| 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 |
5,045.0 |
5,087.0 |
42.0 |
0.8% |
5,152.0 |
| High |
5,067.0 |
5,106.0 |
39.0 |
0.8% |
5,152.0 |
| Low |
5,027.0 |
5,050.0 |
23.0 |
0.5% |
4,993.0 |
| Close |
5,068.0 |
5,067.0 |
-1.0 |
0.0% |
5,062.0 |
| Range |
40.0 |
56.0 |
16.0 |
40.0% |
159.0 |
| ATR |
43.3 |
44.2 |
0.9 |
2.1% |
0.0 |
| Volume |
86,881 |
107,176 |
20,295 |
23.4% |
31,430 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,242.3 |
5,210.7 |
5,097.8 |
|
| R3 |
5,186.3 |
5,154.7 |
5,082.4 |
|
| R2 |
5,130.3 |
5,130.3 |
5,077.3 |
|
| R1 |
5,098.7 |
5,098.7 |
5,072.1 |
5,086.5 |
| PP |
5,074.3 |
5,074.3 |
5,074.3 |
5,068.3 |
| S1 |
5,042.7 |
5,042.7 |
5,061.9 |
5,030.5 |
| S2 |
5,018.3 |
5,018.3 |
5,056.7 |
|
| S3 |
4,962.3 |
4,986.7 |
5,051.6 |
|
| S4 |
4,906.3 |
4,930.7 |
5,036.2 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,546.0 |
5,463.0 |
5,149.5 |
|
| R3 |
5,387.0 |
5,304.0 |
5,105.7 |
|
| R2 |
5,228.0 |
5,228.0 |
5,091.2 |
|
| R1 |
5,145.0 |
5,145.0 |
5,076.6 |
5,107.0 |
| PP |
5,069.0 |
5,069.0 |
5,069.0 |
5,050.0 |
| S1 |
4,986.0 |
4,986.0 |
5,047.4 |
4,948.0 |
| S2 |
4,910.0 |
4,910.0 |
5,032.9 |
|
| S3 |
4,751.0 |
4,827.0 |
5,018.3 |
|
| S4 |
4,592.0 |
4,668.0 |
4,974.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,114.0 |
4,993.0 |
121.0 |
2.4% |
60.0 |
1.2% |
61% |
False |
False |
44,516 |
| 10 |
5,252.0 |
4,993.0 |
259.0 |
5.1% |
52.4 |
1.0% |
29% |
False |
False |
22,688 |
| 20 |
5,350.0 |
4,993.0 |
357.0 |
7.0% |
33.2 |
0.7% |
21% |
False |
False |
11,418 |
| 40 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
19.7 |
0.4% |
18% |
False |
False |
5,734 |
| 60 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
16.4 |
0.3% |
18% |
False |
False |
3,844 |
| 80 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
12.6 |
0.2% |
18% |
False |
False |
2,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,344.0 |
|
2.618 |
5,252.6 |
|
1.618 |
5,196.6 |
|
1.000 |
5,162.0 |
|
0.618 |
5,140.6 |
|
HIGH |
5,106.0 |
|
0.618 |
5,084.6 |
|
0.500 |
5,078.0 |
|
0.382 |
5,071.4 |
|
LOW |
5,050.0 |
|
0.618 |
5,015.4 |
|
1.000 |
4,994.0 |
|
1.618 |
4,959.4 |
|
2.618 |
4,903.4 |
|
4.250 |
4,812.0 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,078.0 |
5,063.3 |
| PP |
5,074.3 |
5,059.7 |
| S1 |
5,070.7 |
5,056.0 |
|