| 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 |
1,225.0 |
1,229.9 |
4.9 |
0.4% |
1,250.6 |
| High |
1,245.0 |
1,242.6 |
-2.4 |
-0.2% |
1,251.5 |
| Low |
1,210.1 |
1,224.6 |
14.5 |
1.2% |
1,210.1 |
| Close |
1,229.0 |
1,234.2 |
5.2 |
0.4% |
1,229.0 |
| Range |
34.9 |
18.0 |
-16.9 |
-48.4% |
41.4 |
| ATR |
23.9 |
23.5 |
-0.4 |
-1.8% |
0.0 |
| Volume |
174,951 |
77,726 |
-97,225 |
-55.6% |
775,931 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,287.8 |
1,279.0 |
1,244.1 |
|
| R3 |
1,269.8 |
1,261.0 |
1,239.2 |
|
| R2 |
1,251.8 |
1,251.8 |
1,237.5 |
|
| R1 |
1,243.0 |
1,243.0 |
1,235.9 |
1,247.4 |
| PP |
1,233.8 |
1,233.8 |
1,233.8 |
1,236.0 |
| S1 |
1,225.0 |
1,225.0 |
1,232.6 |
1,229.4 |
| S2 |
1,215.8 |
1,215.8 |
1,230.9 |
|
| S3 |
1,197.8 |
1,207.0 |
1,229.3 |
|
| S4 |
1,179.8 |
1,189.0 |
1,224.3 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,354.4 |
1,333.1 |
1,251.8 |
|
| R3 |
1,313.0 |
1,291.7 |
1,240.4 |
|
| R2 |
1,271.6 |
1,271.6 |
1,236.6 |
|
| R1 |
1,250.3 |
1,250.3 |
1,232.8 |
1,240.3 |
| PP |
1,230.2 |
1,230.2 |
1,230.2 |
1,225.2 |
| S1 |
1,208.9 |
1,208.9 |
1,225.2 |
1,198.9 |
| S2 |
1,188.8 |
1,188.8 |
1,221.4 |
|
| S3 |
1,147.4 |
1,167.5 |
1,217.6 |
|
| S4 |
1,106.0 |
1,126.1 |
1,206.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,251.5 |
1,210.1 |
41.4 |
3.4% |
26.3 |
2.1% |
58% |
False |
False |
141,511 |
| 10 |
1,258.2 |
1,210.1 |
48.1 |
3.9% |
25.3 |
2.0% |
50% |
False |
False |
129,447 |
| 20 |
1,294.7 |
1,210.1 |
84.6 |
6.9% |
20.8 |
1.7% |
28% |
False |
False |
76,160 |
| 40 |
1,362.3 |
1,210.1 |
152.2 |
12.3% |
21.2 |
1.7% |
16% |
False |
False |
41,846 |
| 60 |
1,375.8 |
1,210.1 |
165.7 |
13.4% |
23.8 |
1.9% |
15% |
False |
False |
28,708 |
| 80 |
1,433.7 |
1,210.1 |
223.6 |
18.1% |
23.6 |
1.9% |
11% |
False |
False |
21,992 |
| 100 |
1,433.7 |
1,210.1 |
223.6 |
18.1% |
23.3 |
1.9% |
11% |
False |
False |
17,945 |
| 120 |
1,433.7 |
1,187.9 |
245.8 |
19.9% |
23.6 |
1.9% |
19% |
False |
False |
15,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,319.1 |
|
2.618 |
1,289.7 |
|
1.618 |
1,271.7 |
|
1.000 |
1,260.6 |
|
0.618 |
1,253.7 |
|
HIGH |
1,242.6 |
|
0.618 |
1,235.7 |
|
0.500 |
1,233.6 |
|
0.382 |
1,231.5 |
|
LOW |
1,224.6 |
|
0.618 |
1,213.5 |
|
1.000 |
1,206.6 |
|
1.618 |
1,195.5 |
|
2.618 |
1,177.5 |
|
4.250 |
1,148.1 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,234.0 |
1,232.0 |
| PP |
1,233.8 |
1,229.8 |
| S1 |
1,233.6 |
1,227.6 |
|