| 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 |
2,955.0 |
2,991.0 |
36.0 |
1.2% |
3,079.0 |
| High |
2,987.0 |
2,991.0 |
4.0 |
0.1% |
3,087.0 |
| Low |
2,930.0 |
2,968.0 |
38.0 |
1.3% |
2,930.0 |
| Close |
2,977.0 |
2,987.0 |
10.0 |
0.3% |
2,977.0 |
| Range |
57.0 |
23.0 |
-34.0 |
-59.6% |
157.0 |
| ATR |
37.2 |
36.2 |
-1.0 |
-2.7% |
0.0 |
| Volume |
69,353 |
109,795 |
40,442 |
58.3% |
380,943 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.0 |
3,042.0 |
2,999.7 |
|
| R3 |
3,028.0 |
3,019.0 |
2,993.3 |
|
| R2 |
3,005.0 |
3,005.0 |
2,991.2 |
|
| R1 |
2,996.0 |
2,996.0 |
2,989.1 |
2,989.0 |
| PP |
2,982.0 |
2,982.0 |
2,982.0 |
2,978.5 |
| S1 |
2,973.0 |
2,973.0 |
2,984.9 |
2,966.0 |
| S2 |
2,959.0 |
2,959.0 |
2,982.8 |
|
| S3 |
2,936.0 |
2,950.0 |
2,980.7 |
|
| S4 |
2,913.0 |
2,927.0 |
2,974.4 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,469.0 |
3,380.0 |
3,063.4 |
|
| R3 |
3,312.0 |
3,223.0 |
3,020.2 |
|
| R2 |
3,155.0 |
3,155.0 |
3,005.8 |
|
| R1 |
3,066.0 |
3,066.0 |
2,991.4 |
3,032.0 |
| PP |
2,998.0 |
2,998.0 |
2,998.0 |
2,981.0 |
| S1 |
2,909.0 |
2,909.0 |
2,962.6 |
2,875.0 |
| S2 |
2,841.0 |
2,841.0 |
2,948.2 |
|
| S3 |
2,684.0 |
2,752.0 |
2,933.8 |
|
| S4 |
2,527.0 |
2,595.0 |
2,890.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,069.0 |
2,930.0 |
139.0 |
4.7% |
50.8 |
1.7% |
41% |
False |
False |
87,566 |
| 10 |
3,092.0 |
2,930.0 |
162.0 |
5.4% |
34.6 |
1.2% |
35% |
False |
False |
71,973 |
| 20 |
3,092.0 |
2,930.0 |
162.0 |
5.4% |
32.9 |
1.1% |
35% |
False |
False |
38,467 |
| 40 |
3,096.0 |
2,930.0 |
166.0 |
5.6% |
31.8 |
1.1% |
34% |
False |
False |
20,059 |
| 60 |
3,096.0 |
2,857.0 |
239.0 |
8.0% |
31.3 |
1.0% |
54% |
False |
False |
13,433 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
13.0% |
29.3 |
1.0% |
72% |
False |
False |
10,091 |
| 100 |
3,096.0 |
2,707.0 |
389.0 |
13.0% |
25.8 |
0.9% |
72% |
False |
False |
8,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,088.8 |
|
2.618 |
3,051.2 |
|
1.618 |
3,028.2 |
|
1.000 |
3,014.0 |
|
0.618 |
3,005.2 |
|
HIGH |
2,991.0 |
|
0.618 |
2,982.2 |
|
0.500 |
2,979.5 |
|
0.382 |
2,976.8 |
|
LOW |
2,968.0 |
|
0.618 |
2,953.8 |
|
1.000 |
2,945.0 |
|
1.618 |
2,930.8 |
|
2.618 |
2,907.8 |
|
4.250 |
2,870.3 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,984.5 |
2,978.3 |
| PP |
2,982.0 |
2,969.7 |
| S1 |
2,979.5 |
2,961.0 |
|