| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1,768.50 |
1,778.25 |
9.75 |
0.6% |
1,799.75 |
| High |
1,786.25 |
1,782.50 |
-3.75 |
-0.2% |
1,805.25 |
| Low |
1,754.00 |
1,770.25 |
16.25 |
0.9% |
1,765.50 |
| Close |
1,780.25 |
1,773.00 |
-7.25 |
-0.4% |
1,768.50 |
| Range |
32.25 |
12.25 |
-20.00 |
-62.0% |
39.75 |
| ATR |
15.86 |
15.60 |
-0.26 |
-1.6% |
0.00 |
| Volume |
1,793,231 |
1,826,251 |
33,020 |
1.8% |
2,961,340 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,812.00 |
1,804.75 |
1,779.75 |
|
| R3 |
1,799.75 |
1,792.50 |
1,776.25 |
|
| R2 |
1,787.50 |
1,787.50 |
1,775.25 |
|
| R1 |
1,780.25 |
1,780.25 |
1,774.00 |
1,777.75 |
| PP |
1,775.25 |
1,775.25 |
1,775.25 |
1,774.00 |
| S1 |
1,768.00 |
1,768.00 |
1,772.00 |
1,765.50 |
| S2 |
1,763.00 |
1,763.00 |
1,770.75 |
|
| S3 |
1,750.75 |
1,755.75 |
1,769.75 |
|
| S4 |
1,738.50 |
1,743.50 |
1,766.25 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,899.00 |
1,873.50 |
1,790.25 |
|
| R3 |
1,859.25 |
1,833.75 |
1,779.50 |
|
| R2 |
1,819.50 |
1,819.50 |
1,775.75 |
|
| R1 |
1,794.00 |
1,794.00 |
1,772.25 |
1,787.00 |
| PP |
1,779.75 |
1,779.75 |
1,779.75 |
1,776.25 |
| S1 |
1,754.25 |
1,754.25 |
1,764.75 |
1,747.00 |
| S2 |
1,740.00 |
1,740.00 |
1,761.25 |
|
| S3 |
1,700.25 |
1,714.50 |
1,757.50 |
|
| S4 |
1,660.50 |
1,674.75 |
1,746.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,801.50 |
1,754.00 |
47.50 |
2.7% |
19.25 |
1.1% |
40% |
False |
False |
1,276,429 |
| 10 |
1,805.25 |
1,754.00 |
51.25 |
2.9% |
17.00 |
1.0% |
37% |
False |
False |
670,722 |
| 20 |
1,805.75 |
1,754.00 |
51.75 |
2.9% |
14.50 |
0.8% |
37% |
False |
False |
340,779 |
| 40 |
1,805.75 |
1,728.75 |
77.00 |
4.3% |
15.00 |
0.8% |
57% |
False |
False |
173,039 |
| 60 |
1,805.75 |
1,633.50 |
172.25 |
9.7% |
16.00 |
0.9% |
81% |
False |
False |
117,081 |
| 80 |
1,805.75 |
1,613.00 |
192.75 |
10.9% |
15.75 |
0.9% |
83% |
False |
False |
87,903 |
| 100 |
1,805.75 |
1,613.00 |
192.75 |
10.9% |
15.00 |
0.8% |
83% |
False |
False |
70,333 |
| 120 |
1,805.75 |
1,581.25 |
224.50 |
12.7% |
14.25 |
0.8% |
85% |
False |
False |
58,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,834.50 |
|
2.618 |
1,814.50 |
|
1.618 |
1,802.25 |
|
1.000 |
1,794.75 |
|
0.618 |
1,790.00 |
|
HIGH |
1,782.50 |
|
0.618 |
1,777.75 |
|
0.500 |
1,776.50 |
|
0.382 |
1,775.00 |
|
LOW |
1,770.25 |
|
0.618 |
1,762.75 |
|
1.000 |
1,758.00 |
|
1.618 |
1,750.50 |
|
2.618 |
1,738.25 |
|
4.250 |
1,718.25 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,776.50 |
1,772.00 |
| PP |
1,775.25 |
1,771.00 |
| S1 |
1,774.00 |
1,770.00 |
|