| 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 |
3,466.75 |
3,452.50 |
-14.25 |
-0.4% |
3,505.75 |
| High |
3,474.75 |
3,474.00 |
-0.75 |
0.0% |
3,519.25 |
| Low |
3,451.00 |
3,445.25 |
-5.75 |
-0.2% |
3,445.25 |
| Close |
3,455.00 |
3,453.25 |
-1.75 |
-0.1% |
3,453.25 |
| Range |
23.75 |
28.75 |
5.00 |
21.1% |
74.00 |
| ATR |
29.50 |
29.45 |
-0.05 |
-0.2% |
0.00 |
| Volume |
135,385 |
257,915 |
122,530 |
90.5% |
439,332 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,543.75 |
3,527.25 |
3,469.00 |
|
| R3 |
3,515.00 |
3,498.50 |
3,461.25 |
|
| R2 |
3,486.25 |
3,486.25 |
3,458.50 |
|
| R1 |
3,469.75 |
3,469.75 |
3,456.00 |
3,478.00 |
| PP |
3,457.50 |
3,457.50 |
3,457.50 |
3,461.50 |
| S1 |
3,441.00 |
3,441.00 |
3,450.50 |
3,449.25 |
| S2 |
3,428.75 |
3,428.75 |
3,448.00 |
|
| S3 |
3,400.00 |
3,412.25 |
3,445.25 |
|
| S4 |
3,371.25 |
3,383.50 |
3,437.50 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,694.50 |
3,648.00 |
3,494.00 |
|
| R3 |
3,620.50 |
3,574.00 |
3,473.50 |
|
| R2 |
3,546.50 |
3,546.50 |
3,466.75 |
|
| R1 |
3,500.00 |
3,500.00 |
3,460.00 |
3,486.25 |
| PP |
3,472.50 |
3,472.50 |
3,472.50 |
3,465.75 |
| S1 |
3,426.00 |
3,426.00 |
3,446.50 |
3,412.25 |
| S2 |
3,398.50 |
3,398.50 |
3,439.75 |
|
| S3 |
3,324.50 |
3,352.00 |
3,433.00 |
|
| S4 |
3,250.50 |
3,278.00 |
3,412.50 |
|
|
| 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 |
3,445.25 |
74.00 |
2.1% |
28.75 |
0.8% |
11% |
False |
True |
87,866 |
| 10 |
3,519.25 |
3,445.25 |
74.00 |
2.1% |
28.25 |
0.8% |
11% |
False |
True |
45,036 |
| 20 |
3,519.25 |
3,354.00 |
165.25 |
4.8% |
27.75 |
0.8% |
60% |
False |
False |
22,806 |
| 40 |
3,519.25 |
3,307.00 |
212.25 |
6.1% |
28.75 |
0.8% |
69% |
False |
False |
11,467 |
| 60 |
3,519.25 |
3,110.00 |
409.25 |
11.9% |
30.25 |
0.9% |
84% |
False |
False |
7,722 |
| 80 |
3,519.25 |
3,045.00 |
474.25 |
13.7% |
23.75 |
0.7% |
86% |
False |
False |
5,792 |
| 100 |
3,519.25 |
3,037.00 |
482.25 |
14.0% |
19.50 |
0.6% |
86% |
False |
False |
4,634 |
| 120 |
3,519.25 |
2,870.25 |
649.00 |
18.8% |
16.75 |
0.5% |
90% |
False |
False |
3,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,596.25 |
|
2.618 |
3,549.25 |
|
1.618 |
3,520.50 |
|
1.000 |
3,502.75 |
|
0.618 |
3,491.75 |
|
HIGH |
3,474.00 |
|
0.618 |
3,463.00 |
|
0.500 |
3,459.50 |
|
0.382 |
3,456.25 |
|
LOW |
3,445.25 |
|
0.618 |
3,427.50 |
|
1.000 |
3,416.50 |
|
1.618 |
3,398.75 |
|
2.618 |
3,370.00 |
|
4.250 |
3,323.00 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,459.50 |
3,481.00 |
| PP |
3,457.50 |
3,471.75 |
| S1 |
3,455.50 |
3,462.50 |
|