| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,987.0 |
2,958.0 |
-29.0 |
-1.0% |
3,082.0 |
| High |
2,998.0 |
2,978.0 |
-20.0 |
-0.7% |
3,093.0 |
| Low |
2,956.0 |
2,931.0 |
-25.0 |
-0.8% |
2,941.0 |
| Close |
2,964.0 |
2,946.0 |
-18.0 |
-0.6% |
2,981.0 |
| Range |
42.0 |
47.0 |
5.0 |
11.9% |
152.0 |
| ATR |
39.3 |
39.8 |
0.6 |
1.4% |
0.0 |
| Volume |
858,558 |
1,200,676 |
342,118 |
39.8% |
5,150,061 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,092.7 |
3,066.3 |
2,971.9 |
|
| R3 |
3,045.7 |
3,019.3 |
2,958.9 |
|
| R2 |
2,998.7 |
2,998.7 |
2,954.6 |
|
| R1 |
2,972.3 |
2,972.3 |
2,950.3 |
2,962.0 |
| PP |
2,951.7 |
2,951.7 |
2,951.7 |
2,946.5 |
| S1 |
2,925.3 |
2,925.3 |
2,941.7 |
2,915.0 |
| S2 |
2,904.7 |
2,904.7 |
2,937.4 |
|
| S3 |
2,857.7 |
2,878.3 |
2,933.1 |
|
| S4 |
2,810.7 |
2,831.3 |
2,920.2 |
|
|
| 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 |
2,998.0 |
2,931.0 |
67.0 |
2.3% |
43.0 |
1.5% |
22% |
False |
True |
908,724 |
| 10 |
3,097.0 |
2,931.0 |
166.0 |
5.6% |
41.5 |
1.4% |
9% |
False |
True |
902,866 |
| 20 |
3,097.0 |
2,931.0 |
166.0 |
5.6% |
37.1 |
1.3% |
9% |
False |
True |
813,289 |
| 40 |
3,102.0 |
2,931.0 |
171.0 |
5.8% |
36.5 |
1.2% |
9% |
False |
True |
811,998 |
| 60 |
3,102.0 |
2,863.0 |
239.0 |
8.1% |
36.3 |
1.2% |
35% |
False |
False |
833,355 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.7% |
36.2 |
1.2% |
61% |
False |
False |
677,756 |
| 100 |
3,102.0 |
2,699.0 |
403.0 |
13.7% |
34.6 |
1.2% |
61% |
False |
False |
542,284 |
| 120 |
3,102.0 |
2,514.0 |
588.0 |
20.0% |
35.1 |
1.2% |
73% |
False |
False |
451,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,177.8 |
|
2.618 |
3,101.0 |
|
1.618 |
3,054.0 |
|
1.000 |
3,025.0 |
|
0.618 |
3,007.0 |
|
HIGH |
2,978.0 |
|
0.618 |
2,960.0 |
|
0.500 |
2,954.5 |
|
0.382 |
2,949.0 |
|
LOW |
2,931.0 |
|
0.618 |
2,902.0 |
|
1.000 |
2,884.0 |
|
1.618 |
2,855.0 |
|
2.618 |
2,808.0 |
|
4.250 |
2,731.3 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,954.5 |
2,964.5 |
| PP |
2,951.7 |
2,958.3 |
| S1 |
2,948.8 |
2,952.2 |
|