| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,955.0 |
2,993.0 |
38.0 |
1.3% |
3,082.0 |
| High |
2,993.0 |
2,993.0 |
0.0 |
0.0% |
3,093.0 |
| Low |
2,941.0 |
2,971.0 |
30.0 |
1.0% |
2,941.0 |
| Close |
2,981.0 |
2,991.0 |
10.0 |
0.3% |
2,981.0 |
| Range |
52.0 |
22.0 |
-30.0 |
-57.7% |
152.0 |
| ATR |
40.4 |
39.1 |
-1.3 |
-3.3% |
0.0 |
| Volume |
617,723 |
789,013 |
171,290 |
27.7% |
5,150,061 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.0 |
3,043.0 |
3,003.1 |
|
| R3 |
3,029.0 |
3,021.0 |
2,997.1 |
|
| R2 |
3,007.0 |
3,007.0 |
2,995.0 |
|
| R1 |
2,999.0 |
2,999.0 |
2,993.0 |
2,992.0 |
| PP |
2,985.0 |
2,985.0 |
2,985.0 |
2,981.5 |
| S1 |
2,977.0 |
2,977.0 |
2,989.0 |
2,970.0 |
| S2 |
2,963.0 |
2,963.0 |
2,987.0 |
|
| S3 |
2,941.0 |
2,955.0 |
2,985.0 |
|
| S4 |
2,919.0 |
2,933.0 |
2,978.9 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,461.0 |
3,373.0 |
3,064.6 |
|
| R3 |
3,309.0 |
3,221.0 |
3,022.8 |
|
| R2 |
3,157.0 |
3,157.0 |
3,008.9 |
|
| R1 |
3,069.0 |
3,069.0 |
2,994.9 |
3,037.0 |
| PP |
3,005.0 |
3,005.0 |
3,005.0 |
2,989.0 |
| S1 |
2,917.0 |
2,917.0 |
2,967.1 |
2,885.0 |
| S2 |
2,853.0 |
2,853.0 |
2,953.1 |
|
| S3 |
2,701.0 |
2,765.0 |
2,939.2 |
|
| S4 |
2,549.0 |
2,613.0 |
2,897.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,074.0 |
2,941.0 |
133.0 |
4.4% |
51.0 |
1.7% |
38% |
False |
False |
965,865 |
| 10 |
3,097.0 |
2,941.0 |
156.0 |
5.2% |
36.1 |
1.2% |
32% |
False |
False |
827,147 |
| 20 |
3,097.0 |
2,941.0 |
156.0 |
5.2% |
36.0 |
1.2% |
32% |
False |
False |
794,830 |
| 40 |
3,102.0 |
2,941.0 |
161.0 |
5.4% |
35.9 |
1.2% |
31% |
False |
False |
806,481 |
| 60 |
3,102.0 |
2,863.0 |
239.0 |
8.0% |
35.7 |
1.2% |
54% |
False |
False |
839,614 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.5% |
35.9 |
1.2% |
72% |
False |
False |
652,027 |
| 100 |
3,102.0 |
2,686.0 |
416.0 |
13.9% |
34.1 |
1.1% |
73% |
False |
False |
521,692 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.8% |
35.4 |
1.2% |
82% |
False |
False |
434,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,086.5 |
|
2.618 |
3,050.6 |
|
1.618 |
3,028.6 |
|
1.000 |
3,015.0 |
|
0.618 |
3,006.6 |
|
HIGH |
2,993.0 |
|
0.618 |
2,984.6 |
|
0.500 |
2,982.0 |
|
0.382 |
2,979.4 |
|
LOW |
2,971.0 |
|
0.618 |
2,957.4 |
|
1.000 |
2,949.0 |
|
1.618 |
2,935.4 |
|
2.618 |
2,913.4 |
|
4.250 |
2,877.5 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,988.0 |
2,983.7 |
| PP |
2,985.0 |
2,976.3 |
| S1 |
2,982.0 |
2,969.0 |
|