| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
5,092.0 |
5,144.0 |
52.0 |
1.0% |
5,188.0 |
| High |
5,122.0 |
5,157.0 |
35.0 |
0.7% |
5,206.0 |
| Low |
5,087.0 |
5,138.0 |
51.0 |
1.0% |
5,028.0 |
| Close |
5,101.0 |
5,144.0 |
43.0 |
0.8% |
5,095.0 |
| Range |
35.0 |
19.0 |
-16.0 |
-45.7% |
178.0 |
| ATR |
54.5 |
54.6 |
0.1 |
0.2% |
0.0 |
| Volume |
78,719 |
2,358 |
-76,361 |
-97.0% |
162,015 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,203.3 |
5,192.7 |
5,154.5 |
|
| R3 |
5,184.3 |
5,173.7 |
5,149.2 |
|
| R2 |
5,165.3 |
5,165.3 |
5,147.5 |
|
| R1 |
5,154.7 |
5,154.7 |
5,145.7 |
5,153.5 |
| PP |
5,146.3 |
5,146.3 |
5,146.3 |
5,145.8 |
| S1 |
5,135.7 |
5,135.7 |
5,142.3 |
5,134.5 |
| S2 |
5,127.3 |
5,127.3 |
5,140.5 |
|
| S3 |
5,108.3 |
5,116.7 |
5,138.8 |
|
| S4 |
5,089.3 |
5,097.7 |
5,133.6 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,643.7 |
5,547.3 |
5,192.9 |
|
| R3 |
5,465.7 |
5,369.3 |
5,144.0 |
|
| R2 |
5,287.7 |
5,287.7 |
5,127.6 |
|
| R1 |
5,191.3 |
5,191.3 |
5,111.3 |
5,150.5 |
| PP |
5,109.7 |
5,109.7 |
5,109.7 |
5,089.3 |
| S1 |
5,013.3 |
5,013.3 |
5,078.7 |
4,972.5 |
| S2 |
4,931.7 |
4,931.7 |
5,062.4 |
|
| S3 |
4,753.7 |
4,835.3 |
5,046.1 |
|
| S4 |
4,575.7 |
4,657.3 |
4,997.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,157.0 |
5,039.0 |
118.0 |
2.3% |
44.0 |
0.9% |
89% |
True |
False |
69,617 |
| 10 |
5,206.0 |
5,028.0 |
178.0 |
3.5% |
53.3 |
1.0% |
65% |
False |
False |
49,431 |
| 20 |
5,390.0 |
5,028.0 |
362.0 |
7.0% |
51.1 |
1.0% |
32% |
False |
False |
36,186 |
| 40 |
5,465.0 |
5,028.0 |
437.0 |
8.5% |
47.3 |
0.9% |
27% |
False |
False |
30,100 |
| 60 |
5,465.0 |
5,028.0 |
437.0 |
8.5% |
45.0 |
0.9% |
27% |
False |
False |
26,662 |
| 80 |
5,465.0 |
5,028.0 |
437.0 |
8.5% |
41.4 |
0.8% |
27% |
False |
False |
25,272 |
| 100 |
5,465.0 |
4,963.0 |
502.0 |
9.8% |
37.5 |
0.7% |
36% |
False |
False |
20,237 |
| 120 |
5,465.0 |
4,764.0 |
701.0 |
13.6% |
33.5 |
0.7% |
54% |
False |
False |
16,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,237.8 |
|
2.618 |
5,206.7 |
|
1.618 |
5,187.7 |
|
1.000 |
5,176.0 |
|
0.618 |
5,168.7 |
|
HIGH |
5,157.0 |
|
0.618 |
5,149.7 |
|
0.500 |
5,147.5 |
|
0.382 |
5,145.3 |
|
LOW |
5,138.0 |
|
0.618 |
5,126.3 |
|
1.000 |
5,119.0 |
|
1.618 |
5,107.3 |
|
2.618 |
5,088.3 |
|
4.250 |
5,057.3 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,147.5 |
5,135.8 |
| PP |
5,146.3 |
5,127.7 |
| S1 |
5,145.2 |
5,119.5 |
|