| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,536.5 |
6,483.5 |
-53.0 |
-0.8% |
6,646.5 |
| High |
6,556.0 |
6,489.0 |
-67.0 |
-1.0% |
6,662.0 |
| Low |
6,477.0 |
6,424.0 |
-53.0 |
-0.8% |
6,464.5 |
| Close |
6,515.5 |
6,440.5 |
-75.0 |
-1.2% |
6,546.0 |
| Range |
79.0 |
65.0 |
-14.0 |
-17.7% |
197.5 |
| ATR |
64.1 |
66.0 |
2.0 |
3.1% |
0.0 |
| Volume |
180,256 |
124,991 |
-55,265 |
-30.7% |
496,660 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,646.0 |
6,608.5 |
6,476.0 |
|
| R3 |
6,581.0 |
6,543.5 |
6,458.5 |
|
| R2 |
6,516.0 |
6,516.0 |
6,452.5 |
|
| R1 |
6,478.5 |
6,478.5 |
6,446.5 |
6,465.0 |
| PP |
6,451.0 |
6,451.0 |
6,451.0 |
6,444.5 |
| S1 |
6,413.5 |
6,413.5 |
6,434.5 |
6,400.0 |
| S2 |
6,386.0 |
6,386.0 |
6,428.5 |
|
| S3 |
6,321.0 |
6,348.5 |
6,422.5 |
|
| S4 |
6,256.0 |
6,283.5 |
6,405.0 |
|
|
| 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 |
6,424.0 |
156.5 |
2.4% |
67.0 |
1.0% |
11% |
False |
True |
120,075 |
| 10 |
6,682.0 |
6,424.0 |
258.0 |
4.0% |
67.5 |
1.0% |
6% |
False |
True |
113,321 |
| 20 |
6,725.0 |
6,424.0 |
301.0 |
4.7% |
58.5 |
0.9% |
5% |
False |
True |
95,419 |
| 40 |
6,798.0 |
6,424.0 |
374.0 |
5.8% |
61.0 |
1.0% |
4% |
False |
True |
95,739 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
64.5 |
1.0% |
30% |
False |
False |
94,240 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
64.5 |
1.0% |
30% |
False |
False |
82,280 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
63.0 |
1.0% |
30% |
False |
False |
65,858 |
| 120 |
6,798.0 |
6,095.0 |
703.0 |
10.9% |
61.0 |
0.9% |
49% |
False |
False |
54,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,765.0 |
|
2.618 |
6,659.0 |
|
1.618 |
6,594.0 |
|
1.000 |
6,554.0 |
|
0.618 |
6,529.0 |
|
HIGH |
6,489.0 |
|
0.618 |
6,464.0 |
|
0.500 |
6,456.5 |
|
0.382 |
6,449.0 |
|
LOW |
6,424.0 |
|
0.618 |
6,384.0 |
|
1.000 |
6,359.0 |
|
1.618 |
6,319.0 |
|
2.618 |
6,254.0 |
|
4.250 |
6,148.0 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,456.5 |
6,498.0 |
| PP |
6,451.0 |
6,479.0 |
| S1 |
6,446.0 |
6,459.5 |
|