| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,930.0 |
2,927.0 |
-3.0 |
-0.1% |
2,993.0 |
| High |
2,945.0 |
2,941.0 |
-4.0 |
-0.1% |
2,998.0 |
| Low |
2,914.0 |
2,914.0 |
0.0 |
0.0% |
2,914.0 |
| Close |
2,926.0 |
2,922.0 |
-4.0 |
-0.1% |
2,922.0 |
| Range |
31.0 |
27.0 |
-4.0 |
-12.9% |
84.0 |
| ATR |
39.3 |
38.4 |
-0.9 |
-2.2% |
0.0 |
| Volume |
950,200 |
1,468,997 |
518,797 |
54.6% |
5,267,444 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,006.7 |
2,991.3 |
2,936.9 |
|
| R3 |
2,979.7 |
2,964.3 |
2,929.4 |
|
| R2 |
2,952.7 |
2,952.7 |
2,927.0 |
|
| R1 |
2,937.3 |
2,937.3 |
2,924.5 |
2,931.5 |
| PP |
2,925.7 |
2,925.7 |
2,925.7 |
2,922.8 |
| S1 |
2,910.3 |
2,910.3 |
2,919.5 |
2,904.5 |
| S2 |
2,898.7 |
2,898.7 |
2,917.1 |
|
| S3 |
2,871.7 |
2,883.3 |
2,914.6 |
|
| S4 |
2,844.7 |
2,856.3 |
2,907.2 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,196.7 |
3,143.3 |
2,968.2 |
|
| R3 |
3,112.7 |
3,059.3 |
2,945.1 |
|
| R2 |
3,028.7 |
3,028.7 |
2,937.4 |
|
| R1 |
2,975.3 |
2,975.3 |
2,929.7 |
2,960.0 |
| PP |
2,944.7 |
2,944.7 |
2,944.7 |
2,937.0 |
| S1 |
2,891.3 |
2,891.3 |
2,914.3 |
2,876.0 |
| S2 |
2,860.7 |
2,860.7 |
2,906.6 |
|
| S3 |
2,776.7 |
2,807.3 |
2,898.9 |
|
| S4 |
2,692.7 |
2,723.3 |
2,875.8 |
|
|
| 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% |
33.8 |
1.2% |
10% |
False |
True |
1,053,488 |
| 10 |
3,093.0 |
2,914.0 |
179.0 |
6.1% |
42.7 |
1.5% |
4% |
False |
True |
1,041,750 |
| 20 |
3,097.0 |
2,914.0 |
183.0 |
6.3% |
36.4 |
1.2% |
4% |
False |
True |
852,073 |
| 40 |
3,102.0 |
2,914.0 |
188.0 |
6.4% |
36.3 |
1.2% |
4% |
False |
True |
824,467 |
| 60 |
3,102.0 |
2,863.0 |
239.0 |
8.2% |
35.5 |
1.2% |
25% |
False |
False |
840,512 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.8% |
36.2 |
1.2% |
55% |
False |
False |
707,964 |
| 100 |
3,102.0 |
2,699.0 |
403.0 |
13.8% |
34.7 |
1.2% |
55% |
False |
False |
566,474 |
| 120 |
3,102.0 |
2,523.0 |
579.0 |
19.8% |
34.8 |
1.2% |
69% |
False |
False |
472,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,055.8 |
|
2.618 |
3,011.7 |
|
1.618 |
2,984.7 |
|
1.000 |
2,968.0 |
|
0.618 |
2,957.7 |
|
HIGH |
2,941.0 |
|
0.618 |
2,930.7 |
|
0.500 |
2,927.5 |
|
0.382 |
2,924.3 |
|
LOW |
2,914.0 |
|
0.618 |
2,897.3 |
|
1.000 |
2,887.0 |
|
1.618 |
2,870.3 |
|
2.618 |
2,843.3 |
|
4.250 |
2,799.3 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,927.5 |
2,946.0 |
| PP |
2,925.7 |
2,938.0 |
| S1 |
2,923.8 |
2,930.0 |
|