| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1,189.0 |
1,202.5 |
13.5 |
1.1% |
1,237.3 |
| High |
1,206.9 |
1,205.6 |
-1.3 |
-0.1% |
1,251.7 |
| Low |
1,188.0 |
1,191.8 |
3.8 |
0.3% |
1,186.0 |
| Close |
1,203.7 |
1,197.0 |
-6.7 |
-0.6% |
1,203.7 |
| Range |
18.9 |
13.8 |
-5.1 |
-27.0% |
65.7 |
| ATR |
25.3 |
24.5 |
-0.8 |
-3.2% |
0.0 |
| Volume |
138,710 |
84,975 |
-53,735 |
-38.7% |
762,571 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,239.5 |
1,232.1 |
1,204.6 |
|
| R3 |
1,225.7 |
1,218.3 |
1,200.8 |
|
| R2 |
1,211.9 |
1,211.9 |
1,199.5 |
|
| R1 |
1,204.5 |
1,204.5 |
1,198.3 |
1,201.3 |
| PP |
1,198.1 |
1,198.1 |
1,198.1 |
1,196.6 |
| S1 |
1,190.7 |
1,190.7 |
1,195.7 |
1,187.5 |
| S2 |
1,184.3 |
1,184.3 |
1,194.5 |
|
| S3 |
1,170.5 |
1,176.9 |
1,193.2 |
|
| S4 |
1,156.7 |
1,163.1 |
1,189.4 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,410.9 |
1,373.0 |
1,239.8 |
|
| R3 |
1,345.2 |
1,307.3 |
1,221.8 |
|
| R2 |
1,279.5 |
1,279.5 |
1,215.7 |
|
| R1 |
1,241.6 |
1,241.6 |
1,209.7 |
1,227.7 |
| PP |
1,213.8 |
1,213.8 |
1,213.8 |
1,206.9 |
| S1 |
1,175.9 |
1,175.9 |
1,197.7 |
1,162.0 |
| S2 |
1,148.1 |
1,148.1 |
1,191.7 |
|
| S3 |
1,082.4 |
1,110.2 |
1,185.6 |
|
| S4 |
1,016.7 |
1,044.5 |
1,167.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,247.6 |
1,186.0 |
61.6 |
5.1% |
24.5 |
2.0% |
18% |
False |
False |
145,147 |
| 10 |
1,267.5 |
1,186.0 |
81.5 |
6.8% |
24.2 |
2.0% |
13% |
False |
False |
138,372 |
| 20 |
1,267.5 |
1,186.0 |
81.5 |
6.8% |
24.7 |
2.1% |
13% |
False |
False |
133,910 |
| 40 |
1,362.3 |
1,186.0 |
176.3 |
14.7% |
21.5 |
1.8% |
6% |
False |
False |
75,352 |
| 60 |
1,362.3 |
1,186.0 |
176.3 |
14.7% |
23.0 |
1.9% |
6% |
False |
False |
51,387 |
| 80 |
1,416.7 |
1,186.0 |
230.7 |
19.3% |
24.1 |
2.0% |
5% |
False |
False |
39,083 |
| 100 |
1,433.7 |
1,186.0 |
247.7 |
20.7% |
23.7 |
2.0% |
4% |
False |
False |
31,552 |
| 120 |
1,433.7 |
1,186.0 |
247.7 |
20.7% |
23.0 |
1.9% |
4% |
False |
False |
26,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,264.3 |
|
2.618 |
1,241.7 |
|
1.618 |
1,227.9 |
|
1.000 |
1,219.4 |
|
0.618 |
1,214.1 |
|
HIGH |
1,205.6 |
|
0.618 |
1,200.3 |
|
0.500 |
1,198.7 |
|
0.382 |
1,197.1 |
|
LOW |
1,191.8 |
|
0.618 |
1,183.3 |
|
1.000 |
1,178.0 |
|
1.618 |
1,169.5 |
|
2.618 |
1,155.7 |
|
4.250 |
1,133.2 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,198.7 |
1,206.0 |
| PP |
1,198.1 |
1,203.0 |
| S1 |
1,197.6 |
1,200.0 |
|