| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,473.50 |
3,505.75 |
32.25 |
0.9% |
3,489.50 |
| High |
3,505.00 |
3,519.25 |
14.25 |
0.4% |
3,505.00 |
| Low |
3,471.25 |
3,501.75 |
30.50 |
0.9% |
3,447.75 |
| Close |
3,498.25 |
3,513.00 |
14.75 |
0.4% |
3,498.25 |
| Range |
33.75 |
17.50 |
-16.25 |
-48.1% |
57.25 |
| ATR |
29.33 |
28.74 |
-0.60 |
-2.0% |
0.00 |
| Volume |
4,733 |
6,189 |
1,456 |
30.8% |
11,032 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,563.75 |
3,556.00 |
3,522.50 |
|
| R3 |
3,546.25 |
3,538.50 |
3,517.75 |
|
| R2 |
3,528.75 |
3,528.75 |
3,516.25 |
|
| R1 |
3,521.00 |
3,521.00 |
3,514.50 |
3,525.00 |
| PP |
3,511.25 |
3,511.25 |
3,511.25 |
3,513.25 |
| S1 |
3,503.50 |
3,503.50 |
3,511.50 |
3,507.50 |
| S2 |
3,493.75 |
3,493.75 |
3,509.75 |
|
| S3 |
3,476.25 |
3,486.00 |
3,508.25 |
|
| S4 |
3,458.75 |
3,468.50 |
3,503.50 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,655.50 |
3,634.00 |
3,529.75 |
|
| R3 |
3,598.25 |
3,576.75 |
3,514.00 |
|
| R2 |
3,541.00 |
3,541.00 |
3,508.75 |
|
| R1 |
3,519.50 |
3,519.50 |
3,503.50 |
3,530.25 |
| PP |
3,483.75 |
3,483.75 |
3,483.75 |
3,489.00 |
| S1 |
3,462.25 |
3,462.25 |
3,493.00 |
3,473.00 |
| S2 |
3,426.50 |
3,426.50 |
3,487.75 |
|
| S3 |
3,369.25 |
3,405.00 |
3,482.50 |
|
| S4 |
3,312.00 |
3,347.75 |
3,466.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,519.25 |
3,447.75 |
71.50 |
2.0% |
27.00 |
0.8% |
91% |
True |
False |
3,325 |
| 10 |
3,519.25 |
3,416.00 |
103.25 |
2.9% |
25.25 |
0.7% |
94% |
True |
False |
1,936 |
| 20 |
3,519.25 |
3,340.00 |
179.25 |
5.1% |
27.00 |
0.8% |
97% |
True |
False |
1,157 |
| 40 |
3,519.25 |
3,190.00 |
329.25 |
9.4% |
29.75 |
0.8% |
98% |
True |
False |
645 |
| 60 |
3,519.25 |
3,110.00 |
409.25 |
11.6% |
28.50 |
0.8% |
98% |
True |
False |
503 |
| 80 |
3,519.25 |
3,045.00 |
474.25 |
13.5% |
22.25 |
0.6% |
99% |
True |
False |
378 |
| 100 |
3,519.25 |
3,012.75 |
506.50 |
14.4% |
18.50 |
0.5% |
99% |
True |
False |
302 |
| 120 |
3,519.25 |
2,831.25 |
688.00 |
19.6% |
16.00 |
0.5% |
99% |
True |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,593.50 |
|
2.618 |
3,565.00 |
|
1.618 |
3,547.50 |
|
1.000 |
3,536.75 |
|
0.618 |
3,530.00 |
|
HIGH |
3,519.25 |
|
0.618 |
3,512.50 |
|
0.500 |
3,510.50 |
|
0.382 |
3,508.50 |
|
LOW |
3,501.75 |
|
0.618 |
3,491.00 |
|
1.000 |
3,484.25 |
|
1.618 |
3,473.50 |
|
2.618 |
3,456.00 |
|
4.250 |
3,427.50 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,512.25 |
3,505.75 |
| PP |
3,511.25 |
3,498.50 |
| S1 |
3,510.50 |
3,491.25 |
|