| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,459.75 |
3,508.75 |
49.00 |
1.4% |
3,505.75 |
| High |
3,509.75 |
3,512.75 |
3.00 |
0.1% |
3,519.25 |
| Low |
3,415.25 |
3,478.00 |
62.75 |
1.8% |
3,445.25 |
| Close |
3,508.50 |
3,492.75 |
-15.75 |
-0.4% |
3,453.25 |
| Range |
94.50 |
34.75 |
-59.75 |
-63.2% |
74.00 |
| ATR |
35.64 |
35.58 |
-0.06 |
-0.2% |
0.00 |
| Volume |
397,935 |
252,985 |
-144,950 |
-36.4% |
439,332 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,598.75 |
3,580.50 |
3,511.75 |
|
| R3 |
3,564.00 |
3,545.75 |
3,502.25 |
|
| R2 |
3,529.25 |
3,529.25 |
3,499.00 |
|
| R1 |
3,511.00 |
3,511.00 |
3,496.00 |
3,502.75 |
| PP |
3,494.50 |
3,494.50 |
3,494.50 |
3,490.50 |
| S1 |
3,476.25 |
3,476.25 |
3,489.50 |
3,468.00 |
| S2 |
3,459.75 |
3,459.75 |
3,486.50 |
|
| S3 |
3,425.00 |
3,441.50 |
3,483.25 |
|
| S4 |
3,390.25 |
3,406.75 |
3,473.75 |
|
|
| 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 |
3,512.75 |
3,415.25 |
97.50 |
2.8% |
48.50 |
1.4% |
79% |
True |
False |
291,658 |
| 10 |
3,519.25 |
3,415.25 |
104.00 |
3.0% |
39.00 |
1.1% |
75% |
False |
False |
164,444 |
| 20 |
3,519.25 |
3,356.00 |
163.25 |
4.7% |
33.00 |
0.9% |
84% |
False |
False |
82,742 |
| 40 |
3,519.25 |
3,308.25 |
211.00 |
6.0% |
31.00 |
0.9% |
87% |
False |
False |
41,458 |
| 60 |
3,519.25 |
3,110.00 |
409.25 |
11.7% |
32.75 |
0.9% |
94% |
False |
False |
27,719 |
| 80 |
3,519.25 |
3,055.00 |
464.25 |
13.3% |
26.00 |
0.7% |
94% |
False |
False |
20,797 |
| 100 |
3,519.25 |
3,045.00 |
474.25 |
13.6% |
21.50 |
0.6% |
94% |
False |
False |
16,637 |
| 120 |
3,519.25 |
2,910.50 |
608.75 |
17.4% |
18.50 |
0.5% |
96% |
False |
False |
13,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,660.50 |
|
2.618 |
3,603.75 |
|
1.618 |
3,569.00 |
|
1.000 |
3,547.50 |
|
0.618 |
3,534.25 |
|
HIGH |
3,512.75 |
|
0.618 |
3,499.50 |
|
0.500 |
3,495.50 |
|
0.382 |
3,491.25 |
|
LOW |
3,478.00 |
|
0.618 |
3,456.50 |
|
1.000 |
3,443.25 |
|
1.618 |
3,421.75 |
|
2.618 |
3,387.00 |
|
4.250 |
3,330.25 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,495.50 |
3,483.25 |
| PP |
3,494.50 |
3,473.50 |
| S1 |
3,493.50 |
3,464.00 |
|