| 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 |
3,512.25 |
3,466.75 |
-45.50 |
-1.3% |
3,489.50 |
| High |
3,516.50 |
3,474.75 |
-41.75 |
-1.2% |
3,505.00 |
| Low |
3,459.25 |
3,451.00 |
-8.25 |
-0.2% |
3,447.75 |
| Close |
3,465.50 |
3,455.00 |
-10.50 |
-0.3% |
3,498.25 |
| Range |
57.25 |
23.75 |
-33.50 |
-58.5% |
57.25 |
| ATR |
29.94 |
29.50 |
-0.44 |
-1.5% |
0.00 |
| Volume |
34,905 |
135,385 |
100,480 |
287.9% |
11,032 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,531.50 |
3,517.00 |
3,468.00 |
|
| R3 |
3,507.75 |
3,493.25 |
3,461.50 |
|
| R2 |
3,484.00 |
3,484.00 |
3,459.25 |
|
| R1 |
3,469.50 |
3,469.50 |
3,457.25 |
3,465.00 |
| PP |
3,460.25 |
3,460.25 |
3,460.25 |
3,458.00 |
| S1 |
3,445.75 |
3,445.75 |
3,452.75 |
3,441.00 |
| S2 |
3,436.50 |
3,436.50 |
3,450.75 |
|
| S3 |
3,412.75 |
3,422.00 |
3,448.50 |
|
| S4 |
3,389.00 |
3,398.25 |
3,442.00 |
|
|
| 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 |
3,451.00 |
68.25 |
2.0% |
29.75 |
0.9% |
6% |
False |
True |
37,230 |
| 10 |
3,519.25 |
3,447.75 |
71.50 |
2.1% |
28.00 |
0.8% |
10% |
False |
False |
19,291 |
| 20 |
3,519.25 |
3,354.00 |
165.25 |
4.8% |
27.25 |
0.8% |
61% |
False |
False |
9,913 |
| 40 |
3,519.25 |
3,250.00 |
269.25 |
7.8% |
29.25 |
0.8% |
76% |
False |
False |
5,021 |
| 60 |
3,519.25 |
3,110.00 |
409.25 |
11.8% |
29.75 |
0.9% |
84% |
False |
False |
3,423 |
| 80 |
3,519.25 |
3,045.00 |
474.25 |
13.7% |
23.50 |
0.7% |
86% |
False |
False |
2,568 |
| 100 |
3,519.25 |
3,035.00 |
484.25 |
14.0% |
19.00 |
0.6% |
87% |
False |
False |
2,055 |
| 120 |
3,519.25 |
2,845.50 |
673.75 |
19.5% |
16.50 |
0.5% |
90% |
False |
False |
1,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,575.75 |
|
2.618 |
3,537.00 |
|
1.618 |
3,513.25 |
|
1.000 |
3,498.50 |
|
0.618 |
3,489.50 |
|
HIGH |
3,474.75 |
|
0.618 |
3,465.75 |
|
0.500 |
3,463.00 |
|
0.382 |
3,460.00 |
|
LOW |
3,451.00 |
|
0.618 |
3,436.25 |
|
1.000 |
3,427.25 |
|
1.618 |
3,412.50 |
|
2.618 |
3,388.75 |
|
4.250 |
3,350.00 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,463.00 |
3,485.00 |
| PP |
3,460.25 |
3,475.00 |
| S1 |
3,457.50 |
3,465.00 |
|