| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,467.00 |
3,459.75 |
-7.25 |
-0.2% |
3,505.75 |
| High |
3,479.00 |
3,509.75 |
30.75 |
0.9% |
3,519.25 |
| Low |
3,456.25 |
3,415.25 |
-41.00 |
-1.2% |
3,445.25 |
| Close |
3,460.75 |
3,508.50 |
47.75 |
1.4% |
3,453.25 |
| Range |
22.75 |
94.50 |
71.75 |
315.4% |
74.00 |
| ATR |
31.11 |
35.64 |
4.53 |
14.6% |
0.00 |
| Volume |
241,089 |
397,935 |
156,846 |
65.1% |
439,332 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,761.25 |
3,729.50 |
3,560.50 |
|
| R3 |
3,666.75 |
3,635.00 |
3,534.50 |
|
| R2 |
3,572.25 |
3,572.25 |
3,525.75 |
|
| R1 |
3,540.50 |
3,540.50 |
3,517.25 |
3,556.50 |
| PP |
3,477.75 |
3,477.75 |
3,477.75 |
3,485.75 |
| S1 |
3,446.00 |
3,446.00 |
3,499.75 |
3,462.00 |
| S2 |
3,383.25 |
3,383.25 |
3,491.25 |
|
| S3 |
3,288.75 |
3,351.50 |
3,482.50 |
|
| S4 |
3,194.25 |
3,257.00 |
3,456.50 |
|
|
| 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 |
3,509.75 |
3,415.25 |
94.50 |
2.7% |
46.25 |
1.3% |
99% |
True |
True |
268,138 |
| 10 |
3,519.25 |
3,415.25 |
104.00 |
3.0% |
38.00 |
1.1% |
90% |
False |
True |
139,467 |
| 20 |
3,519.25 |
3,354.00 |
165.25 |
4.7% |
33.00 |
0.9% |
93% |
False |
False |
70,137 |
| 40 |
3,519.25 |
3,308.25 |
211.00 |
6.0% |
31.00 |
0.9% |
95% |
False |
False |
35,139 |
| 60 |
3,519.25 |
3,110.00 |
409.25 |
11.7% |
32.25 |
0.9% |
97% |
False |
False |
23,503 |
| 80 |
3,519.25 |
3,045.00 |
474.25 |
13.5% |
26.00 |
0.7% |
98% |
False |
False |
17,634 |
| 100 |
3,519.25 |
3,045.00 |
474.25 |
13.5% |
21.00 |
0.6% |
98% |
False |
False |
14,108 |
| 120 |
3,519.25 |
2,904.25 |
615.00 |
17.5% |
18.00 |
0.5% |
98% |
False |
False |
11,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,911.50 |
|
2.618 |
3,757.25 |
|
1.618 |
3,662.75 |
|
1.000 |
3,604.25 |
|
0.618 |
3,568.25 |
|
HIGH |
3,509.75 |
|
0.618 |
3,473.75 |
|
0.500 |
3,462.50 |
|
0.382 |
3,451.25 |
|
LOW |
3,415.25 |
|
0.618 |
3,356.75 |
|
1.000 |
3,320.75 |
|
1.618 |
3,262.25 |
|
2.618 |
3,167.75 |
|
4.250 |
3,013.50 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,493.25 |
3,493.25 |
| PP |
3,477.75 |
3,477.75 |
| S1 |
3,462.50 |
3,462.50 |
|