| 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 |
3,454.25 |
3,467.00 |
12.75 |
0.4% |
3,505.75 |
| High |
3,491.25 |
3,479.00 |
-12.25 |
-0.4% |
3,519.25 |
| Low |
3,429.50 |
3,456.25 |
26.75 |
0.8% |
3,445.25 |
| Close |
3,470.00 |
3,460.75 |
-9.25 |
-0.3% |
3,453.25 |
| Range |
61.75 |
22.75 |
-39.00 |
-63.2% |
74.00 |
| ATR |
31.76 |
31.11 |
-0.64 |
-2.0% |
0.00 |
| Volume |
308,369 |
241,089 |
-67,280 |
-21.8% |
439,332 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,533.50 |
3,520.00 |
3,473.25 |
|
| R3 |
3,510.75 |
3,497.25 |
3,467.00 |
|
| R2 |
3,488.00 |
3,488.00 |
3,465.00 |
|
| R1 |
3,474.50 |
3,474.50 |
3,462.75 |
3,470.00 |
| PP |
3,465.25 |
3,465.25 |
3,465.25 |
3,463.00 |
| S1 |
3,451.75 |
3,451.75 |
3,458.75 |
3,447.00 |
| S2 |
3,442.50 |
3,442.50 |
3,456.50 |
|
| S3 |
3,419.75 |
3,429.00 |
3,454.50 |
|
| S4 |
3,397.00 |
3,406.25 |
3,448.25 |
|
|
| 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 |
3,516.50 |
3,429.50 |
87.00 |
2.5% |
38.75 |
1.1% |
36% |
False |
False |
195,532 |
| 10 |
3,519.25 |
3,429.50 |
89.75 |
2.6% |
32.50 |
0.9% |
35% |
False |
False |
99,886 |
| 20 |
3,519.25 |
3,354.00 |
165.25 |
4.8% |
29.50 |
0.9% |
65% |
False |
False |
50,269 |
| 40 |
3,519.25 |
3,308.25 |
211.00 |
6.1% |
29.50 |
0.9% |
72% |
False |
False |
25,193 |
| 60 |
3,519.25 |
3,110.00 |
409.25 |
11.8% |
31.00 |
0.9% |
86% |
False |
False |
16,878 |
| 80 |
3,519.25 |
3,045.00 |
474.25 |
13.7% |
24.75 |
0.7% |
88% |
False |
False |
12,660 |
| 100 |
3,519.25 |
3,045.00 |
474.25 |
13.7% |
20.25 |
0.6% |
88% |
False |
False |
10,128 |
| 120 |
3,519.25 |
2,883.75 |
635.50 |
18.4% |
17.25 |
0.5% |
91% |
False |
False |
8,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,575.75 |
|
2.618 |
3,538.50 |
|
1.618 |
3,515.75 |
|
1.000 |
3,501.75 |
|
0.618 |
3,493.00 |
|
HIGH |
3,479.00 |
|
0.618 |
3,470.25 |
|
0.500 |
3,467.50 |
|
0.382 |
3,465.00 |
|
LOW |
3,456.25 |
|
0.618 |
3,442.25 |
|
1.000 |
3,433.50 |
|
1.618 |
3,419.50 |
|
2.618 |
3,396.75 |
|
4.250 |
3,359.50 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,467.50 |
3,460.50 |
| PP |
3,465.25 |
3,460.50 |
| S1 |
3,463.00 |
3,460.50 |
|