| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,565.25 |
3,572.75 |
7.50 |
0.2% |
3,454.25 |
| High |
3,572.75 |
3,583.75 |
11.00 |
0.3% |
3,537.25 |
| Low |
3,561.00 |
3,568.25 |
7.25 |
0.2% |
3,415.25 |
| Close |
3,569.75 |
3,581.75 |
12.00 |
0.3% |
3,532.25 |
| Range |
11.75 |
15.50 |
3.75 |
31.9% |
122.00 |
| ATR |
34.40 |
33.05 |
-1.35 |
-3.9% |
0.00 |
| Volume |
47,467 |
54,009 |
6,542 |
13.8% |
1,374,003 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,624.50 |
3,618.50 |
3,590.25 |
|
| R3 |
3,609.00 |
3,603.00 |
3,586.00 |
|
| R2 |
3,593.50 |
3,593.50 |
3,584.50 |
|
| R1 |
3,587.50 |
3,587.50 |
3,583.25 |
3,590.50 |
| PP |
3,578.00 |
3,578.00 |
3,578.00 |
3,579.50 |
| S1 |
3,572.00 |
3,572.00 |
3,580.25 |
3,575.00 |
| S2 |
3,562.50 |
3,562.50 |
3,579.00 |
|
| S3 |
3,547.00 |
3,556.50 |
3,577.50 |
|
| S4 |
3,531.50 |
3,541.00 |
3,573.25 |
|
|
| 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 |
3,583.75 |
3,478.00 |
105.75 |
3.0% |
26.50 |
0.7% |
98% |
True |
False |
131,847 |
| 10 |
3,583.75 |
3,415.25 |
168.50 |
4.7% |
36.50 |
1.0% |
99% |
True |
False |
199,993 |
| 20 |
3,583.75 |
3,415.25 |
168.50 |
4.7% |
32.25 |
0.9% |
99% |
True |
False |
102,936 |
| 40 |
3,583.75 |
3,308.25 |
275.50 |
7.7% |
31.00 |
0.9% |
99% |
True |
False |
51,599 |
| 60 |
3,583.75 |
3,110.00 |
473.75 |
13.2% |
32.50 |
0.9% |
100% |
True |
False |
34,450 |
| 80 |
3,583.75 |
3,110.00 |
473.75 |
13.2% |
27.25 |
0.8% |
100% |
True |
False |
25,875 |
| 100 |
3,583.75 |
3,045.00 |
538.75 |
15.0% |
22.25 |
0.6% |
100% |
True |
False |
20,700 |
| 120 |
3,583.75 |
2,962.00 |
621.75 |
17.4% |
19.25 |
0.5% |
100% |
True |
False |
17,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,649.50 |
|
2.618 |
3,624.25 |
|
1.618 |
3,608.75 |
|
1.000 |
3,599.25 |
|
0.618 |
3,593.25 |
|
HIGH |
3,583.75 |
|
0.618 |
3,577.75 |
|
0.500 |
3,576.00 |
|
0.382 |
3,574.25 |
|
LOW |
3,568.25 |
|
0.618 |
3,558.75 |
|
1.000 |
3,552.75 |
|
1.618 |
3,543.25 |
|
2.618 |
3,527.75 |
|
4.250 |
3,502.50 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,579.75 |
3,575.25 |
| PP |
3,578.00 |
3,568.75 |
| S1 |
3,576.00 |
3,562.50 |
|