| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,478.00 |
3,505.00 |
27.00 |
0.8% |
3,493.00 |
| High |
3,511.00 |
3,524.75 |
13.75 |
0.4% |
3,511.00 |
| Low |
3,477.00 |
3,505.00 |
28.00 |
0.8% |
3,453.25 |
| Close |
3,504.00 |
3,518.50 |
14.50 |
0.4% |
3,504.00 |
| Range |
34.00 |
19.75 |
-14.25 |
-41.9% |
57.75 |
| ATR |
32.63 |
31.78 |
-0.85 |
-2.6% |
0.00 |
| Volume |
254,913 |
190,605 |
-64,308 |
-25.2% |
1,242,355 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,575.25 |
3,566.75 |
3,529.25 |
|
| R3 |
3,555.50 |
3,547.00 |
3,524.00 |
|
| R2 |
3,535.75 |
3,535.75 |
3,522.00 |
|
| R1 |
3,527.25 |
3,527.25 |
3,520.25 |
3,531.50 |
| PP |
3,516.00 |
3,516.00 |
3,516.00 |
3,518.25 |
| S1 |
3,507.50 |
3,507.50 |
3,516.75 |
3,511.75 |
| S2 |
3,496.25 |
3,496.25 |
3,515.00 |
|
| S3 |
3,476.50 |
3,487.75 |
3,513.00 |
|
| S4 |
3,456.75 |
3,468.00 |
3,507.75 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,662.75 |
3,641.00 |
3,535.75 |
|
| R3 |
3,605.00 |
3,583.25 |
3,520.00 |
|
| R2 |
3,547.25 |
3,547.25 |
3,514.50 |
|
| R1 |
3,525.50 |
3,525.50 |
3,509.25 |
3,536.50 |
| PP |
3,489.50 |
3,489.50 |
3,489.50 |
3,494.75 |
| S1 |
3,467.75 |
3,467.75 |
3,498.75 |
3,478.50 |
| S2 |
3,431.75 |
3,431.75 |
3,493.50 |
|
| S3 |
3,374.00 |
3,410.00 |
3,488.00 |
|
| S4 |
3,316.25 |
3,352.25 |
3,472.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,524.75 |
3,453.25 |
71.50 |
2.0% |
28.00 |
0.8% |
91% |
True |
False |
240,367 |
| 10 |
3,524.75 |
3,420.25 |
104.50 |
3.0% |
27.00 |
0.8% |
94% |
True |
False |
204,396 |
| 20 |
3,524.75 |
3,338.25 |
186.50 |
5.3% |
30.50 |
0.9% |
97% |
True |
False |
209,876 |
| 40 |
3,524.75 |
3,195.00 |
329.75 |
9.4% |
34.25 |
1.0% |
98% |
True |
False |
226,358 |
| 60 |
3,524.75 |
3,110.75 |
414.00 |
11.8% |
36.75 |
1.0% |
98% |
True |
False |
238,872 |
| 80 |
3,524.75 |
3,049.25 |
475.50 |
13.5% |
35.75 |
1.0% |
99% |
True |
False |
183,802 |
| 100 |
3,524.75 |
3,016.75 |
508.00 |
14.4% |
32.75 |
0.9% |
99% |
True |
False |
147,074 |
| 120 |
3,524.75 |
2,813.00 |
711.75 |
20.2% |
30.50 |
0.9% |
99% |
True |
False |
122,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,608.75 |
|
2.618 |
3,576.50 |
|
1.618 |
3,556.75 |
|
1.000 |
3,544.50 |
|
0.618 |
3,537.00 |
|
HIGH |
3,524.75 |
|
0.618 |
3,517.25 |
|
0.500 |
3,515.00 |
|
0.382 |
3,512.50 |
|
LOW |
3,505.00 |
|
0.618 |
3,492.75 |
|
1.000 |
3,485.25 |
|
1.618 |
3,473.00 |
|
2.618 |
3,453.25 |
|
4.250 |
3,421.00 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,517.25 |
3,511.25 |
| PP |
3,516.00 |
3,504.00 |
| S1 |
3,515.00 |
3,496.75 |
|