| 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 |
3,452.50 |
3,454.25 |
1.75 |
0.1% |
3,505.75 |
| High |
3,474.00 |
3,491.25 |
17.25 |
0.5% |
3,519.25 |
| Low |
3,445.25 |
3,429.50 |
-15.75 |
-0.5% |
3,445.25 |
| Close |
3,453.25 |
3,470.00 |
16.75 |
0.5% |
3,453.25 |
| Range |
28.75 |
61.75 |
33.00 |
114.8% |
74.00 |
| ATR |
29.45 |
31.76 |
2.31 |
7.8% |
0.00 |
| Volume |
257,915 |
308,369 |
50,454 |
19.6% |
439,332 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,648.75 |
3,621.25 |
3,504.00 |
|
| R3 |
3,587.00 |
3,559.50 |
3,487.00 |
|
| R2 |
3,525.25 |
3,525.25 |
3,481.25 |
|
| R1 |
3,497.75 |
3,497.75 |
3,475.75 |
3,511.50 |
| PP |
3,463.50 |
3,463.50 |
3,463.50 |
3,470.50 |
| S1 |
3,436.00 |
3,436.00 |
3,464.25 |
3,449.75 |
| S2 |
3,401.75 |
3,401.75 |
3,458.75 |
|
| S3 |
3,340.00 |
3,374.25 |
3,453.00 |
|
| S4 |
3,278.25 |
3,312.50 |
3,436.00 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,694.50 |
3,648.00 |
3,494.00 |
|
| R3 |
3,620.50 |
3,574.00 |
3,473.50 |
|
| R2 |
3,546.50 |
3,546.50 |
3,466.75 |
|
| R1 |
3,500.00 |
3,500.00 |
3,460.00 |
3,486.25 |
| PP |
3,472.50 |
3,472.50 |
3,472.50 |
3,465.75 |
| S1 |
3,426.00 |
3,426.00 |
3,446.50 |
3,412.25 |
| S2 |
3,398.50 |
3,398.50 |
3,439.75 |
|
| S3 |
3,324.50 |
3,352.00 |
3,433.00 |
|
| S4 |
3,250.50 |
3,278.00 |
3,412.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,518.75 |
3,429.50 |
89.25 |
2.6% |
37.50 |
1.1% |
45% |
False |
True |
148,302 |
| 10 |
3,519.25 |
3,429.50 |
89.75 |
2.6% |
32.25 |
0.9% |
45% |
False |
True |
75,813 |
| 20 |
3,519.25 |
3,354.00 |
165.25 |
4.8% |
30.50 |
0.9% |
70% |
False |
False |
38,222 |
| 40 |
3,519.25 |
3,308.25 |
211.00 |
6.1% |
29.50 |
0.8% |
77% |
False |
False |
19,173 |
| 60 |
3,519.25 |
3,110.00 |
409.25 |
11.8% |
31.00 |
0.9% |
88% |
False |
False |
12,861 |
| 80 |
3,519.25 |
3,045.00 |
474.25 |
13.7% |
24.50 |
0.7% |
90% |
False |
False |
9,647 |
| 100 |
3,519.25 |
3,045.00 |
474.25 |
13.7% |
20.00 |
0.6% |
90% |
False |
False |
7,717 |
| 120 |
3,519.25 |
2,883.75 |
635.50 |
18.3% |
17.25 |
0.5% |
92% |
False |
False |
6,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,753.75 |
|
2.618 |
3,653.00 |
|
1.618 |
3,591.25 |
|
1.000 |
3,553.00 |
|
0.618 |
3,529.50 |
|
HIGH |
3,491.25 |
|
0.618 |
3,467.75 |
|
0.500 |
3,460.50 |
|
0.382 |
3,453.00 |
|
LOW |
3,429.50 |
|
0.618 |
3,391.25 |
|
1.000 |
3,367.75 |
|
1.618 |
3,329.50 |
|
2.618 |
3,267.75 |
|
4.250 |
3,167.00 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,466.75 |
3,466.75 |
| PP |
3,463.50 |
3,463.50 |
| S1 |
3,460.50 |
3,460.50 |
|