| 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 |
9,029.5 |
8,995.0 |
-34.5 |
-0.4% |
9,219.0 |
| High |
9,048.0 |
9,188.5 |
140.5 |
1.6% |
9,227.5 |
| Low |
8,990.5 |
8,985.5 |
-5.0 |
-0.1% |
8,983.5 |
| Close |
9,012.5 |
9,157.5 |
145.0 |
1.6% |
9,012.5 |
| Range |
57.5 |
203.0 |
145.5 |
253.0% |
244.0 |
| ATR |
96.4 |
104.0 |
7.6 |
7.9% |
0.0 |
| Volume |
140,094 |
142,745 |
2,651 |
1.9% |
520,832 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,719.5 |
9,641.5 |
9,269.2 |
|
| R3 |
9,516.5 |
9,438.5 |
9,213.3 |
|
| R2 |
9,313.5 |
9,313.5 |
9,194.7 |
|
| R1 |
9,235.5 |
9,235.5 |
9,176.1 |
9,274.5 |
| PP |
9,110.5 |
9,110.5 |
9,110.5 |
9,130.0 |
| S1 |
9,032.5 |
9,032.5 |
9,138.9 |
9,071.5 |
| S2 |
8,907.5 |
8,907.5 |
9,120.3 |
|
| S3 |
8,704.5 |
8,829.5 |
9,101.7 |
|
| S4 |
8,501.5 |
8,626.5 |
9,045.9 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,806.5 |
9,653.5 |
9,146.7 |
|
| R3 |
9,562.5 |
9,409.5 |
9,079.6 |
|
| R2 |
9,318.5 |
9,318.5 |
9,057.2 |
|
| R1 |
9,165.5 |
9,165.5 |
9,034.9 |
9,120.0 |
| PP |
9,074.5 |
9,074.5 |
9,074.5 |
9,051.8 |
| S1 |
8,921.5 |
8,921.5 |
8,990.1 |
8,876.0 |
| S2 |
8,830.5 |
8,830.5 |
8,967.8 |
|
| S3 |
8,586.5 |
8,677.5 |
8,945.4 |
|
| S4 |
8,342.5 |
8,433.5 |
8,878.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,226.5 |
8,983.5 |
243.0 |
2.7% |
117.2 |
1.3% |
72% |
False |
False |
113,777 |
| 10 |
9,406.0 |
8,983.5 |
422.5 |
4.6% |
126.8 |
1.4% |
41% |
False |
False |
107,590 |
| 20 |
9,428.0 |
8,983.5 |
444.5 |
4.9% |
98.1 |
1.1% |
39% |
False |
False |
95,868 |
| 40 |
9,428.0 |
8,836.5 |
591.5 |
6.5% |
88.1 |
1.0% |
54% |
False |
False |
92,072 |
| 60 |
9,428.0 |
8,498.0 |
930.0 |
10.2% |
86.7 |
0.9% |
71% |
False |
False |
90,362 |
| 80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.6% |
89.2 |
1.0% |
80% |
False |
False |
73,594 |
| 100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.6% |
89.0 |
1.0% |
80% |
False |
False |
58,908 |
| 120 |
9,428.0 |
7,748.5 |
1,679.5 |
18.3% |
91.0 |
1.0% |
84% |
False |
False |
49,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,051.3 |
|
2.618 |
9,720.0 |
|
1.618 |
9,517.0 |
|
1.000 |
9,391.5 |
|
0.618 |
9,314.0 |
|
HIGH |
9,188.5 |
|
0.618 |
9,111.0 |
|
0.500 |
9,087.0 |
|
0.382 |
9,063.0 |
|
LOW |
8,985.5 |
|
0.618 |
8,860.0 |
|
1.000 |
8,782.5 |
|
1.618 |
8,657.0 |
|
2.618 |
8,454.0 |
|
4.250 |
8,122.8 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,134.0 |
9,133.7 |
| PP |
9,110.5 |
9,109.8 |
| S1 |
9,087.0 |
9,086.0 |
|