| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1,226.2 |
1,238.0 |
11.8 |
1.0% |
1,230.9 |
| High |
1,239.0 |
1,252.2 |
13.2 |
1.1% |
1,266.7 |
| Low |
1,221.3 |
1,228.0 |
6.7 |
0.5% |
1,221.3 |
| Close |
1,235.3 |
1,245.2 |
9.9 |
0.8% |
1,235.3 |
| Range |
17.7 |
24.2 |
6.5 |
36.7% |
45.4 |
| ATR |
22.3 |
22.4 |
0.1 |
0.6% |
0.0 |
| Volume |
4,108 |
2,362 |
-1,746 |
-42.5% |
17,263 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.4 |
1,304.0 |
1,258.5 |
|
| R3 |
1,290.2 |
1,279.8 |
1,251.9 |
|
| R2 |
1,266.0 |
1,266.0 |
1,249.6 |
|
| R1 |
1,255.6 |
1,255.6 |
1,247.4 |
1,260.8 |
| PP |
1,241.8 |
1,241.8 |
1,241.8 |
1,244.4 |
| S1 |
1,231.4 |
1,231.4 |
1,243.0 |
1,236.6 |
| S2 |
1,217.6 |
1,217.6 |
1,240.8 |
|
| S3 |
1,193.4 |
1,207.2 |
1,238.5 |
|
| S4 |
1,169.2 |
1,183.0 |
1,231.9 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.3 |
1,351.7 |
1,260.3 |
|
| R3 |
1,331.9 |
1,306.3 |
1,247.8 |
|
| R2 |
1,286.5 |
1,286.5 |
1,243.6 |
|
| R1 |
1,260.9 |
1,260.9 |
1,239.5 |
1,273.7 |
| PP |
1,241.1 |
1,241.1 |
1,241.1 |
1,247.5 |
| S1 |
1,215.5 |
1,215.5 |
1,231.1 |
1,228.3 |
| S2 |
1,195.7 |
1,195.7 |
1,227.0 |
|
| S3 |
1,150.3 |
1,170.1 |
1,222.8 |
|
| S4 |
1,104.9 |
1,124.7 |
1,210.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,266.7 |
1,221.3 |
45.4 |
3.6% |
22.9 |
1.8% |
53% |
False |
False |
2,805 |
| 10 |
1,266.7 |
1,211.5 |
55.2 |
4.4% |
23.9 |
1.9% |
61% |
False |
False |
3,439 |
| 20 |
1,289.9 |
1,211.5 |
78.4 |
6.3% |
21.4 |
1.7% |
43% |
False |
False |
4,398 |
| 40 |
1,361.1 |
1,211.5 |
149.6 |
12.0% |
18.9 |
1.5% |
23% |
False |
False |
3,138 |
| 60 |
1,361.1 |
1,211.5 |
149.6 |
12.0% |
20.4 |
1.6% |
23% |
False |
False |
2,472 |
| 80 |
1,430.2 |
1,211.5 |
218.7 |
17.6% |
21.1 |
1.7% |
15% |
False |
False |
2,027 |
| 100 |
1,430.2 |
1,211.5 |
218.7 |
17.6% |
20.5 |
1.6% |
15% |
False |
False |
1,756 |
| 120 |
1,430.2 |
1,194.4 |
235.8 |
18.9% |
19.9 |
1.6% |
22% |
False |
False |
1,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,355.1 |
|
2.618 |
1,315.6 |
|
1.618 |
1,291.4 |
|
1.000 |
1,276.4 |
|
0.618 |
1,267.2 |
|
HIGH |
1,252.2 |
|
0.618 |
1,243.0 |
|
0.500 |
1,240.1 |
|
0.382 |
1,237.2 |
|
LOW |
1,228.0 |
|
0.618 |
1,213.0 |
|
1.000 |
1,203.8 |
|
1.618 |
1,188.8 |
|
2.618 |
1,164.6 |
|
4.250 |
1,125.2 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,243.5 |
1,243.1 |
| PP |
1,241.8 |
1,241.0 |
| S1 |
1,240.1 |
1,238.9 |
|