5 |
6,469.5 |
81.0 |
1.3% |
6,388.5 |
| Range |
32.5 |
133.5 |
101.0 |
310.8% |
155.5 |
| ATR |
54.4 |
60.0 |
5.7 |
10.4% |
0.0 |
| Volume |
178,971 |
254,082 |
75,111 |
42.0% |
392,874 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,834.0 |
6,785.5 |
6,543.0 |
|
| R3 |
6,700.5 |
6,652.0 |
6,506.0 |
|
| R2 |
6,567.0 |
6,567.0 |
6,494.0 |
|
| R1 |
6,518.5 |
6,518.5 |
6,481.5 |
6,543.0 |
| PP |
6,433.5 |
6,433.5 |
6,433.5 |
6,446.0 |
| S1 |
6,385.0 |
6,385.0 |
6,457.5 |
6,409.0 |
| S2 |
6,300.0 |
6,300.0 |
6,445.0 |
|
| S3 |
6,166.5 |
6,251.5 |
6,433.0 |
|
| S4 |
6,033.0 |
6,118.0 |
6,396.0 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,898.5 |
6,799.0 |
6,474.0 |
|
| R3 |
6,743.0 |
6,643.5 |
6,431.5 |
|
| R2 |
6,587.5 |
6,587.5 |
6,417.0 |
|
| R1 |
6,488.0 |
6,488.0 |
6,403.0 |
6,460.0 |
| PP |
6,432.0 |
6,432.0 |
6,432.0 |
6,418.0 |
| S1 |
6,332.5 |
6,332.5 |
6,374.0 |
6,304.5 |
| S2 |
6,276.5 |
6,276.5 |
6,360.0 |
|
| S3 |
6,121.0 |
6,177.0 |
6,345.5 |
|
| S4 |
5,965.5 |
6,021.5 |
6,303.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,522.5 |
6,349.0 |
173.5 |
2.7% |
70.5 |
1.1% |
69% |
False |
True |
127,212 |
| 10 |
6,535.5 |
6,349.0 |
186.5 |
2.9% |
65.5 |
1.0% |
65% |
False |
True |
67,646 |
| 20 |
6,658.5 |
6,349.0 |
309.5 |
4.8% |
51.5 |
0.8% |
39% |
False |
True |
36,021 |
| 40 |
6,740.0 |
6,349.0 |
391.0 |
6.0% |
47.0 |
0.7% |
31% |
False |
True |
18,374 |
| 60 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
38.0 |
0.6% |
42% |
False |
False |
12,290 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
31.0 |
0.5% |
42% |
False |
False |
9,223 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
25.0 |
0.4% |
42% |
False |
False |
7,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,050.0 |
|
2.618 |
6,832.0 |
|
1.618 |
6,698.5 |
|
1.000 |
6,616.0 |
|
0.618 |
6,565.0 |
|
HIGH |
6,482.5 |
|
0.618 |
6,431.5 |
|
0.500 |
6,416.0 |
|
0.382 |
6,400.0 |
|
LOW |
6,349.0 |
|
0.618 |
6,266.5 |
|
1.000 |
6,215.5 |
|
1.618 |
6,133.0 |
|
2.618 |
5,999.5 |
|
4.250 |
5,781.5 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,451.5 |
6,451.5 |
| PP |
6,433.5 |
6,433.5 |
| S1 |
6,416.0 |
6,416.0 |
|