| 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 |
6,512.0 |
6,539.0 |
27.0 |
0.4% |
6,393.5 |
| High |
6,541.5 |
6,640.0 |
98.5 |
1.5% |
6,640.0 |
| Low |
6,487.5 |
6,524.0 |
36.5 |
0.6% |
6,349.0 |
| Close |
6,521.0 |
6,538.0 |
17.0 |
0.3% |
6,538.0 |
| Range |
54.0 |
116.0 |
62.0 |
114.8% |
291.0 |
| ATR |
66.9 |
70.6 |
3.7 |
5.6% |
0.0 |
| Volume |
111,120 |
50,837 |
-60,283 |
-54.3% |
657,436 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,915.5 |
6,842.5 |
6,602.0 |
|
| R3 |
6,799.5 |
6,726.5 |
6,570.0 |
|
| R2 |
6,683.5 |
6,683.5 |
6,559.5 |
|
| R1 |
6,610.5 |
6,610.5 |
6,548.5 |
6,589.0 |
| PP |
6,567.5 |
6,567.5 |
6,567.5 |
6,556.5 |
| S1 |
6,494.5 |
6,494.5 |
6,527.5 |
6,473.0 |
| S2 |
6,451.5 |
6,451.5 |
6,516.5 |
|
| S3 |
6,335.5 |
6,378.5 |
6,506.0 |
|
| S4 |
6,219.5 |
6,262.5 |
6,474.0 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,382.0 |
7,251.0 |
6,698.0 |
|
| R3 |
7,091.0 |
6,960.0 |
6,618.0 |
|
| R2 |
6,800.0 |
6,800.0 |
6,591.5 |
|
| R1 |
6,669.0 |
6,669.0 |
6,564.5 |
6,734.5 |
| PP |
6,509.0 |
6,509.0 |
6,509.0 |
6,542.0 |
| S1 |
6,378.0 |
6,378.0 |
6,511.5 |
6,443.5 |
| S2 |
6,218.0 |
6,218.0 |
6,484.5 |
|
| S3 |
5,927.0 |
6,087.0 |
6,458.0 |
|
| S4 |
5,636.0 |
5,796.0 |
6,378.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,640.0 |
6,349.0 |
291.0 |
4.5% |
95.5 |
1.5% |
65% |
True |
False |
131,487 |
| 10 |
6,640.0 |
6,349.0 |
291.0 |
4.5% |
74.0 |
1.1% |
65% |
True |
False |
105,031 |
| 20 |
6,658.5 |
6,349.0 |
309.5 |
4.7% |
62.0 |
0.9% |
61% |
False |
False |
56,174 |
| 40 |
6,740.0 |
6,349.0 |
391.0 |
6.0% |
52.5 |
0.8% |
48% |
False |
False |
28,442 |
| 60 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
43.0 |
0.7% |
57% |
False |
False |
18,991 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
35.0 |
0.5% |
57% |
False |
False |
14,264 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
28.5 |
0.4% |
57% |
False |
False |
11,415 |
| 120 |
6,740.0 |
6,269.5 |
470.5 |
7.2% |
24.0 |
0.4% |
57% |
False |
False |
9,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,133.0 |
|
2.618 |
6,943.5 |
|
1.618 |
6,827.5 |
|
1.000 |
6,756.0 |
|
0.618 |
6,711.5 |
|
HIGH |
6,640.0 |
|
0.618 |
6,595.5 |
|
0.500 |
6,582.0 |
|
0.382 |
6,568.5 |
|
LOW |
6,524.0 |
|
0.618 |
6,452.5 |
|
1.000 |
6,408.0 |
|
1.618 |
6,336.5 |
|
2.618 |
6,220.5 |
|
4.250 |
6,031.0 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,582.0 |
6,529.0 |
| PP |
6,567.5 |
6,519.5 |
| S1 |
6,552.5 |
6,510.5 |
|