| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,955.0 |
2,924.0 |
-31.0 |
-1.0% |
3,079.0 |
| High |
2,973.0 |
2,939.0 |
-34.0 |
-1.1% |
3,087.0 |
| Low |
2,927.0 |
2,912.0 |
-15.0 |
-0.5% |
2,930.0 |
| Close |
2,942.0 |
2,922.0 |
-20.0 |
-0.7% |
2,977.0 |
| Range |
46.0 |
27.0 |
-19.0 |
-41.3% |
157.0 |
| ATR |
37.2 |
36.7 |
-0.5 |
-1.4% |
0.0 |
| Volume |
392,335 |
353,763 |
-38,572 |
-9.8% |
380,943 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,005.3 |
2,990.7 |
2,936.9 |
|
| R3 |
2,978.3 |
2,963.7 |
2,929.4 |
|
| R2 |
2,951.3 |
2,951.3 |
2,927.0 |
|
| R1 |
2,936.7 |
2,936.7 |
2,924.5 |
2,930.5 |
| PP |
2,924.3 |
2,924.3 |
2,924.3 |
2,921.3 |
| S1 |
2,909.7 |
2,909.7 |
2,919.5 |
2,903.5 |
| S2 |
2,897.3 |
2,897.3 |
2,917.1 |
|
| S3 |
2,870.3 |
2,882.7 |
2,914.6 |
|
| S4 |
2,843.3 |
2,855.7 |
2,907.2 |
|
|
| 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 |
2,912.0 |
81.0 |
2.8% |
38.8 |
1.3% |
12% |
False |
True |
216,567 |
| 10 |
3,091.0 |
2,912.0 |
179.0 |
6.1% |
40.8 |
1.4% |
6% |
False |
True |
143,463 |
| 20 |
3,092.0 |
2,912.0 |
180.0 |
6.2% |
33.6 |
1.1% |
6% |
False |
True |
83,355 |
| 40 |
3,096.0 |
2,912.0 |
184.0 |
6.3% |
32.8 |
1.1% |
5% |
False |
True |
42,451 |
| 60 |
3,096.0 |
2,857.0 |
239.0 |
8.2% |
31.4 |
1.1% |
27% |
False |
False |
28,491 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
13.3% |
30.1 |
1.0% |
55% |
False |
False |
21,387 |
| 100 |
3,096.0 |
2,708.0 |
388.0 |
13.3% |
26.7 |
0.9% |
55% |
False |
False |
17,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,053.8 |
|
2.618 |
3,009.7 |
|
1.618 |
2,982.7 |
|
1.000 |
2,966.0 |
|
0.618 |
2,955.7 |
|
HIGH |
2,939.0 |
|
0.618 |
2,928.7 |
|
0.500 |
2,925.5 |
|
0.382 |
2,922.3 |
|
LOW |
2,912.0 |
|
0.618 |
2,895.3 |
|
1.000 |
2,885.0 |
|
1.618 |
2,868.3 |
|
2.618 |
2,841.3 |
|
4.250 |
2,797.3 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,925.5 |
2,952.5 |
| PP |
2,924.3 |
2,942.3 |
| S1 |
2,923.2 |
2,932.2 |
|