| 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 |
1,130.8 |
1,131.3 |
0.5 |
0.0% |
1,141.6 |
| High |
1,134.3 |
1,133.3 |
-1.0 |
-0.1% |
1,143.4 |
| Low |
1,124.3 |
1,117.7 |
-6.6 |
-0.6% |
1,108.9 |
| Close |
1,130.5 |
1,120.4 |
-10.1 |
-0.9% |
1,129.6 |
| Range |
10.0 |
15.6 |
5.6 |
56.0% |
34.5 |
| ATR |
13.7 |
13.8 |
0.1 |
1.0% |
0.0 |
| Volume |
85,730 |
96,709 |
10,979 |
12.8% |
547,931 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,170.5 |
1,161.0 |
1,129.0 |
|
| R3 |
1,155.0 |
1,145.5 |
1,124.8 |
|
| R2 |
1,139.5 |
1,139.5 |
1,123.3 |
|
| R1 |
1,130.0 |
1,130.0 |
1,121.8 |
1,126.8 |
| PP |
1,123.8 |
1,123.8 |
1,123.8 |
1,122.3 |
| S1 |
1,114.3 |
1,114.3 |
1,119.0 |
1,111.3 |
| S2 |
1,108.3 |
1,108.3 |
1,117.5 |
|
| S3 |
1,092.5 |
1,098.8 |
1,116.0 |
|
| S4 |
1,077.0 |
1,083.0 |
1,111.8 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,230.8 |
1,214.8 |
1,148.5 |
|
| R3 |
1,196.3 |
1,180.3 |
1,139.0 |
|
| R2 |
1,161.8 |
1,161.8 |
1,136.0 |
|
| R1 |
1,145.8 |
1,145.8 |
1,132.8 |
1,136.5 |
| PP |
1,127.3 |
1,127.3 |
1,127.3 |
1,122.8 |
| S1 |
1,111.3 |
1,111.3 |
1,126.5 |
1,102.0 |
| S2 |
1,092.8 |
1,092.8 |
1,123.3 |
|
| S3 |
1,058.3 |
1,076.8 |
1,120.0 |
|
| S4 |
1,023.8 |
1,042.3 |
1,110.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,136.6 |
1,108.9 |
27.7 |
2.5% |
14.0 |
1.3% |
42% |
False |
False |
104,666 |
| 10 |
1,147.6 |
1,108.9 |
38.7 |
3.5% |
13.0 |
1.2% |
30% |
False |
False |
91,179 |
| 20 |
1,147.6 |
1,090.7 |
56.9 |
5.1% |
13.3 |
1.2% |
52% |
False |
False |
92,304 |
| 40 |
1,147.6 |
1,074.1 |
73.5 |
6.6% |
13.8 |
1.2% |
63% |
False |
False |
96,333 |
| 60 |
1,147.6 |
1,034.7 |
112.9 |
10.1% |
14.3 |
1.3% |
76% |
False |
False |
101,741 |
| 80 |
1,147.6 |
1,003.2 |
144.4 |
12.9% |
13.3 |
1.2% |
81% |
False |
False |
81,600 |
| 100 |
1,147.6 |
1,003.2 |
144.4 |
12.9% |
10.8 |
1.0% |
81% |
False |
False |
65,280 |
| 120 |
1,147.6 |
953.2 |
194.4 |
17.4% |
9.0 |
0.8% |
86% |
False |
False |
54,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,199.5 |
|
2.618 |
1,174.3 |
|
1.618 |
1,158.5 |
|
1.000 |
1,149.0 |
|
0.618 |
1,143.0 |
|
HIGH |
1,133.3 |
|
0.618 |
1,127.3 |
|
0.500 |
1,125.5 |
|
0.382 |
1,123.8 |
|
LOW |
1,117.8 |
|
0.618 |
1,108.0 |
|
1.000 |
1,102.0 |
|
1.618 |
1,092.5 |
|
2.618 |
1,076.8 |
|
4.250 |
1,051.5 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,125.5 |
1,127.3 |
| PP |
1,123.8 |
1,125.0 |
| S1 |
1,122.0 |
1,122.8 |
|