| 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 |
3,505.75 |
3,514.50 |
8.75 |
0.2% |
3,489.50 |
| High |
3,519.25 |
3,518.75 |
-0.50 |
0.0% |
3,505.00 |
| Low |
3,501.75 |
3,502.50 |
0.75 |
0.0% |
3,447.75 |
| Close |
3,513.00 |
3,510.50 |
-2.50 |
-0.1% |
3,498.25 |
| Range |
17.50 |
16.25 |
-1.25 |
-7.1% |
57.25 |
| ATR |
28.74 |
27.84 |
-0.89 |
-3.1% |
0.00 |
| Volume |
6,189 |
4,938 |
-1,251 |
-20.2% |
11,032 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,559.25 |
3,551.25 |
3,519.50 |
|
| R3 |
3,543.00 |
3,535.00 |
3,515.00 |
|
| R2 |
3,526.75 |
3,526.75 |
3,513.50 |
|
| R1 |
3,518.75 |
3,518.75 |
3,512.00 |
3,514.50 |
| PP |
3,510.50 |
3,510.50 |
3,510.50 |
3,508.50 |
| S1 |
3,502.50 |
3,502.50 |
3,509.00 |
3,498.50 |
| S2 |
3,494.25 |
3,494.25 |
3,507.50 |
|
| S3 |
3,478.00 |
3,486.25 |
3,506.00 |
|
| S4 |
3,461.75 |
3,470.00 |
3,501.50 |
|
|
| 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% |
26.00 |
0.7% |
88% |
False |
False |
4,241 |
| 10 |
3,519.25 |
3,418.00 |
101.25 |
2.9% |
25.50 |
0.7% |
91% |
False |
False |
2,397 |
| 20 |
3,519.25 |
3,341.50 |
177.75 |
5.1% |
27.00 |
0.8% |
95% |
False |
False |
1,400 |
| 40 |
3,519.25 |
3,228.50 |
290.75 |
8.3% |
28.75 |
0.8% |
97% |
False |
False |
768 |
| 60 |
3,519.25 |
3,110.00 |
409.25 |
11.7% |
28.75 |
0.8% |
98% |
False |
False |
585 |
| 80 |
3,519.25 |
3,045.00 |
474.25 |
13.5% |
22.50 |
0.6% |
98% |
False |
False |
439 |
| 100 |
3,519.25 |
3,012.75 |
506.50 |
14.4% |
18.50 |
0.5% |
98% |
False |
False |
352 |
| 120 |
3,519.25 |
2,831.25 |
688.00 |
19.6% |
15.75 |
0.4% |
99% |
False |
False |
294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,587.75 |
|
2.618 |
3,561.25 |
|
1.618 |
3,545.00 |
|
1.000 |
3,535.00 |
|
0.618 |
3,528.75 |
|
HIGH |
3,518.75 |
|
0.618 |
3,512.50 |
|
0.500 |
3,510.50 |
|
0.382 |
3,508.75 |
|
LOW |
3,502.50 |
|
0.618 |
3,492.50 |
|
1.000 |
3,486.25 |
|
1.618 |
3,476.25 |
|
2.618 |
3,460.00 |
|
4.250 |
3,433.50 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,510.50 |
3,505.50 |
| PP |
3,510.50 |
3,500.25 |
| S1 |
3,510.50 |
3,495.25 |
|