| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1,230.2 |
1,239.0 |
8.8 |
0.7% |
1,251.4 |
| High |
1,243.2 |
1,267.0 |
23.8 |
1.9% |
1,251.5 |
| Low |
1,229.0 |
1,239.0 |
10.0 |
0.8% |
1,212.9 |
| Close |
1,235.3 |
1,262.4 |
27.1 |
2.2% |
1,230.3 |
| Range |
14.2 |
28.0 |
13.8 |
97.2% |
38.6 |
| ATR |
22.9 |
23.5 |
0.6 |
2.7% |
0.0 |
| Volume |
352 |
882 |
530 |
150.6% |
10,212 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.1 |
1,329.3 |
1,277.8 |
|
| R3 |
1,312.1 |
1,301.3 |
1,270.1 |
|
| R2 |
1,284.1 |
1,284.1 |
1,267.5 |
|
| R1 |
1,273.3 |
1,273.3 |
1,265.0 |
1,278.7 |
| PP |
1,256.1 |
1,256.1 |
1,256.1 |
1,258.9 |
| S1 |
1,245.3 |
1,245.3 |
1,259.8 |
1,250.7 |
| S2 |
1,228.1 |
1,228.1 |
1,257.3 |
|
| S3 |
1,200.1 |
1,217.3 |
1,254.7 |
|
| S4 |
1,172.1 |
1,189.3 |
1,247.0 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,347.4 |
1,327.4 |
1,251.5 |
|
| R3 |
1,308.8 |
1,288.8 |
1,240.9 |
|
| R2 |
1,270.2 |
1,270.2 |
1,237.4 |
|
| R1 |
1,250.2 |
1,250.2 |
1,233.8 |
1,240.9 |
| PP |
1,231.6 |
1,231.6 |
1,231.6 |
1,226.9 |
| S1 |
1,211.6 |
1,211.6 |
1,226.8 |
1,202.3 |
| S2 |
1,193.0 |
1,193.0 |
1,223.2 |
|
| S3 |
1,154.4 |
1,173.0 |
1,219.7 |
|
| S4 |
1,115.8 |
1,134.4 |
1,209.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,267.0 |
1,212.9 |
54.1 |
4.3% |
26.3 |
2.1% |
91% |
True |
False |
907 |
| 10 |
1,267.0 |
1,212.9 |
54.1 |
4.3% |
23.4 |
1.9% |
91% |
True |
False |
28,139 |
| 20 |
1,293.8 |
1,212.9 |
80.9 |
6.4% |
21.1 |
1.7% |
61% |
False |
False |
89,192 |
| 40 |
1,361.8 |
1,212.9 |
148.9 |
11.8% |
21.8 |
1.7% |
33% |
False |
False |
112,553 |
| 60 |
1,375.4 |
1,212.9 |
162.5 |
12.9% |
24.5 |
1.9% |
30% |
False |
False |
125,789 |
| 80 |
1,434.0 |
1,212.9 |
221.1 |
17.5% |
25.1 |
2.0% |
22% |
False |
False |
130,962 |
| 100 |
1,434.0 |
1,212.9 |
221.1 |
17.5% |
25.5 |
2.0% |
22% |
False |
False |
129,308 |
| 120 |
1,434.0 |
1,182.6 |
251.4 |
19.9% |
26.2 |
2.1% |
32% |
False |
False |
110,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,386.0 |
|
2.618 |
1,340.3 |
|
1.618 |
1,312.3 |
|
1.000 |
1,295.0 |
|
0.618 |
1,284.3 |
|
HIGH |
1,267.0 |
|
0.618 |
1,256.3 |
|
0.500 |
1,253.0 |
|
0.382 |
1,249.7 |
|
LOW |
1,239.0 |
|
0.618 |
1,221.7 |
|
1.000 |
1,211.0 |
|
1.618 |
1,193.7 |
|
2.618 |
1,165.7 |
|
4.250 |
1,120.0 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,259.3 |
1,254.9 |
| PP |
1,256.1 |
1,247.5 |
| S1 |
1,253.0 |
1,240.0 |
|