| 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 |
3,514.50 |
3,512.25 |
-2.25 |
-0.1% |
3,489.50 |
| High |
3,518.75 |
3,516.50 |
-2.25 |
-0.1% |
3,505.00 |
| Low |
3,502.50 |
3,459.25 |
-43.25 |
-1.2% |
3,447.75 |
| Close |
3,510.50 |
3,465.50 |
-45.00 |
-1.3% |
3,498.25 |
| Range |
16.25 |
57.25 |
41.00 |
252.3% |
57.25 |
| ATR |
27.84 |
29.94 |
2.10 |
7.5% |
0.00 |
| Volume |
4,938 |
34,905 |
29,967 |
606.9% |
11,032 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,652.25 |
3,616.00 |
3,497.00 |
|
| R3 |
3,595.00 |
3,558.75 |
3,481.25 |
|
| R2 |
3,537.75 |
3,537.75 |
3,476.00 |
|
| R1 |
3,501.50 |
3,501.50 |
3,470.75 |
3,491.00 |
| PP |
3,480.50 |
3,480.50 |
3,480.50 |
3,475.00 |
| S1 |
3,444.25 |
3,444.25 |
3,460.25 |
3,433.75 |
| S2 |
3,423.25 |
3,423.25 |
3,455.00 |
|
| S3 |
3,366.00 |
3,387.00 |
3,449.75 |
|
| S4 |
3,308.75 |
3,329.75 |
3,434.00 |
|
|
| 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 |
3,459.25 |
60.00 |
1.7% |
29.50 |
0.8% |
10% |
False |
True |
10,795 |
| 10 |
3,519.25 |
3,440.00 |
79.25 |
2.3% |
28.00 |
0.8% |
32% |
False |
False |
5,880 |
| 20 |
3,519.25 |
3,343.00 |
176.25 |
5.1% |
28.75 |
0.8% |
70% |
False |
False |
3,144 |
| 40 |
3,519.25 |
3,238.00 |
281.25 |
8.1% |
29.50 |
0.9% |
81% |
False |
False |
1,638 |
| 60 |
3,519.25 |
3,110.00 |
409.25 |
11.8% |
29.50 |
0.9% |
87% |
False |
False |
1,167 |
| 80 |
3,519.25 |
3,045.00 |
474.25 |
13.7% |
23.00 |
0.7% |
89% |
False |
False |
876 |
| 100 |
3,519.25 |
3,012.75 |
506.50 |
14.6% |
19.00 |
0.6% |
89% |
False |
False |
701 |
| 120 |
3,519.25 |
2,831.25 |
688.00 |
19.9% |
16.25 |
0.5% |
92% |
False |
False |
585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,759.75 |
|
2.618 |
3,666.50 |
|
1.618 |
3,609.25 |
|
1.000 |
3,573.75 |
|
0.618 |
3,552.00 |
|
HIGH |
3,516.50 |
|
0.618 |
3,494.75 |
|
0.500 |
3,488.00 |
|
0.382 |
3,481.00 |
|
LOW |
3,459.25 |
|
0.618 |
3,423.75 |
|
1.000 |
3,402.00 |
|
1.618 |
3,366.50 |
|
2.618 |
3,309.25 |
|
4.250 |
3,216.00 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,488.00 |
3,489.25 |
| PP |
3,480.50 |
3,481.25 |
| S1 |
3,473.00 |
3,473.50 |
|