| 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 |
1,229.9 |
1,239.5 |
9.6 |
0.8% |
1,250.6 |
| High |
1,242.6 |
1,267.5 |
24.9 |
2.0% |
1,251.5 |
| Low |
1,224.6 |
1,237.4 |
12.8 |
1.0% |
1,210.1 |
| Close |
1,234.2 |
1,261.1 |
26.9 |
2.2% |
1,229.0 |
| Range |
18.0 |
30.1 |
12.1 |
67.2% |
41.4 |
| ATR |
23.5 |
24.2 |
0.7 |
3.0% |
0.0 |
| Volume |
77,726 |
148,583 |
70,857 |
91.2% |
775,931 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,345.6 |
1,333.5 |
1,277.7 |
|
| R3 |
1,315.5 |
1,303.4 |
1,269.4 |
|
| R2 |
1,285.4 |
1,285.4 |
1,266.6 |
|
| R1 |
1,273.3 |
1,273.3 |
1,263.9 |
1,279.4 |
| PP |
1,255.3 |
1,255.3 |
1,255.3 |
1,258.4 |
| S1 |
1,243.2 |
1,243.2 |
1,258.3 |
1,249.3 |
| S2 |
1,225.2 |
1,225.2 |
1,255.6 |
|
| S3 |
1,195.1 |
1,213.1 |
1,252.8 |
|
| S4 |
1,165.0 |
1,183.0 |
1,244.5 |
|
|
| 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 |
1,267.5 |
1,210.1 |
57.4 |
4.6% |
30.1 |
2.4% |
89% |
True |
False |
147,544 |
| 10 |
1,267.5 |
1,210.1 |
57.4 |
4.6% |
25.5 |
2.0% |
89% |
True |
False |
138,366 |
| 20 |
1,294.7 |
1,210.1 |
84.6 |
6.7% |
21.8 |
1.7% |
60% |
False |
False |
82,630 |
| 40 |
1,362.3 |
1,210.1 |
152.2 |
12.1% |
21.5 |
1.7% |
34% |
False |
False |
45,535 |
| 60 |
1,375.8 |
1,210.1 |
165.7 |
13.1% |
23.8 |
1.9% |
31% |
False |
False |
31,146 |
| 80 |
1,433.7 |
1,210.1 |
223.6 |
17.7% |
23.7 |
1.9% |
23% |
False |
False |
23,828 |
| 100 |
1,433.7 |
1,210.1 |
223.6 |
17.7% |
23.5 |
1.9% |
23% |
False |
False |
19,404 |
| 120 |
1,433.7 |
1,187.9 |
245.8 |
19.5% |
23.4 |
1.9% |
30% |
False |
False |
16,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,395.4 |
|
2.618 |
1,346.3 |
|
1.618 |
1,316.2 |
|
1.000 |
1,297.6 |
|
0.618 |
1,286.1 |
|
HIGH |
1,267.5 |
|
0.618 |
1,256.0 |
|
0.500 |
1,252.5 |
|
0.382 |
1,248.9 |
|
LOW |
1,237.4 |
|
0.618 |
1,218.8 |
|
1.000 |
1,207.3 |
|
1.618 |
1,188.7 |
|
2.618 |
1,158.6 |
|
4.250 |
1,109.5 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,258.2 |
1,253.7 |
| PP |
1,255.3 |
1,246.2 |
| S1 |
1,252.5 |
1,238.8 |
|