| 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 |
2,991.0 |
2,982.0 |
-9.0 |
-0.3% |
3,079.0 |
| High |
2,991.0 |
2,993.0 |
2.0 |
0.1% |
3,087.0 |
| Low |
2,968.0 |
2,952.0 |
-16.0 |
-0.5% |
2,930.0 |
| Close |
2,987.0 |
2,960.0 |
-27.0 |
-0.9% |
2,977.0 |
| Range |
23.0 |
41.0 |
18.0 |
78.3% |
157.0 |
| ATR |
36.2 |
36.5 |
0.3 |
1.0% |
0.0 |
| Volume |
109,795 |
157,591 |
47,796 |
43.5% |
380,943 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,091.3 |
3,066.7 |
2,982.6 |
|
| R3 |
3,050.3 |
3,025.7 |
2,971.3 |
|
| R2 |
3,009.3 |
3,009.3 |
2,967.5 |
|
| R1 |
2,984.7 |
2,984.7 |
2,963.8 |
2,976.5 |
| PP |
2,968.3 |
2,968.3 |
2,968.3 |
2,964.3 |
| S1 |
2,943.7 |
2,943.7 |
2,956.2 |
2,935.5 |
| S2 |
2,927.3 |
2,927.3 |
2,952.5 |
|
| S3 |
2,886.3 |
2,902.7 |
2,948.7 |
|
| S4 |
2,845.3 |
2,861.7 |
2,937.5 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,469.0 |
3,380.0 |
3,063.4 |
|
| R3 |
3,312.0 |
3,223.0 |
3,020.2 |
|
| R2 |
3,155.0 |
3,155.0 |
3,005.8 |
|
| R1 |
3,066.0 |
3,066.0 |
2,991.4 |
3,032.0 |
| PP |
2,998.0 |
2,998.0 |
2,998.0 |
2,981.0 |
| S1 |
2,909.0 |
2,909.0 |
2,962.6 |
2,875.0 |
| S2 |
2,841.0 |
2,841.0 |
2,948.2 |
|
| S3 |
2,684.0 |
2,752.0 |
2,933.8 |
|
| S4 |
2,527.0 |
2,595.0 |
2,890.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,021.0 |
2,930.0 |
91.0 |
3.1% |
46.0 |
1.6% |
33% |
False |
False |
106,424 |
| 10 |
3,092.0 |
2,930.0 |
162.0 |
5.5% |
37.5 |
1.3% |
19% |
False |
False |
76,585 |
| 20 |
3,092.0 |
2,930.0 |
162.0 |
5.5% |
33.1 |
1.1% |
19% |
False |
False |
46,336 |
| 40 |
3,096.0 |
2,930.0 |
166.0 |
5.6% |
32.2 |
1.1% |
18% |
False |
False |
23,871 |
| 60 |
3,096.0 |
2,857.0 |
239.0 |
8.1% |
31.7 |
1.1% |
43% |
False |
False |
16,058 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
13.1% |
29.6 |
1.0% |
65% |
False |
False |
12,061 |
| 100 |
3,096.0 |
2,708.0 |
388.0 |
13.1% |
26.1 |
0.9% |
65% |
False |
False |
9,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,167.3 |
|
2.618 |
3,100.3 |
|
1.618 |
3,059.3 |
|
1.000 |
3,034.0 |
|
0.618 |
3,018.3 |
|
HIGH |
2,993.0 |
|
0.618 |
2,977.3 |
|
0.500 |
2,972.5 |
|
0.382 |
2,967.7 |
|
LOW |
2,952.0 |
|
0.618 |
2,926.7 |
|
1.000 |
2,911.0 |
|
1.618 |
2,885.7 |
|
2.618 |
2,844.7 |
|
4.250 |
2,777.8 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,972.5 |
2,961.5 |
| PP |
2,968.3 |
2,961.0 |
| S1 |
2,964.2 |
2,960.5 |
|