| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,982.0 |
2,955.0 |
-27.0 |
-0.9% |
3,079.0 |
| High |
2,993.0 |
2,973.0 |
-20.0 |
-0.7% |
3,087.0 |
| Low |
2,952.0 |
2,927.0 |
-25.0 |
-0.8% |
2,930.0 |
| Close |
2,960.0 |
2,942.0 |
-18.0 |
-0.6% |
2,977.0 |
| Range |
41.0 |
46.0 |
5.0 |
12.2% |
157.0 |
| ATR |
36.5 |
37.2 |
0.7 |
1.9% |
0.0 |
| Volume |
157,591 |
392,335 |
234,744 |
149.0% |
380,943 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,085.3 |
3,059.7 |
2,967.3 |
|
| R3 |
3,039.3 |
3,013.7 |
2,954.7 |
|
| R2 |
2,993.3 |
2,993.3 |
2,950.4 |
|
| R1 |
2,967.7 |
2,967.7 |
2,946.2 |
2,957.5 |
| PP |
2,947.3 |
2,947.3 |
2,947.3 |
2,942.3 |
| S1 |
2,921.7 |
2,921.7 |
2,937.8 |
2,911.5 |
| S2 |
2,901.3 |
2,901.3 |
2,933.6 |
|
| S3 |
2,855.3 |
2,875.7 |
2,929.4 |
|
| S4 |
2,809.3 |
2,829.7 |
2,916.7 |
|
|
| 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 |
2,993.0 |
2,927.0 |
66.0 |
2.2% |
43.2 |
1.5% |
23% |
False |
True |
164,066 |
| 10 |
3,092.0 |
2,927.0 |
165.0 |
5.6% |
39.9 |
1.4% |
9% |
False |
True |
109,734 |
| 20 |
3,092.0 |
2,927.0 |
165.0 |
5.6% |
33.5 |
1.1% |
9% |
False |
True |
65,673 |
| 40 |
3,096.0 |
2,927.0 |
169.0 |
5.7% |
32.7 |
1.1% |
9% |
False |
True |
33,614 |
| 60 |
3,096.0 |
2,857.0 |
239.0 |
8.1% |
31.4 |
1.1% |
36% |
False |
False |
22,596 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
13.2% |
30.0 |
1.0% |
60% |
False |
False |
16,965 |
| 100 |
3,096.0 |
2,708.0 |
388.0 |
13.2% |
26.4 |
0.9% |
60% |
False |
False |
13,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,168.5 |
|
2.618 |
3,093.4 |
|
1.618 |
3,047.4 |
|
1.000 |
3,019.0 |
|
0.618 |
3,001.4 |
|
HIGH |
2,973.0 |
|
0.618 |
2,955.4 |
|
0.500 |
2,950.0 |
|
0.382 |
2,944.6 |
|
LOW |
2,927.0 |
|
0.618 |
2,898.6 |
|
1.000 |
2,881.0 |
|
1.618 |
2,852.6 |
|
2.618 |
2,806.6 |
|
4.250 |
2,731.5 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,950.0 |
2,960.0 |
| PP |
2,947.3 |
2,954.0 |
| S1 |
2,944.7 |
2,948.0 |
|