| 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 |
3,505.00 |
3,519.25 |
14.25 |
0.4% |
3,493.00 |
| High |
3,524.75 |
3,524.25 |
-0.50 |
0.0% |
3,511.00 |
| Low |
3,505.00 |
3,507.75 |
2.75 |
0.1% |
3,453.25 |
| Close |
3,518.50 |
3,516.00 |
-2.50 |
-0.1% |
3,504.00 |
| Range |
19.75 |
16.50 |
-3.25 |
-16.5% |
57.75 |
| ATR |
31.78 |
30.69 |
-1.09 |
-3.4% |
0.00 |
| Volume |
190,605 |
181,862 |
-8,743 |
-4.6% |
1,242,355 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,565.50 |
3,557.25 |
3,525.00 |
|
| R3 |
3,549.00 |
3,540.75 |
3,520.50 |
|
| R2 |
3,532.50 |
3,532.50 |
3,519.00 |
|
| R1 |
3,524.25 |
3,524.25 |
3,517.50 |
3,520.00 |
| PP |
3,516.00 |
3,516.00 |
3,516.00 |
3,514.00 |
| S1 |
3,507.75 |
3,507.75 |
3,514.50 |
3,503.50 |
| S2 |
3,499.50 |
3,499.50 |
3,513.00 |
|
| S3 |
3,483.00 |
3,491.25 |
3,511.50 |
|
| S4 |
3,466.50 |
3,474.75 |
3,507.00 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,662.75 |
3,641.00 |
3,535.75 |
|
| R3 |
3,605.00 |
3,583.25 |
3,520.00 |
|
| R2 |
3,547.25 |
3,547.25 |
3,514.50 |
|
| R1 |
3,525.50 |
3,525.50 |
3,509.25 |
3,536.50 |
| PP |
3,489.50 |
3,489.50 |
3,489.50 |
3,494.75 |
| S1 |
3,467.75 |
3,467.75 |
3,498.75 |
3,478.50 |
| S2 |
3,431.75 |
3,431.75 |
3,493.50 |
|
| S3 |
3,374.00 |
3,410.00 |
3,488.00 |
|
| S4 |
3,316.25 |
3,352.25 |
3,472.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,524.75 |
3,453.25 |
71.50 |
2.0% |
26.75 |
0.8% |
88% |
False |
False |
231,799 |
| 10 |
3,524.75 |
3,422.75 |
102.00 |
2.9% |
27.00 |
0.8% |
91% |
False |
False |
204,786 |
| 20 |
3,524.75 |
3,338.25 |
186.50 |
5.3% |
30.25 |
0.9% |
95% |
False |
False |
210,722 |
| 40 |
3,524.75 |
3,234.00 |
290.75 |
8.3% |
33.25 |
0.9% |
97% |
False |
False |
225,058 |
| 60 |
3,524.75 |
3,110.75 |
414.00 |
11.8% |
36.00 |
1.0% |
98% |
False |
False |
236,887 |
| 80 |
3,524.75 |
3,049.25 |
475.50 |
13.5% |
35.75 |
1.0% |
98% |
False |
False |
186,072 |
| 100 |
3,524.75 |
3,016.75 |
508.00 |
14.4% |
32.75 |
0.9% |
98% |
False |
False |
148,892 |
| 120 |
3,524.75 |
2,813.00 |
711.75 |
20.2% |
30.50 |
0.9% |
99% |
False |
False |
124,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,594.50 |
|
2.618 |
3,567.50 |
|
1.618 |
3,551.00 |
|
1.000 |
3,540.75 |
|
0.618 |
3,534.50 |
|
HIGH |
3,524.25 |
|
0.618 |
3,518.00 |
|
0.500 |
3,516.00 |
|
0.382 |
3,514.00 |
|
LOW |
3,507.75 |
|
0.618 |
3,497.50 |
|
1.000 |
3,491.25 |
|
1.618 |
3,481.00 |
|
2.618 |
3,464.50 |
|
4.250 |
3,437.50 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,516.00 |
3,511.00 |
| PP |
3,516.00 |
3,506.00 |
| S1 |
3,516.00 |
3,501.00 |
|