| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,624.0 |
6,676.0 |
52.0 |
0.8% |
6,566.0 |
| High |
6,663.5 |
6,726.0 |
62.5 |
0.9% |
6,726.0 |
| Low |
6,615.0 |
6,660.0 |
45.0 |
0.7% |
6,558.0 |
| Close |
6,642.5 |
6,704.5 |
62.0 |
0.9% |
6,704.5 |
| Range |
48.5 |
66.0 |
17.5 |
36.1% |
168.0 |
| ATR |
70.7 |
71.6 |
0.9 |
1.3% |
0.0 |
| Volume |
54,389 |
61,759 |
7,370 |
13.6% |
130,486 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,895.0 |
6,865.5 |
6,741.0 |
|
| R3 |
6,829.0 |
6,799.5 |
6,722.5 |
|
| R2 |
6,763.0 |
6,763.0 |
6,716.5 |
|
| R1 |
6,733.5 |
6,733.5 |
6,710.5 |
6,748.0 |
| PP |
6,697.0 |
6,697.0 |
6,697.0 |
6,704.0 |
| S1 |
6,667.5 |
6,667.5 |
6,698.5 |
6,682.0 |
| S2 |
6,631.0 |
6,631.0 |
6,692.5 |
|
| S3 |
6,565.0 |
6,601.5 |
6,686.5 |
|
| S4 |
6,499.0 |
6,535.5 |
6,668.0 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,167.0 |
7,103.5 |
6,797.0 |
|
| R3 |
6,999.0 |
6,935.5 |
6,750.5 |
|
| R2 |
6,831.0 |
6,831.0 |
6,735.5 |
|
| R1 |
6,767.5 |
6,767.5 |
6,720.0 |
6,799.0 |
| PP |
6,663.0 |
6,663.0 |
6,663.0 |
6,678.5 |
| S1 |
6,599.5 |
6,599.5 |
6,689.0 |
6,631.0 |
| S2 |
6,495.0 |
6,495.0 |
6,673.5 |
|
| S3 |
6,327.0 |
6,431.5 |
6,658.5 |
|
| S4 |
6,159.0 |
6,263.5 |
6,612.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,726.0 |
6,487.5 |
238.5 |
3.6% |
72.0 |
1.1% |
91% |
True |
False |
58,488 |
| 10 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
76.5 |
1.1% |
94% |
True |
False |
103,012 |
| 20 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
66.0 |
1.0% |
94% |
True |
False |
62,693 |
| 40 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
54.5 |
0.8% |
94% |
True |
False |
31,666 |
| 60 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
45.5 |
0.7% |
92% |
False |
False |
21,156 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
36.5 |
0.5% |
92% |
False |
False |
15,895 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
30.5 |
0.5% |
92% |
False |
False |
12,719 |
| 120 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
25.5 |
0.4% |
92% |
False |
False |
10,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,006.5 |
|
2.618 |
6,899.0 |
|
1.618 |
6,833.0 |
|
1.000 |
6,792.0 |
|
0.618 |
6,767.0 |
|
HIGH |
6,726.0 |
|
0.618 |
6,701.0 |
|
0.500 |
6,693.0 |
|
0.382 |
6,685.0 |
|
LOW |
6,660.0 |
|
0.618 |
6,619.0 |
|
1.000 |
6,594.0 |
|
1.618 |
6,553.0 |
|
2.618 |
6,487.0 |
|
4.250 |
6,379.5 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,700.5 |
6,683.5 |
| PP |
6,697.0 |
6,663.0 |
| S1 |
6,693.0 |
6,642.0 |
|