| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,508.75 |
3,493.50 |
-15.25 |
-0.4% |
3,454.25 |
| High |
3,512.75 |
3,537.25 |
24.50 |
0.7% |
3,537.25 |
| Low |
3,478.00 |
3,493.25 |
15.25 |
0.4% |
3,415.25 |
| Close |
3,492.75 |
3,532.25 |
39.50 |
1.1% |
3,532.25 |
| Range |
34.75 |
44.00 |
9.25 |
26.6% |
122.00 |
| ATR |
35.58 |
36.21 |
0.64 |
1.8% |
0.00 |
| Volume |
252,985 |
173,625 |
-79,360 |
-31.4% |
1,374,003 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,653.00 |
3,636.50 |
3,556.50 |
|
| R3 |
3,609.00 |
3,592.50 |
3,544.25 |
|
| R2 |
3,565.00 |
3,565.00 |
3,540.25 |
|
| R1 |
3,548.50 |
3,548.50 |
3,536.25 |
3,556.75 |
| PP |
3,521.00 |
3,521.00 |
3,521.00 |
3,525.00 |
| S1 |
3,504.50 |
3,504.50 |
3,528.25 |
3,512.75 |
| S2 |
3,477.00 |
3,477.00 |
3,524.25 |
|
| S3 |
3,433.00 |
3,460.50 |
3,520.25 |
|
| S4 |
3,389.00 |
3,416.50 |
3,508.00 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,861.00 |
3,818.50 |
3,599.25 |
|
| R3 |
3,739.00 |
3,696.50 |
3,565.75 |
|
| R2 |
3,617.00 |
3,617.00 |
3,554.50 |
|
| R1 |
3,574.50 |
3,574.50 |
3,543.50 |
3,595.75 |
| PP |
3,495.00 |
3,495.00 |
3,495.00 |
3,505.50 |
| S1 |
3,452.50 |
3,452.50 |
3,521.00 |
3,473.75 |
| S2 |
3,373.00 |
3,373.00 |
3,510.00 |
|
| S3 |
3,251.00 |
3,330.50 |
3,498.75 |
|
| S4 |
3,129.00 |
3,208.50 |
3,465.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,537.25 |
3,415.25 |
122.00 |
3.5% |
51.50 |
1.5% |
96% |
True |
False |
274,800 |
| 10 |
3,537.25 |
3,415.25 |
122.00 |
3.5% |
40.00 |
1.1% |
96% |
True |
False |
181,333 |
| 20 |
3,537.25 |
3,395.50 |
141.75 |
4.0% |
33.00 |
0.9% |
96% |
True |
False |
91,387 |
| 40 |
3,537.25 |
3,308.25 |
229.00 |
6.5% |
31.25 |
0.9% |
98% |
True |
False |
45,797 |
| 60 |
3,537.25 |
3,110.00 |
427.25 |
12.1% |
33.00 |
0.9% |
99% |
True |
False |
30,607 |
| 80 |
3,537.25 |
3,060.25 |
477.00 |
13.5% |
26.50 |
0.8% |
99% |
True |
False |
22,967 |
| 100 |
3,537.25 |
3,045.00 |
492.25 |
13.9% |
21.75 |
0.6% |
99% |
True |
False |
18,374 |
| 120 |
3,537.25 |
2,923.75 |
613.50 |
17.4% |
18.75 |
0.5% |
99% |
True |
False |
15,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,724.25 |
|
2.618 |
3,652.50 |
|
1.618 |
3,608.50 |
|
1.000 |
3,581.25 |
|
0.618 |
3,564.50 |
|
HIGH |
3,537.25 |
|
0.618 |
3,520.50 |
|
0.500 |
3,515.25 |
|
0.382 |
3,510.00 |
|
LOW |
3,493.25 |
|
0.618 |
3,466.00 |
|
1.000 |
3,449.25 |
|
1.618 |
3,422.00 |
|
2.618 |
3,378.00 |
|
4.250 |
3,306.25 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,526.50 |
3,513.50 |
| PP |
3,521.00 |
3,495.00 |
| S1 |
3,515.25 |
3,476.25 |
|