| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,519.25 |
3,517.50 |
-1.75 |
0.0% |
3,493.00 |
| High |
3,524.25 |
3,522.25 |
-2.00 |
-0.1% |
3,511.00 |
| Low |
3,507.75 |
3,464.50 |
-43.25 |
-1.2% |
3,453.25 |
| Close |
3,516.00 |
3,470.50 |
-45.50 |
-1.3% |
3,504.00 |
| Range |
16.50 |
57.75 |
41.25 |
250.0% |
57.75 |
| ATR |
30.69 |
32.62 |
1.93 |
6.3% |
0.00 |
| Volume |
181,862 |
302,895 |
121,033 |
66.6% |
1,242,355 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,659.00 |
3,622.50 |
3,502.25 |
|
| R3 |
3,601.25 |
3,564.75 |
3,486.50 |
|
| R2 |
3,543.50 |
3,543.50 |
3,481.00 |
|
| R1 |
3,507.00 |
3,507.00 |
3,475.75 |
3,496.50 |
| PP |
3,485.75 |
3,485.75 |
3,485.75 |
3,480.50 |
| S1 |
3,449.25 |
3,449.25 |
3,465.25 |
3,438.50 |
| S2 |
3,428.00 |
3,428.00 |
3,460.00 |
|
| S3 |
3,370.25 |
3,391.50 |
3,454.50 |
|
| S4 |
3,312.50 |
3,333.75 |
3,438.75 |
|
|
| 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 |
3,464.50 |
60.25 |
1.7% |
30.25 |
0.9% |
10% |
False |
True |
236,063 |
| 10 |
3,524.75 |
3,445.75 |
79.00 |
2.3% |
29.25 |
0.8% |
31% |
False |
False |
216,183 |
| 20 |
3,524.75 |
3,338.25 |
186.50 |
5.4% |
32.00 |
0.9% |
71% |
False |
False |
216,057 |
| 40 |
3,524.75 |
3,234.75 |
290.00 |
8.4% |
34.00 |
1.0% |
81% |
False |
False |
224,406 |
| 60 |
3,524.75 |
3,110.75 |
414.00 |
11.9% |
36.50 |
1.0% |
87% |
False |
False |
238,176 |
| 80 |
3,524.75 |
3,049.25 |
475.50 |
13.7% |
36.25 |
1.0% |
89% |
False |
False |
189,857 |
| 100 |
3,524.75 |
3,016.75 |
508.00 |
14.6% |
33.25 |
1.0% |
89% |
False |
False |
151,920 |
| 120 |
3,524.75 |
2,813.00 |
711.75 |
20.5% |
30.75 |
0.9% |
92% |
False |
False |
126,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,767.75 |
|
2.618 |
3,673.50 |
|
1.618 |
3,615.75 |
|
1.000 |
3,580.00 |
|
0.618 |
3,558.00 |
|
HIGH |
3,522.25 |
|
0.618 |
3,500.25 |
|
0.500 |
3,493.50 |
|
0.382 |
3,486.50 |
|
LOW |
3,464.50 |
|
0.618 |
3,428.75 |
|
1.000 |
3,406.75 |
|
1.618 |
3,371.00 |
|
2.618 |
3,313.25 |
|
4.250 |
3,219.00 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,493.50 |
3,494.50 |
| PP |
3,485.75 |
3,486.50 |
| S1 |
3,478.00 |
3,478.50 |
|