| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,924.0 |
2,921.0 |
-3.0 |
-0.1% |
2,991.0 |
| High |
2,939.0 |
2,938.0 |
-1.0 |
0.0% |
2,993.0 |
| Low |
2,912.0 |
2,910.0 |
-2.0 |
-0.1% |
2,910.0 |
| Close |
2,922.0 |
2,919.0 |
-3.0 |
-0.1% |
2,919.0 |
| Range |
27.0 |
28.0 |
1.0 |
3.7% |
83.0 |
| ATR |
36.7 |
36.1 |
-0.6 |
-1.7% |
0.0 |
| Volume |
353,763 |
718,111 |
364,348 |
103.0% |
1,731,595 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,006.3 |
2,990.7 |
2,934.4 |
|
| R3 |
2,978.3 |
2,962.7 |
2,926.7 |
|
| R2 |
2,950.3 |
2,950.3 |
2,924.1 |
|
| R1 |
2,934.7 |
2,934.7 |
2,921.6 |
2,928.5 |
| PP |
2,922.3 |
2,922.3 |
2,922.3 |
2,919.3 |
| S1 |
2,906.7 |
2,906.7 |
2,916.4 |
2,900.5 |
| S2 |
2,894.3 |
2,894.3 |
2,913.9 |
|
| S3 |
2,866.3 |
2,878.7 |
2,911.3 |
|
| S4 |
2,838.3 |
2,850.7 |
2,903.6 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,189.7 |
3,137.3 |
2,964.7 |
|
| R3 |
3,106.7 |
3,054.3 |
2,941.8 |
|
| R2 |
3,023.7 |
3,023.7 |
2,934.2 |
|
| R1 |
2,971.3 |
2,971.3 |
2,926.6 |
2,956.0 |
| PP |
2,940.7 |
2,940.7 |
2,940.7 |
2,933.0 |
| S1 |
2,888.3 |
2,888.3 |
2,911.4 |
2,873.0 |
| S2 |
2,857.7 |
2,857.7 |
2,903.8 |
|
| S3 |
2,774.7 |
2,805.3 |
2,896.2 |
|
| S4 |
2,691.7 |
2,722.3 |
2,873.4 |
|
|
| 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 |
2,910.0 |
83.0 |
2.8% |
33.0 |
1.1% |
11% |
False |
True |
346,319 |
| 10 |
3,087.0 |
2,910.0 |
177.0 |
6.1% |
41.8 |
1.4% |
5% |
False |
True |
211,253 |
| 20 |
3,092.0 |
2,910.0 |
182.0 |
6.2% |
34.2 |
1.2% |
5% |
False |
True |
119,257 |
| 40 |
3,096.0 |
2,910.0 |
186.0 |
6.4% |
32.9 |
1.1% |
5% |
False |
True |
60,399 |
| 60 |
3,096.0 |
2,857.0 |
239.0 |
8.2% |
31.5 |
1.1% |
26% |
False |
False |
40,454 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
13.3% |
30.2 |
1.0% |
54% |
False |
False |
30,363 |
| 100 |
3,096.0 |
2,708.0 |
388.0 |
13.3% |
26.8 |
0.9% |
54% |
False |
False |
24,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,057.0 |
|
2.618 |
3,011.3 |
|
1.618 |
2,983.3 |
|
1.000 |
2,966.0 |
|
0.618 |
2,955.3 |
|
HIGH |
2,938.0 |
|
0.618 |
2,927.3 |
|
0.500 |
2,924.0 |
|
0.382 |
2,920.7 |
|
LOW |
2,910.0 |
|
0.618 |
2,892.7 |
|
1.000 |
2,882.0 |
|
1.618 |
2,864.7 |
|
2.618 |
2,836.7 |
|
4.250 |
2,791.0 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,924.0 |
2,941.5 |
| PP |
2,922.3 |
2,934.0 |
| S1 |
2,920.7 |
2,926.5 |
|