| 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 |
5,188.0 |
5,153.0 |
-35.0 |
-0.7% |
5,334.0 |
| High |
5,206.0 |
5,186.0 |
-20.0 |
-0.4% |
5,352.0 |
| Low |
5,135.0 |
5,140.0 |
5.0 |
0.1% |
5,152.0 |
| Close |
5,143.0 |
5,147.0 |
4.0 |
0.1% |
5,184.0 |
| Range |
71.0 |
46.0 |
-25.0 |
-35.2% |
200.0 |
| ATR |
54.1 |
53.6 |
-0.6 |
-1.1% |
0.0 |
| Volume |
26,460 |
25,312 |
-1,148 |
-4.3% |
132,630 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,295.7 |
5,267.3 |
5,172.3 |
|
| R3 |
5,249.7 |
5,221.3 |
5,159.7 |
|
| R2 |
5,203.7 |
5,203.7 |
5,155.4 |
|
| R1 |
5,175.3 |
5,175.3 |
5,151.2 |
5,166.5 |
| PP |
5,157.7 |
5,157.7 |
5,157.7 |
5,153.3 |
| S1 |
5,129.3 |
5,129.3 |
5,142.8 |
5,120.5 |
| S2 |
5,111.7 |
5,111.7 |
5,138.6 |
|
| S3 |
5,065.7 |
5,083.3 |
5,134.4 |
|
| S4 |
5,019.7 |
5,037.3 |
5,121.7 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,829.3 |
5,706.7 |
5,294.0 |
|
| R3 |
5,629.3 |
5,506.7 |
5,239.0 |
|
| R2 |
5,429.3 |
5,429.3 |
5,220.7 |
|
| R1 |
5,306.7 |
5,306.7 |
5,202.3 |
5,268.0 |
| PP |
5,229.3 |
5,229.3 |
5,229.3 |
5,210.0 |
| S1 |
5,106.7 |
5,106.7 |
5,165.7 |
5,068.0 |
| S2 |
5,029.3 |
5,029.3 |
5,147.3 |
|
| S3 |
4,829.3 |
4,906.7 |
5,129.0 |
|
| S4 |
4,629.3 |
4,706.7 |
5,074.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,287.0 |
5,135.0 |
152.0 |
3.0% |
63.2 |
1.2% |
8% |
False |
False |
26,873 |
| 10 |
5,379.0 |
5,135.0 |
244.0 |
4.7% |
55.6 |
1.1% |
5% |
False |
False |
24,210 |
| 20 |
5,420.0 |
5,135.0 |
285.0 |
5.5% |
50.9 |
1.0% |
4% |
False |
False |
24,694 |
| 40 |
5,465.0 |
5,135.0 |
330.0 |
6.4% |
44.5 |
0.9% |
4% |
False |
False |
23,094 |
| 60 |
5,465.0 |
5,106.0 |
359.0 |
7.0% |
43.4 |
0.8% |
11% |
False |
False |
22,696 |
| 80 |
5,465.0 |
5,000.0 |
465.0 |
9.0% |
39.0 |
0.8% |
32% |
False |
False |
20,044 |
| 100 |
5,465.0 |
4,963.0 |
502.0 |
9.8% |
35.1 |
0.7% |
37% |
False |
False |
16,054 |
| 120 |
5,465.0 |
4,678.0 |
787.0 |
15.3% |
31.2 |
0.6% |
60% |
False |
False |
13,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,381.5 |
|
2.618 |
5,306.4 |
|
1.618 |
5,260.4 |
|
1.000 |
5,232.0 |
|
0.618 |
5,214.4 |
|
HIGH |
5,186.0 |
|
0.618 |
5,168.4 |
|
0.500 |
5,163.0 |
|
0.382 |
5,157.6 |
|
LOW |
5,140.0 |
|
0.618 |
5,111.6 |
|
1.000 |
5,094.0 |
|
1.618 |
5,065.6 |
|
2.618 |
5,019.6 |
|
4.250 |
4,944.5 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,163.0 |
5,170.5 |
| PP |
5,157.7 |
5,162.7 |
| S1 |
5,152.3 |
5,154.8 |
|