| 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 |
6,494.0 |
6,573.5 |
79.5 |
1.2% |
6,646.5 |
| High |
6,575.0 |
6,580.5 |
5.5 |
0.1% |
6,662.0 |
| Low |
6,488.5 |
6,533.5 |
45.0 |
0.7% |
6,464.5 |
| Close |
6,546.0 |
6,560.5 |
14.5 |
0.2% |
6,546.0 |
| Range |
86.5 |
47.0 |
-39.5 |
-45.7% |
197.5 |
| ATR |
64.6 |
63.4 |
-1.3 |
-1.9% |
0.0 |
| Volume |
65,710 |
89,082 |
23,372 |
35.6% |
496,660 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,699.0 |
6,677.0 |
6,586.5 |
|
| R3 |
6,652.0 |
6,630.0 |
6,573.5 |
|
| R2 |
6,605.0 |
6,605.0 |
6,569.0 |
|
| R1 |
6,583.0 |
6,583.0 |
6,565.0 |
6,570.5 |
| PP |
6,558.0 |
6,558.0 |
6,558.0 |
6,552.0 |
| S1 |
6,536.0 |
6,536.0 |
6,556.0 |
6,523.5 |
| S2 |
6,511.0 |
6,511.0 |
6,552.0 |
|
| S3 |
6,464.0 |
6,489.0 |
6,547.5 |
|
| S4 |
6,417.0 |
6,442.0 |
6,534.5 |
|
|
| 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 |
6,587.5 |
6,464.5 |
123.0 |
1.9% |
67.5 |
1.0% |
78% |
False |
False |
94,142 |
| 10 |
6,696.5 |
6,464.5 |
232.0 |
3.5% |
62.0 |
0.9% |
41% |
False |
False |
91,161 |
| 20 |
6,725.0 |
6,464.5 |
260.5 |
4.0% |
59.0 |
0.9% |
37% |
False |
False |
91,080 |
| 40 |
6,798.0 |
6,464.5 |
333.5 |
5.1% |
61.5 |
0.9% |
29% |
False |
False |
92,020 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.5 |
1.0% |
53% |
False |
False |
93,857 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.0 |
1.0% |
53% |
False |
False |
76,712 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
62.0 |
0.9% |
53% |
False |
False |
61,409 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.9% |
60.5 |
0.9% |
72% |
False |
False |
51,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,780.0 |
|
2.618 |
6,703.5 |
|
1.618 |
6,656.5 |
|
1.000 |
6,627.5 |
|
0.618 |
6,609.5 |
|
HIGH |
6,580.5 |
|
0.618 |
6,562.5 |
|
0.500 |
6,557.0 |
|
0.382 |
6,551.5 |
|
LOW |
6,533.5 |
|
0.618 |
6,504.5 |
|
1.000 |
6,486.5 |
|
1.618 |
6,457.5 |
|
2.618 |
6,410.5 |
|
4.250 |
6,334.0 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,559.5 |
6,550.5 |
| PP |
6,558.0 |
6,540.0 |
| S1 |
6,557.0 |
6,530.0 |
|