| 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 |
1,228.1 |
1,239.4 |
11.3 |
0.9% |
1,248.8 |
| High |
1,243.1 |
1,268.0 |
24.9 |
2.0% |
1,251.0 |
| Low |
1,228.1 |
1,238.6 |
10.5 |
0.9% |
1,211.9 |
| Close |
1,235.5 |
1,262.4 |
26.9 |
2.2% |
1,230.3 |
| Range |
15.0 |
29.4 |
14.4 |
96.0% |
39.1 |
| ATR |
20.4 |
21.3 |
0.9 |
4.2% |
0.0 |
| Volume |
2,588 |
1,268 |
-1,320 |
-51.0% |
4,750 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.5 |
1,332.9 |
1,278.6 |
|
| R3 |
1,315.1 |
1,303.5 |
1,270.5 |
|
| R2 |
1,285.7 |
1,285.7 |
1,267.8 |
|
| R1 |
1,274.1 |
1,274.1 |
1,265.1 |
1,279.9 |
| PP |
1,256.3 |
1,256.3 |
1,256.3 |
1,259.3 |
| S1 |
1,244.7 |
1,244.7 |
1,259.7 |
1,250.5 |
| S2 |
1,226.9 |
1,226.9 |
1,257.0 |
|
| S3 |
1,197.5 |
1,215.3 |
1,254.3 |
|
| S4 |
1,168.1 |
1,185.9 |
1,246.2 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.4 |
1,328.4 |
1,251.8 |
|
| R3 |
1,309.3 |
1,289.3 |
1,241.1 |
|
| R2 |
1,270.2 |
1,270.2 |
1,237.5 |
|
| R1 |
1,250.2 |
1,250.2 |
1,233.9 |
1,240.7 |
| PP |
1,231.1 |
1,231.1 |
1,231.1 |
1,226.3 |
| S1 |
1,211.1 |
1,211.1 |
1,226.7 |
1,201.6 |
| S2 |
1,192.0 |
1,192.0 |
1,223.1 |
|
| S3 |
1,152.9 |
1,172.0 |
1,219.5 |
|
| S4 |
1,113.8 |
1,132.9 |
1,208.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,268.0 |
1,211.9 |
56.1 |
4.4% |
27.8 |
2.2% |
90% |
True |
False |
1,339 |
| 10 |
1,268.0 |
1,211.9 |
56.1 |
4.4% |
22.5 |
1.8% |
90% |
True |
False |
1,482 |
| 20 |
1,295.0 |
1,211.9 |
83.1 |
6.6% |
18.6 |
1.5% |
61% |
False |
False |
1,478 |
| 40 |
1,362.0 |
1,211.9 |
150.1 |
11.9% |
18.0 |
1.4% |
34% |
False |
False |
1,136 |
| 60 |
1,376.1 |
1,211.9 |
164.2 |
13.0% |
18.4 |
1.5% |
31% |
False |
False |
929 |
| 80 |
1,431.7 |
1,211.9 |
219.8 |
17.4% |
17.7 |
1.4% |
23% |
False |
False |
852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,393.0 |
|
2.618 |
1,345.0 |
|
1.618 |
1,315.6 |
|
1.000 |
1,297.4 |
|
0.618 |
1,286.2 |
|
HIGH |
1,268.0 |
|
0.618 |
1,256.8 |
|
0.500 |
1,253.3 |
|
0.382 |
1,249.8 |
|
LOW |
1,238.6 |
|
0.618 |
1,220.4 |
|
1.000 |
1,209.2 |
|
1.618 |
1,191.0 |
|
2.618 |
1,161.6 |
|
4.250 |
1,113.7 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,259.4 |
1,254.9 |
| PP |
1,256.3 |
1,247.4 |
| S1 |
1,253.3 |
1,240.0 |
|