| 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 |
6,393.5 |
6,458.5 |
65.0 |
1.0% |
6,530.5 |
| High |
6,482.5 |
6,465.5 |
-17.0 |
-0.3% |
6,531.5 |
| Low |
6,349.0 |
6,430.0 |
81.0 |
1.3% |
6,376.0 |
| Close |
6,469.5 |
6,442.0 |
-27.5 |
-0.4% |
6,388.5 |
| Range |
133.5 |
35.5 |
-98.0 |
-73.4% |
155.5 |
| ATR |
60.0 |
58.6 |
-1.5 |
-2.4% |
0.0 |
| Volume |
254,082 |
149,947 |
-104,135 |
-41.0% |
392,874 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,552.5 |
6,532.5 |
6,461.5 |
|
| R3 |
6,517.0 |
6,497.0 |
6,452.0 |
|
| R2 |
6,481.5 |
6,481.5 |
6,448.5 |
|
| R1 |
6,461.5 |
6,461.5 |
6,445.5 |
6,454.0 |
| PP |
6,446.0 |
6,446.0 |
6,446.0 |
6,442.0 |
| S1 |
6,426.0 |
6,426.0 |
6,438.5 |
6,418.0 |
| S2 |
6,410.5 |
6,410.5 |
6,435.5 |
|
| S3 |
6,375.0 |
6,390.5 |
6,432.0 |
|
| S4 |
6,339.5 |
6,355.0 |
6,422.5 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,898.5 |
6,799.0 |
6,474.0 |
|
| R3 |
6,743.0 |
6,643.5 |
6,431.5 |
|
| R2 |
6,587.5 |
6,587.5 |
6,417.0 |
|
| R1 |
6,488.0 |
6,488.0 |
6,403.0 |
6,460.0 |
| PP |
6,432.0 |
6,432.0 |
6,432.0 |
6,418.0 |
| S1 |
6,332.5 |
6,332.5 |
6,374.0 |
6,304.5 |
| S2 |
6,276.5 |
6,276.5 |
6,360.0 |
|
| S3 |
6,121.0 |
6,177.0 |
6,345.5 |
|
| S4 |
5,965.5 |
6,021.5 |
6,303.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,505.5 |
6,349.0 |
156.5 |
2.4% |
67.0 |
1.0% |
59% |
False |
False |
144,870 |
| 10 |
6,531.5 |
6,349.0 |
182.5 |
2.8% |
62.0 |
1.0% |
51% |
False |
False |
82,426 |
| 20 |
6,658.5 |
6,349.0 |
309.5 |
4.8% |
53.0 |
0.8% |
30% |
False |
False |
43,518 |
| 40 |
6,740.0 |
6,349.0 |
391.0 |
6.1% |
46.0 |
0.7% |
24% |
False |
False |
22,123 |
| 60 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
38.5 |
0.6% |
36% |
False |
False |
14,788 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
31.5 |
0.5% |
36% |
False |
False |
11,096 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
25.5 |
0.4% |
36% |
False |
False |
8,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,616.5 |
|
2.618 |
6,558.5 |
|
1.618 |
6,523.0 |
|
1.000 |
6,501.0 |
|
0.618 |
6,487.5 |
|
HIGH |
6,465.5 |
|
0.618 |
6,452.0 |
|
0.500 |
6,448.0 |
|
0.382 |
6,443.5 |
|
LOW |
6,430.0 |
|
0.618 |
6,408.0 |
|
1.000 |
6,394.5 |
|
1.618 |
6,372.5 |
|
2.618 |
6,337.0 |
|
4.250 |
6,279.0 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,448.0 |
6,433.0 |
| PP |
6,446.0 |
6,424.5 |
| S1 |
6,444.0 |
6,416.0 |
|