| 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 |
2,993.0 |
2,987.0 |
-6.0 |
-0.2% |
3,082.0 |
| High |
2,993.0 |
2,998.0 |
5.0 |
0.2% |
3,093.0 |
| Low |
2,971.0 |
2,956.0 |
-15.0 |
-0.5% |
2,941.0 |
| Close |
2,991.0 |
2,964.0 |
-27.0 |
-0.9% |
2,981.0 |
| Range |
22.0 |
42.0 |
20.0 |
90.9% |
152.0 |
| ATR |
39.1 |
39.3 |
0.2 |
0.5% |
0.0 |
| Volume |
789,013 |
858,558 |
69,545 |
8.8% |
5,150,061 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,098.7 |
3,073.3 |
2,987.1 |
|
| R3 |
3,056.7 |
3,031.3 |
2,975.6 |
|
| R2 |
3,014.7 |
3,014.7 |
2,971.7 |
|
| R1 |
2,989.3 |
2,989.3 |
2,967.9 |
2,981.0 |
| PP |
2,972.7 |
2,972.7 |
2,972.7 |
2,968.5 |
| S1 |
2,947.3 |
2,947.3 |
2,960.2 |
2,939.0 |
| S2 |
2,930.7 |
2,930.7 |
2,956.3 |
|
| S3 |
2,888.7 |
2,905.3 |
2,952.5 |
|
| S4 |
2,846.7 |
2,863.3 |
2,940.9 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,461.0 |
3,373.0 |
3,064.6 |
|
| R3 |
3,309.0 |
3,221.0 |
3,022.8 |
|
| R2 |
3,157.0 |
3,157.0 |
3,008.9 |
|
| R1 |
3,069.0 |
3,069.0 |
2,994.9 |
3,037.0 |
| PP |
3,005.0 |
3,005.0 |
3,005.0 |
2,989.0 |
| S1 |
2,917.0 |
2,917.0 |
2,967.1 |
2,885.0 |
| S2 |
2,853.0 |
2,853.0 |
2,953.1 |
|
| S3 |
2,701.0 |
2,765.0 |
2,939.2 |
|
| S4 |
2,549.0 |
2,613.0 |
2,897.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,027.0 |
2,941.0 |
86.0 |
2.9% |
46.0 |
1.6% |
27% |
False |
False |
894,991 |
| 10 |
3,097.0 |
2,941.0 |
156.0 |
5.3% |
38.5 |
1.3% |
15% |
False |
False |
851,134 |
| 20 |
3,097.0 |
2,941.0 |
156.0 |
5.3% |
36.6 |
1.2% |
15% |
False |
False |
799,782 |
| 40 |
3,102.0 |
2,941.0 |
161.0 |
5.4% |
36.0 |
1.2% |
14% |
False |
False |
804,783 |
| 60 |
3,102.0 |
2,863.0 |
239.0 |
8.1% |
35.9 |
1.2% |
42% |
False |
False |
832,669 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.6% |
36.1 |
1.2% |
66% |
False |
False |
662,752 |
| 100 |
3,102.0 |
2,699.0 |
403.0 |
13.6% |
34.3 |
1.2% |
66% |
False |
False |
530,277 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
21.0% |
35.2 |
1.2% |
78% |
False |
False |
441,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,176.5 |
|
2.618 |
3,108.0 |
|
1.618 |
3,066.0 |
|
1.000 |
3,040.0 |
|
0.618 |
3,024.0 |
|
HIGH |
2,998.0 |
|
0.618 |
2,982.0 |
|
0.500 |
2,977.0 |
|
0.382 |
2,972.0 |
|
LOW |
2,956.0 |
|
0.618 |
2,930.0 |
|
1.000 |
2,914.0 |
|
1.618 |
2,888.0 |
|
2.618 |
2,846.0 |
|
4.250 |
2,777.5 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,977.0 |
2,969.5 |
| PP |
2,972.7 |
2,967.7 |
| S1 |
2,968.3 |
2,965.8 |
|