| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,505.5 |
6,494.0 |
-11.5 |
-0.2% |
6,646.5 |
| High |
6,519.0 |
6,575.0 |
56.0 |
0.9% |
6,662.0 |
| Low |
6,479.5 |
6,488.5 |
9.0 |
0.1% |
6,464.5 |
| Close |
6,492.0 |
6,546.0 |
54.0 |
0.8% |
6,546.0 |
| Range |
39.5 |
86.5 |
47.0 |
119.0% |
197.5 |
| ATR |
62.9 |
64.6 |
1.7 |
2.7% |
0.0 |
| Volume |
99,197 |
65,710 |
-33,487 |
-33.8% |
496,660 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,796.0 |
6,757.5 |
6,593.5 |
|
| R3 |
6,709.5 |
6,671.0 |
6,570.0 |
|
| R2 |
6,623.0 |
6,623.0 |
6,562.0 |
|
| R1 |
6,584.5 |
6,584.5 |
6,554.0 |
6,604.0 |
| PP |
6,536.5 |
6,536.5 |
6,536.5 |
6,546.0 |
| S1 |
6,498.0 |
6,498.0 |
6,538.0 |
6,517.0 |
| S2 |
6,450.0 |
6,450.0 |
6,530.0 |
|
| S3 |
6,363.5 |
6,411.5 |
6,522.0 |
|
| S4 |
6,277.0 |
6,325.0 |
6,498.5 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,150.0 |
7,045.5 |
6,654.5 |
|
| R3 |
6,952.5 |
6,848.0 |
6,600.5 |
|
| R2 |
6,755.0 |
6,755.0 |
6,582.0 |
|
| R1 |
6,650.5 |
6,650.5 |
6,564.0 |
6,604.0 |
| PP |
6,557.5 |
6,557.5 |
6,557.5 |
6,534.0 |
| S1 |
6,453.0 |
6,453.0 |
6,528.0 |
6,406.5 |
| S2 |
6,360.0 |
6,360.0 |
6,510.0 |
|
| S3 |
6,162.5 |
6,255.5 |
6,491.5 |
|
| S4 |
5,965.0 |
6,058.0 |
6,437.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,662.0 |
6,464.5 |
197.5 |
3.0% |
75.5 |
1.2% |
41% |
False |
False |
99,332 |
| 10 |
6,709.5 |
6,464.5 |
245.0 |
3.7% |
61.0 |
0.9% |
33% |
False |
False |
90,924 |
| 20 |
6,728.0 |
6,464.5 |
263.5 |
4.0% |
59.0 |
0.9% |
31% |
False |
False |
91,430 |
| 40 |
6,798.0 |
6,433.5 |
364.5 |
5.6% |
62.5 |
1.0% |
31% |
False |
False |
92,222 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.5 |
1.0% |
51% |
False |
False |
96,622 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.0 |
1.0% |
51% |
False |
False |
75,599 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
62.0 |
0.9% |
51% |
False |
False |
60,519 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.9% |
61.5 |
0.9% |
70% |
False |
False |
50,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,942.5 |
|
2.618 |
6,801.5 |
|
1.618 |
6,715.0 |
|
1.000 |
6,661.5 |
|
0.618 |
6,628.5 |
|
HIGH |
6,575.0 |
|
0.618 |
6,542.0 |
|
0.500 |
6,532.0 |
|
0.382 |
6,521.5 |
|
LOW |
6,488.5 |
|
0.618 |
6,435.0 |
|
1.000 |
6,402.0 |
|
1.618 |
6,348.5 |
|
2.618 |
6,262.0 |
|
4.250 |
6,121.0 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,541.0 |
6,537.0 |
| PP |
6,536.5 |
6,528.5 |
| S1 |
6,532.0 |
6,520.0 |
|