| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,493.50 |
3,541.00 |
47.50 |
1.4% |
3,454.25 |
| High |
3,537.25 |
3,567.50 |
30.25 |
0.9% |
3,537.25 |
| Low |
3,493.25 |
3,541.00 |
47.75 |
1.4% |
3,415.25 |
| Close |
3,532.25 |
3,564.75 |
32.50 |
0.9% |
3,532.25 |
| Range |
44.00 |
26.50 |
-17.50 |
-39.8% |
122.00 |
| ATR |
36.21 |
36.15 |
-0.07 |
-0.2% |
0.00 |
| Volume |
173,625 |
131,151 |
-42,474 |
-24.5% |
1,374,003 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,637.25 |
3,627.50 |
3,579.25 |
|
| R3 |
3,610.75 |
3,601.00 |
3,572.00 |
|
| R2 |
3,584.25 |
3,584.25 |
3,569.50 |
|
| R1 |
3,574.50 |
3,574.50 |
3,567.25 |
3,579.50 |
| PP |
3,557.75 |
3,557.75 |
3,557.75 |
3,560.25 |
| S1 |
3,548.00 |
3,548.00 |
3,562.25 |
3,553.00 |
| S2 |
3,531.25 |
3,531.25 |
3,560.00 |
|
| S3 |
3,504.75 |
3,521.50 |
3,557.50 |
|
| S4 |
3,478.25 |
3,495.00 |
3,550.25 |
|
|
| 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 |
3,567.50 |
3,415.25 |
152.25 |
4.3% |
44.50 |
1.2% |
98% |
True |
False |
239,357 |
| 10 |
3,567.50 |
3,415.25 |
152.25 |
4.3% |
41.00 |
1.2% |
98% |
True |
False |
193,829 |
| 20 |
3,567.50 |
3,415.25 |
152.25 |
4.3% |
33.25 |
0.9% |
98% |
True |
False |
97,883 |
| 40 |
3,567.50 |
3,308.25 |
259.25 |
7.3% |
31.25 |
0.9% |
99% |
True |
False |
49,074 |
| 60 |
3,567.50 |
3,110.00 |
457.50 |
12.8% |
33.00 |
0.9% |
99% |
True |
False |
32,778 |
| 80 |
3,567.50 |
3,060.25 |
507.25 |
14.2% |
26.75 |
0.8% |
99% |
True |
False |
24,606 |
| 100 |
3,567.50 |
3,045.00 |
522.50 |
14.7% |
22.00 |
0.6% |
99% |
True |
False |
19,685 |
| 120 |
3,567.50 |
2,944.25 |
623.25 |
17.5% |
19.00 |
0.5% |
100% |
True |
False |
16,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,680.00 |
|
2.618 |
3,637.00 |
|
1.618 |
3,610.50 |
|
1.000 |
3,594.00 |
|
0.618 |
3,584.00 |
|
HIGH |
3,567.50 |
|
0.618 |
3,557.50 |
|
0.500 |
3,554.25 |
|
0.382 |
3,551.00 |
|
LOW |
3,541.00 |
|
0.618 |
3,524.50 |
|
1.000 |
3,514.50 |
|
1.618 |
3,498.00 |
|
2.618 |
3,471.50 |
|
4.250 |
3,428.50 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,561.25 |
3,550.75 |
| PP |
3,557.75 |
3,536.75 |
| S1 |
3,554.25 |
3,522.75 |
|