| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,572.75 |
3,582.75 |
10.00 |
0.3% |
3,541.00 |
| High |
3,583.75 |
3,587.50 |
3.75 |
0.1% |
3,587.50 |
| Low |
3,568.25 |
3,567.00 |
-1.25 |
0.0% |
3,541.00 |
| Close |
3,581.75 |
3,570.25 |
-11.50 |
-0.3% |
3,570.25 |
| Range |
15.50 |
20.50 |
5.00 |
32.3% |
46.50 |
| ATR |
33.05 |
32.16 |
-0.90 |
-2.7% |
0.00 |
| Volume |
54,009 |
94,798 |
40,789 |
75.5% |
327,425 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,636.50 |
3,623.75 |
3,581.50 |
|
| R3 |
3,616.00 |
3,603.25 |
3,576.00 |
|
| R2 |
3,595.50 |
3,595.50 |
3,574.00 |
|
| R1 |
3,582.75 |
3,582.75 |
3,572.25 |
3,579.00 |
| PP |
3,575.00 |
3,575.00 |
3,575.00 |
3,573.00 |
| S1 |
3,562.25 |
3,562.25 |
3,568.25 |
3,558.50 |
| S2 |
3,554.50 |
3,554.50 |
3,566.50 |
|
| S3 |
3,534.00 |
3,541.75 |
3,564.50 |
|
| S4 |
3,513.50 |
3,521.25 |
3,559.00 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,705.75 |
3,684.50 |
3,595.75 |
|
| R3 |
3,659.25 |
3,638.00 |
3,583.00 |
|
| R2 |
3,612.75 |
3,612.75 |
3,578.75 |
|
| R1 |
3,591.50 |
3,591.50 |
3,574.50 |
3,602.00 |
| PP |
3,566.25 |
3,566.25 |
3,566.25 |
3,571.50 |
| S1 |
3,545.00 |
3,545.00 |
3,566.00 |
3,555.50 |
| S2 |
3,519.75 |
3,519.75 |
3,561.75 |
|
| S3 |
3,473.25 |
3,498.50 |
3,557.50 |
|
| S4 |
3,426.75 |
3,452.00 |
3,544.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,587.50 |
3,493.25 |
94.25 |
2.6% |
23.75 |
0.7% |
82% |
True |
False |
100,210 |
| 10 |
3,587.50 |
3,415.25 |
172.25 |
4.8% |
36.00 |
1.0% |
90% |
True |
False |
195,934 |
| 20 |
3,587.50 |
3,415.25 |
172.25 |
4.8% |
32.00 |
0.9% |
90% |
True |
False |
107,612 |
| 40 |
3,587.50 |
3,308.25 |
279.25 |
7.8% |
30.75 |
0.9% |
94% |
True |
False |
53,965 |
| 60 |
3,587.50 |
3,110.00 |
477.50 |
13.4% |
32.25 |
0.9% |
96% |
True |
False |
36,028 |
| 80 |
3,587.50 |
3,110.00 |
477.50 |
13.4% |
27.50 |
0.8% |
96% |
True |
False |
27,060 |
| 100 |
3,587.50 |
3,045.00 |
542.50 |
15.2% |
22.50 |
0.6% |
97% |
True |
False |
21,648 |
| 120 |
3,587.50 |
2,984.00 |
603.50 |
16.9% |
19.50 |
0.5% |
97% |
True |
False |
18,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,674.50 |
|
2.618 |
3,641.25 |
|
1.618 |
3,620.75 |
|
1.000 |
3,608.00 |
|
0.618 |
3,600.25 |
|
HIGH |
3,587.50 |
|
0.618 |
3,579.75 |
|
0.500 |
3,577.25 |
|
0.382 |
3,574.75 |
|
LOW |
3,567.00 |
|
0.618 |
3,554.25 |
|
1.000 |
3,546.50 |
|
1.618 |
3,533.75 |
|
2.618 |
3,513.25 |
|
4.250 |
3,480.00 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,577.25 |
3,574.25 |
| PP |
3,575.00 |
3,573.00 |
| S1 |
3,572.50 |
3,571.50 |
|