| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,573.5 |
6,551.0 |
-22.5 |
-0.3% |
6,646.5 |
| High |
6,580.5 |
6,572.0 |
-8.5 |
-0.1% |
6,662.0 |
| Low |
6,533.5 |
6,515.0 |
-18.5 |
-0.3% |
6,464.5 |
| Close |
6,560.5 |
6,537.0 |
-23.5 |
-0.4% |
6,546.0 |
| Range |
47.0 |
57.0 |
10.0 |
21.3% |
197.5 |
| ATR |
63.4 |
62.9 |
-0.5 |
-0.7% |
0.0 |
| Volume |
89,082 |
140,340 |
51,258 |
57.5% |
496,660 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,712.5 |
6,681.5 |
6,568.5 |
|
| R3 |
6,655.5 |
6,624.5 |
6,552.5 |
|
| R2 |
6,598.5 |
6,598.5 |
6,547.5 |
|
| R1 |
6,567.5 |
6,567.5 |
6,542.0 |
6,554.5 |
| PP |
6,541.5 |
6,541.5 |
6,541.5 |
6,535.0 |
| S1 |
6,510.5 |
6,510.5 |
6,532.0 |
6,497.5 |
| S2 |
6,484.5 |
6,484.5 |
6,526.5 |
|
| S3 |
6,427.5 |
6,453.5 |
6,521.5 |
|
| S4 |
6,370.5 |
6,396.5 |
6,505.5 |
|
|
| 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 |
6,580.5 |
6,464.5 |
116.0 |
1.8% |
64.0 |
1.0% |
63% |
False |
False |
99,077 |
| 10 |
6,682.0 |
6,464.5 |
217.5 |
3.3% |
61.0 |
0.9% |
33% |
False |
False |
95,066 |
| 20 |
6,725.0 |
6,464.5 |
260.5 |
4.0% |
59.5 |
0.9% |
28% |
False |
False |
90,987 |
| 40 |
6,798.0 |
6,464.5 |
333.5 |
5.1% |
61.5 |
0.9% |
22% |
False |
False |
92,973 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.5 |
1.0% |
49% |
False |
False |
92,700 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.0 |
1.0% |
49% |
False |
False |
78,466 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
62.5 |
1.0% |
49% |
False |
False |
62,813 |
| 120 |
6,798.0 |
5,977.5 |
820.5 |
12.6% |
60.5 |
0.9% |
68% |
False |
False |
52,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,814.0 |
|
2.618 |
6,721.0 |
|
1.618 |
6,664.0 |
|
1.000 |
6,629.0 |
|
0.618 |
6,607.0 |
|
HIGH |
6,572.0 |
|
0.618 |
6,550.0 |
|
0.500 |
6,543.5 |
|
0.382 |
6,537.0 |
|
LOW |
6,515.0 |
|
0.618 |
6,480.0 |
|
1.000 |
6,458.0 |
|
1.618 |
6,423.0 |
|
2.618 |
6,366.0 |
|
4.250 |
6,273.0 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,543.5 |
6,536.0 |
| PP |
6,541.5 |
6,535.5 |
| S1 |
6,539.0 |
6,534.5 |
|