| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,958.0 |
2,930.0 |
-28.0 |
-0.9% |
3,082.0 |
| High |
2,978.0 |
2,945.0 |
-33.0 |
-1.1% |
3,093.0 |
| Low |
2,931.0 |
2,914.0 |
-17.0 |
-0.6% |
2,941.0 |
| Close |
2,946.0 |
2,926.0 |
-20.0 |
-0.7% |
2,981.0 |
| Range |
47.0 |
31.0 |
-16.0 |
-34.0% |
152.0 |
| ATR |
39.8 |
39.3 |
-0.6 |
-1.4% |
0.0 |
| Volume |
1,200,676 |
950,200 |
-250,476 |
-20.9% |
5,150,061 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,021.3 |
3,004.7 |
2,943.1 |
|
| R3 |
2,990.3 |
2,973.7 |
2,934.5 |
|
| R2 |
2,959.3 |
2,959.3 |
2,931.7 |
|
| R1 |
2,942.7 |
2,942.7 |
2,928.8 |
2,935.5 |
| PP |
2,928.3 |
2,928.3 |
2,928.3 |
2,924.8 |
| S1 |
2,911.7 |
2,911.7 |
2,923.2 |
2,904.5 |
| S2 |
2,897.3 |
2,897.3 |
2,920.3 |
|
| S3 |
2,866.3 |
2,880.7 |
2,917.5 |
|
| S4 |
2,835.3 |
2,849.7 |
2,909.0 |
|
|
| 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 |
2,914.0 |
84.0 |
2.9% |
38.8 |
1.3% |
14% |
False |
True |
883,234 |
| 10 |
3,097.0 |
2,914.0 |
183.0 |
6.3% |
42.0 |
1.4% |
7% |
False |
True |
956,124 |
| 20 |
3,097.0 |
2,914.0 |
183.0 |
6.3% |
36.5 |
1.2% |
7% |
False |
True |
817,108 |
| 40 |
3,102.0 |
2,914.0 |
188.0 |
6.4% |
36.5 |
1.2% |
6% |
False |
True |
810,655 |
| 60 |
3,102.0 |
2,863.0 |
239.0 |
8.2% |
35.7 |
1.2% |
26% |
False |
False |
834,363 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.8% |
36.1 |
1.2% |
56% |
False |
False |
689,630 |
| 100 |
3,102.0 |
2,699.0 |
403.0 |
13.8% |
34.7 |
1.2% |
56% |
False |
False |
551,785 |
| 120 |
3,102.0 |
2,523.0 |
579.0 |
19.8% |
35.2 |
1.2% |
70% |
False |
False |
459,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,076.8 |
|
2.618 |
3,026.2 |
|
1.618 |
2,995.2 |
|
1.000 |
2,976.0 |
|
0.618 |
2,964.2 |
|
HIGH |
2,945.0 |
|
0.618 |
2,933.2 |
|
0.500 |
2,929.5 |
|
0.382 |
2,925.8 |
|
LOW |
2,914.0 |
|
0.618 |
2,894.8 |
|
1.000 |
2,883.0 |
|
1.618 |
2,863.8 |
|
2.618 |
2,832.8 |
|
4.250 |
2,782.3 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,929.5 |
2,956.0 |
| PP |
2,928.3 |
2,946.0 |
| S1 |
2,927.2 |
2,936.0 |
|