| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1,159.1 |
1,157.2 |
-1.9 |
-0.2% |
1,144.0 |
| High |
1,164.2 |
1,161.1 |
-3.1 |
-0.3% |
1,166.4 |
| Low |
1,154.6 |
1,155.6 |
1.0 |
0.1% |
1,144.0 |
| Close |
1,158.8 |
1,156.6 |
-2.2 |
-0.2% |
1,158.8 |
| Range |
9.6 |
5.5 |
-4.1 |
-42.7% |
22.4 |
| ATR |
12.7 |
12.2 |
-0.5 |
-4.1% |
0.0 |
| Volume |
40,206 |
46,707 |
6,501 |
16.2% |
159,380 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,174.3 |
1,171.0 |
1,159.5 |
|
| R3 |
1,168.8 |
1,165.5 |
1,158.0 |
|
| R2 |
1,163.3 |
1,163.3 |
1,157.5 |
|
| R1 |
1,160.0 |
1,160.0 |
1,157.0 |
1,158.8 |
| PP |
1,157.8 |
1,157.8 |
1,157.8 |
1,157.3 |
| S1 |
1,154.5 |
1,154.5 |
1,156.0 |
1,153.3 |
| S2 |
1,152.3 |
1,152.3 |
1,155.5 |
|
| S3 |
1,146.8 |
1,149.0 |
1,155.0 |
|
| S4 |
1,141.3 |
1,143.5 |
1,153.5 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.5 |
1,213.5 |
1,171.0 |
|
| R3 |
1,201.3 |
1,191.3 |
1,165.0 |
|
| R2 |
1,178.8 |
1,178.8 |
1,163.0 |
|
| R1 |
1,168.8 |
1,168.8 |
1,160.8 |
1,173.8 |
| PP |
1,156.5 |
1,156.5 |
1,156.5 |
1,159.0 |
| S1 |
1,146.5 |
1,146.5 |
1,156.8 |
1,151.5 |
| S2 |
1,134.0 |
1,134.0 |
1,154.8 |
|
| S3 |
1,111.5 |
1,124.0 |
1,152.8 |
|
| S4 |
1,089.3 |
1,101.5 |
1,146.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,166.4 |
1,144.0 |
22.4 |
1.9% |
9.0 |
0.8% |
56% |
False |
False |
41,217 |
| 10 |
1,166.4 |
1,092.0 |
74.4 |
6.4% |
14.5 |
1.3% |
87% |
False |
False |
86,778 |
| 20 |
1,166.4 |
1,092.0 |
74.4 |
6.4% |
14.0 |
1.2% |
87% |
False |
False |
57,646 |
| 40 |
1,166.4 |
1,079.2 |
87.2 |
7.5% |
9.8 |
0.9% |
89% |
False |
False |
28,825 |
| 60 |
1,166.4 |
1,037.5 |
128.9 |
11.1% |
6.5 |
0.6% |
92% |
False |
False |
19,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,184.5 |
|
2.618 |
1,175.5 |
|
1.618 |
1,170.0 |
|
1.000 |
1,166.5 |
|
0.618 |
1,164.5 |
|
HIGH |
1,161.0 |
|
0.618 |
1,159.0 |
|
0.500 |
1,158.3 |
|
0.382 |
1,157.8 |
|
LOW |
1,155.5 |
|
0.618 |
1,152.3 |
|
1.000 |
1,150.0 |
|
1.618 |
1,146.8 |
|
2.618 |
1,141.3 |
|
4.250 |
1,132.3 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,158.3 |
1,160.5 |
| PP |
1,157.8 |
1,159.3 |
| S1 |
1,157.3 |
1,158.0 |
|