| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1,817.00 |
1,822.75 |
5.75 |
0.3% |
1,768.50 |
| High |
1,824.50 |
1,829.50 |
5.00 |
0.3% |
1,818.00 |
| Low |
1,816.75 |
1,820.50 |
3.75 |
0.2% |
1,754.00 |
| Close |
1,822.75 |
1,829.00 |
6.25 |
0.3% |
1,814.50 |
| Range |
7.75 |
9.00 |
1.25 |
16.1% |
64.00 |
| ATR |
16.73 |
16.18 |
-0.55 |
-3.3% |
0.00 |
| Volume |
737,153 |
314,408 |
-422,745 |
-57.3% |
9,194,472 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,853.25 |
1,850.25 |
1,834.00 |
|
| R3 |
1,844.25 |
1,841.25 |
1,831.50 |
|
| R2 |
1,835.25 |
1,835.25 |
1,830.75 |
|
| R1 |
1,832.25 |
1,832.25 |
1,829.75 |
1,833.75 |
| PP |
1,826.25 |
1,826.25 |
1,826.25 |
1,827.00 |
| S1 |
1,823.25 |
1,823.25 |
1,828.25 |
1,824.75 |
| S2 |
1,817.25 |
1,817.25 |
1,827.25 |
|
| S3 |
1,808.25 |
1,814.25 |
1,826.50 |
|
| S4 |
1,799.25 |
1,805.25 |
1,824.00 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,987.50 |
1,965.00 |
1,849.75 |
|
| R3 |
1,923.50 |
1,901.00 |
1,832.00 |
|
| R2 |
1,859.50 |
1,859.50 |
1,826.25 |
|
| R1 |
1,837.00 |
1,837.00 |
1,820.25 |
1,848.25 |
| PP |
1,795.50 |
1,795.50 |
1,795.50 |
1,801.00 |
| S1 |
1,773.00 |
1,773.00 |
1,808.75 |
1,784.25 |
| S2 |
1,731.50 |
1,731.50 |
1,802.75 |
|
| S3 |
1,667.50 |
1,709.00 |
1,797.00 |
|
| S4 |
1,603.50 |
1,645.00 |
1,779.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,829.50 |
1,760.75 |
68.75 |
3.8% |
18.00 |
1.0% |
99% |
True |
False |
1,325,310 |
| 10 |
1,829.50 |
1,754.00 |
75.50 |
4.1% |
18.50 |
1.0% |
99% |
True |
False |
1,300,869 |
| 20 |
1,829.50 |
1,754.00 |
75.50 |
4.1% |
15.50 |
0.8% |
99% |
True |
False |
670,463 |
| 40 |
1,829.50 |
1,729.50 |
100.00 |
5.5% |
15.50 |
0.9% |
100% |
True |
False |
338,183 |
| 60 |
1,829.50 |
1,633.50 |
196.00 |
10.7% |
16.50 |
0.9% |
100% |
True |
False |
227,234 |
| 80 |
1,829.50 |
1,620.25 |
209.25 |
11.4% |
16.00 |
0.9% |
100% |
True |
False |
170,731 |
| 100 |
1,829.50 |
1,613.00 |
216.50 |
11.8% |
15.25 |
0.8% |
100% |
True |
False |
136,597 |
| 120 |
1,829.50 |
1,613.00 |
216.50 |
11.8% |
14.25 |
0.8% |
100% |
True |
False |
113,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,867.75 |
|
2.618 |
1,853.00 |
|
1.618 |
1,844.00 |
|
1.000 |
1,838.50 |
|
0.618 |
1,835.00 |
|
HIGH |
1,829.50 |
|
0.618 |
1,826.00 |
|
0.500 |
1,825.00 |
|
0.382 |
1,824.00 |
|
LOW |
1,820.50 |
|
0.618 |
1,815.00 |
|
1.000 |
1,811.50 |
|
1.618 |
1,806.00 |
|
2.618 |
1,797.00 |
|
4.250 |
1,782.25 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,827.75 |
1,824.75 |
| PP |
1,826.25 |
1,820.25 |
| S1 |
1,825.00 |
1,816.00 |
|