| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,910.0 |
2,967.0 |
57.0 |
2.0% |
2,991.0 |
| High |
2,982.0 |
2,968.0 |
-14.0 |
-0.5% |
2,993.0 |
| Low |
2,910.0 |
2,937.0 |
27.0 |
0.9% |
2,910.0 |
| Close |
2,972.0 |
2,944.0 |
-28.0 |
-0.9% |
2,919.0 |
| Range |
72.0 |
31.0 |
-41.0 |
-56.9% |
83.0 |
| ATR |
38.6 |
38.4 |
-0.3 |
-0.7% |
0.0 |
| Volume |
1,053,923 |
1,007,705 |
-46,218 |
-4.4% |
1,731,595 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.7 |
3,024.3 |
2,961.1 |
|
| R3 |
3,011.7 |
2,993.3 |
2,952.5 |
|
| R2 |
2,980.7 |
2,980.7 |
2,949.7 |
|
| R1 |
2,962.3 |
2,962.3 |
2,946.8 |
2,956.0 |
| PP |
2,949.7 |
2,949.7 |
2,949.7 |
2,946.5 |
| S1 |
2,931.3 |
2,931.3 |
2,941.2 |
2,925.0 |
| S2 |
2,918.7 |
2,918.7 |
2,938.3 |
|
| S3 |
2,887.7 |
2,900.3 |
2,935.5 |
|
| S4 |
2,856.7 |
2,869.3 |
2,927.0 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,189.7 |
3,137.3 |
2,964.7 |
|
| R3 |
3,106.7 |
3,054.3 |
2,941.8 |
|
| R2 |
3,023.7 |
3,023.7 |
2,934.2 |
|
| R1 |
2,971.3 |
2,971.3 |
2,926.6 |
2,956.0 |
| PP |
2,940.7 |
2,940.7 |
2,940.7 |
2,933.0 |
| S1 |
2,888.3 |
2,888.3 |
2,911.4 |
2,873.0 |
| S2 |
2,857.7 |
2,857.7 |
2,903.8 |
|
| S3 |
2,774.7 |
2,805.3 |
2,896.2 |
|
| S4 |
2,691.7 |
2,722.3 |
2,873.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,982.0 |
2,910.0 |
72.0 |
2.4% |
40.8 |
1.4% |
47% |
False |
False |
705,167 |
| 10 |
3,021.0 |
2,910.0 |
111.0 |
3.8% |
43.4 |
1.5% |
31% |
False |
False |
405,795 |
| 20 |
3,092.0 |
2,910.0 |
182.0 |
6.2% |
35.4 |
1.2% |
19% |
False |
False |
221,111 |
| 40 |
3,096.0 |
2,910.0 |
186.0 |
6.3% |
34.2 |
1.2% |
18% |
False |
False |
111,932 |
| 60 |
3,096.0 |
2,857.0 |
239.0 |
8.1% |
32.3 |
1.1% |
36% |
False |
False |
74,796 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
13.2% |
30.7 |
1.0% |
61% |
False |
False |
56,133 |
| 100 |
3,096.0 |
2,708.0 |
388.0 |
13.2% |
27.8 |
0.9% |
61% |
False |
False |
44,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,099.8 |
|
2.618 |
3,049.2 |
|
1.618 |
3,018.2 |
|
1.000 |
2,999.0 |
|
0.618 |
2,987.2 |
|
HIGH |
2,968.0 |
|
0.618 |
2,956.2 |
|
0.500 |
2,952.5 |
|
0.382 |
2,948.8 |
|
LOW |
2,937.0 |
|
0.618 |
2,917.8 |
|
1.000 |
2,906.0 |
|
1.618 |
2,886.8 |
|
2.618 |
2,855.8 |
|
4.250 |
2,805.3 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,952.5 |
2,946.0 |
| PP |
2,949.7 |
2,945.3 |
| S1 |
2,946.8 |
2,944.7 |
|