| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,569.75 |
3,566.50 |
-3.25 |
-0.1% |
3,541.00 |
| High |
3,573.50 |
3,594.75 |
21.25 |
0.6% |
3,587.50 |
| Low |
3,556.00 |
3,565.00 |
9.00 |
0.3% |
3,541.00 |
| Close |
3,565.75 |
3,583.75 |
18.00 |
0.5% |
3,570.25 |
| Range |
17.50 |
29.75 |
12.25 |
70.0% |
46.50 |
| ATR |
31.11 |
31.01 |
-0.10 |
-0.3% |
0.00 |
| Volume |
90,196 |
71,635 |
-18,561 |
-20.6% |
327,425 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,670.50 |
3,656.75 |
3,600.00 |
|
| R3 |
3,640.75 |
3,627.00 |
3,592.00 |
|
| R2 |
3,611.00 |
3,611.00 |
3,589.25 |
|
| R1 |
3,597.25 |
3,597.25 |
3,586.50 |
3,604.00 |
| PP |
3,581.25 |
3,581.25 |
3,581.25 |
3,584.50 |
| S1 |
3,567.50 |
3,567.50 |
3,581.00 |
3,574.50 |
| S2 |
3,551.50 |
3,551.50 |
3,578.25 |
|
| S3 |
3,521.75 |
3,537.75 |
3,575.50 |
|
| S4 |
3,492.00 |
3,508.00 |
3,567.50 |
|
|
| 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 |
3,594.75 |
3,556.00 |
38.75 |
1.1% |
19.00 |
0.5% |
72% |
True |
False |
71,621 |
| 10 |
3,594.75 |
3,415.25 |
179.50 |
5.0% |
31.75 |
0.9% |
94% |
True |
False |
155,489 |
| 20 |
3,594.75 |
3,415.25 |
179.50 |
5.0% |
32.00 |
0.9% |
94% |
True |
False |
115,651 |
| 40 |
3,594.75 |
3,308.25 |
286.50 |
8.0% |
30.75 |
0.9% |
96% |
True |
False |
57,999 |
| 60 |
3,594.75 |
3,110.00 |
484.75 |
13.5% |
32.00 |
0.9% |
98% |
True |
False |
38,721 |
| 80 |
3,594.75 |
3,110.00 |
484.75 |
13.5% |
28.00 |
0.8% |
98% |
True |
False |
29,082 |
| 100 |
3,594.75 |
3,045.00 |
549.75 |
15.3% |
23.00 |
0.6% |
98% |
True |
False |
23,266 |
| 120 |
3,594.75 |
3,012.75 |
582.00 |
16.2% |
19.75 |
0.6% |
98% |
True |
False |
19,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,721.25 |
|
2.618 |
3,672.75 |
|
1.618 |
3,643.00 |
|
1.000 |
3,624.50 |
|
0.618 |
3,613.25 |
|
HIGH |
3,594.75 |
|
0.618 |
3,583.50 |
|
0.500 |
3,580.00 |
|
0.382 |
3,576.25 |
|
LOW |
3,565.00 |
|
0.618 |
3,546.50 |
|
1.000 |
3,535.25 |
|
1.618 |
3,516.75 |
|
2.618 |
3,487.00 |
|
4.250 |
3,438.50 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,582.50 |
3,581.00 |
| PP |
3,581.25 |
3,578.25 |
| S1 |
3,580.00 |
3,575.50 |
|