| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1,798.00 |
1,774.25 |
-23.75 |
-1.3% |
1,799.50 |
| High |
1,801.50 |
1,777.75 |
-23.75 |
-1.3% |
1,802.50 |
| Low |
1,773.25 |
1,765.50 |
-7.75 |
-0.4% |
1,771.50 |
| Close |
1,774.50 |
1,768.50 |
-6.00 |
-0.3% |
1,798.50 |
| Range |
28.25 |
12.25 |
-16.00 |
-56.6% |
31.00 |
| ATR |
15.06 |
14.86 |
-0.20 |
-1.3% |
0.00 |
| Volume |
370,512 |
833,656 |
463,144 |
125.0% |
155,269 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,807.25 |
1,800.25 |
1,775.25 |
|
| R3 |
1,795.00 |
1,788.00 |
1,771.75 |
|
| R2 |
1,782.75 |
1,782.75 |
1,770.75 |
|
| R1 |
1,775.75 |
1,775.75 |
1,769.50 |
1,773.00 |
| PP |
1,770.50 |
1,770.50 |
1,770.50 |
1,769.25 |
| S1 |
1,763.50 |
1,763.50 |
1,767.50 |
1,761.00 |
| S2 |
1,758.25 |
1,758.25 |
1,766.25 |
|
| S3 |
1,746.00 |
1,751.25 |
1,765.25 |
|
| S4 |
1,733.75 |
1,739.00 |
1,761.75 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,883.75 |
1,872.25 |
1,815.50 |
|
| R3 |
1,852.75 |
1,841.25 |
1,807.00 |
|
| R2 |
1,821.75 |
1,821.75 |
1,804.25 |
|
| R1 |
1,810.25 |
1,810.25 |
1,801.25 |
1,800.50 |
| PP |
1,790.75 |
1,790.75 |
1,790.75 |
1,786.00 |
| S1 |
1,779.25 |
1,779.25 |
1,795.75 |
1,769.50 |
| S2 |
1,759.75 |
1,759.75 |
1,792.75 |
|
| S3 |
1,728.75 |
1,748.25 |
1,790.00 |
|
| S4 |
1,697.75 |
1,717.25 |
1,781.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,805.25 |
1,765.50 |
39.75 |
2.2% |
16.00 |
0.9% |
8% |
False |
True |
293,953 |
| 10 |
1,805.75 |
1,765.50 |
40.25 |
2.3% |
15.00 |
0.8% |
7% |
False |
True |
158,229 |
| 20 |
1,805.75 |
1,765.50 |
40.25 |
2.3% |
13.50 |
0.8% |
7% |
False |
True |
82,656 |
| 40 |
1,805.75 |
1,700.25 |
105.50 |
6.0% |
14.50 |
0.8% |
65% |
False |
False |
43,910 |
| 60 |
1,805.75 |
1,633.50 |
172.25 |
9.7% |
16.00 |
0.9% |
78% |
False |
False |
30,867 |
| 80 |
1,805.75 |
1,613.00 |
192.75 |
10.9% |
15.75 |
0.9% |
81% |
False |
False |
23,181 |
| 100 |
1,805.75 |
1,613.00 |
192.75 |
10.9% |
14.75 |
0.8% |
81% |
False |
False |
18,555 |
| 120 |
1,805.75 |
1,546.00 |
259.75 |
14.7% |
14.50 |
0.8% |
86% |
False |
False |
15,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,829.75 |
|
2.618 |
1,809.75 |
|
1.618 |
1,797.50 |
|
1.000 |
1,790.00 |
|
0.618 |
1,785.25 |
|
HIGH |
1,777.75 |
|
0.618 |
1,773.00 |
|
0.500 |
1,771.50 |
|
0.382 |
1,770.25 |
|
LOW |
1,765.50 |
|
0.618 |
1,758.00 |
|
1.000 |
1,753.25 |
|
1.618 |
1,745.75 |
|
2.618 |
1,733.50 |
|
4.250 |
1,713.50 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,771.50 |
1,785.50 |
| PP |
1,770.50 |
1,779.75 |
| S1 |
1,769.50 |
1,774.00 |
|