| 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 |
9,110.5 |
9,219.0 |
108.5 |
1.2% |
9,408.5 |
| High |
9,216.5 |
9,227.5 |
11.0 |
0.1% |
9,428.0 |
| Low |
9,085.5 |
9,172.5 |
87.0 |
1.0% |
9,068.0 |
| Close |
9,174.0 |
9,206.5 |
32.5 |
0.4% |
9,174.0 |
| Range |
131.0 |
55.0 |
-76.0 |
-58.0% |
360.0 |
| ATR |
99.0 |
95.9 |
-3.1 |
-3.2% |
0.0 |
| Volume |
70,167 |
94,692 |
24,525 |
35.0% |
556,654 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,367.2 |
9,341.8 |
9,236.8 |
|
| R3 |
9,312.2 |
9,286.8 |
9,221.6 |
|
| R2 |
9,257.2 |
9,257.2 |
9,216.6 |
|
| R1 |
9,231.8 |
9,231.8 |
9,211.5 |
9,217.0 |
| PP |
9,202.2 |
9,202.2 |
9,202.2 |
9,194.8 |
| S1 |
9,176.8 |
9,176.8 |
9,201.5 |
9,162.0 |
| S2 |
9,147.2 |
9,147.2 |
9,196.4 |
|
| S3 |
9,092.2 |
9,121.8 |
9,191.4 |
|
| S4 |
9,037.2 |
9,066.8 |
9,176.3 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,303.3 |
10,098.7 |
9,372.0 |
|
| R3 |
9,943.3 |
9,738.7 |
9,273.0 |
|
| R2 |
9,583.3 |
9,583.3 |
9,240.0 |
|
| R1 |
9,378.7 |
9,378.7 |
9,207.0 |
9,301.0 |
| PP |
9,223.3 |
9,223.3 |
9,223.3 |
9,184.5 |
| S1 |
9,018.7 |
9,018.7 |
9,141.0 |
8,941.0 |
| S2 |
8,863.3 |
8,863.3 |
9,108.0 |
|
| S3 |
8,503.3 |
8,658.7 |
9,075.0 |
|
| S4 |
8,143.3 |
8,298.7 |
8,976.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,406.0 |
9,068.0 |
338.0 |
3.7% |
136.3 |
1.5% |
41% |
False |
False |
101,403 |
| 10 |
9,428.0 |
9,068.0 |
360.0 |
3.9% |
95.4 |
1.0% |
38% |
False |
False |
92,089 |
| 20 |
9,428.0 |
8,983.5 |
444.5 |
4.8% |
86.9 |
0.9% |
50% |
False |
False |
90,937 |
| 40 |
9,428.0 |
8,678.0 |
750.0 |
8.1% |
83.0 |
0.9% |
70% |
False |
False |
88,406 |
| 60 |
9,428.0 |
8,498.0 |
930.0 |
10.1% |
83.9 |
0.9% |
76% |
False |
False |
87,247 |
| 80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.5% |
87.5 |
1.0% |
83% |
False |
False |
66,498 |
| 100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.5% |
87.4 |
0.9% |
83% |
False |
False |
53,229 |
| 120 |
9,428.0 |
7,700.0 |
1,728.0 |
18.8% |
91.6 |
1.0% |
87% |
False |
False |
44,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,461.3 |
|
2.618 |
9,371.5 |
|
1.618 |
9,316.5 |
|
1.000 |
9,282.5 |
|
0.618 |
9,261.5 |
|
HIGH |
9,227.5 |
|
0.618 |
9,206.5 |
|
0.500 |
9,200.0 |
|
0.382 |
9,193.5 |
|
LOW |
9,172.5 |
|
0.618 |
9,138.5 |
|
1.000 |
9,117.5 |
|
1.618 |
9,083.5 |
|
2.618 |
9,028.5 |
|
4.250 |
8,938.8 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,204.3 |
9,188.5 |
| PP |
9,202.2 |
9,170.5 |
| S1 |
9,200.0 |
9,152.5 |
|