| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,541.00 |
3,565.25 |
24.25 |
0.7% |
3,454.25 |
| High |
3,567.50 |
3,572.75 |
5.25 |
0.1% |
3,537.25 |
| Low |
3,541.00 |
3,561.00 |
20.00 |
0.6% |
3,415.25 |
| Close |
3,564.75 |
3,569.75 |
5.00 |
0.1% |
3,532.25 |
| Range |
26.50 |
11.75 |
-14.75 |
-55.7% |
122.00 |
| ATR |
36.15 |
34.40 |
-1.74 |
-4.8% |
0.00 |
| Volume |
131,151 |
47,467 |
-83,684 |
-63.8% |
1,374,003 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,603.00 |
3,598.25 |
3,576.25 |
|
| R3 |
3,591.25 |
3,586.50 |
3,573.00 |
|
| R2 |
3,579.50 |
3,579.50 |
3,572.00 |
|
| R1 |
3,574.75 |
3,574.75 |
3,570.75 |
3,577.00 |
| PP |
3,567.75 |
3,567.75 |
3,567.75 |
3,569.00 |
| S1 |
3,563.00 |
3,563.00 |
3,568.75 |
3,565.50 |
| S2 |
3,556.00 |
3,556.00 |
3,567.50 |
|
| S3 |
3,544.25 |
3,551.25 |
3,566.50 |
|
| S4 |
3,532.50 |
3,539.50 |
3,563.25 |
|
|
| 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 |
3,572.75 |
3,415.25 |
157.50 |
4.4% |
42.25 |
1.2% |
98% |
True |
False |
200,632 |
| 10 |
3,572.75 |
3,415.25 |
157.50 |
4.4% |
40.50 |
1.1% |
98% |
True |
False |
198,082 |
| 20 |
3,572.75 |
3,415.25 |
157.50 |
4.4% |
33.00 |
0.9% |
98% |
True |
False |
100,240 |
| 40 |
3,572.75 |
3,308.25 |
264.50 |
7.4% |
31.00 |
0.9% |
99% |
True |
False |
50,260 |
| 60 |
3,572.75 |
3,110.00 |
462.75 |
13.0% |
32.75 |
0.9% |
99% |
True |
False |
33,563 |
| 80 |
3,572.75 |
3,073.25 |
499.50 |
14.0% |
27.00 |
0.8% |
99% |
True |
False |
25,200 |
| 100 |
3,572.75 |
3,045.00 |
527.75 |
14.8% |
22.00 |
0.6% |
99% |
True |
False |
20,160 |
| 120 |
3,572.75 |
2,946.50 |
626.25 |
17.5% |
19.00 |
0.5% |
100% |
True |
False |
16,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,622.75 |
|
2.618 |
3,603.50 |
|
1.618 |
3,591.75 |
|
1.000 |
3,584.50 |
|
0.618 |
3,580.00 |
|
HIGH |
3,572.75 |
|
0.618 |
3,568.25 |
|
0.500 |
3,567.00 |
|
0.382 |
3,565.50 |
|
LOW |
3,561.00 |
|
0.618 |
3,553.75 |
|
1.000 |
3,549.25 |
|
1.618 |
3,542.00 |
|
2.618 |
3,530.25 |
|
4.250 |
3,511.00 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,568.75 |
3,557.50 |
| PP |
3,567.75 |
3,545.25 |
| S1 |
3,567.00 |
3,533.00 |
|