| 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 |
9,135.5 |
9,128.0 |
-7.5 |
-0.1% |
9,419.5 |
| High |
9,185.0 |
9,229.0 |
44.0 |
0.5% |
9,438.0 |
| Low |
9,093.0 |
9,113.0 |
20.0 |
0.2% |
9,088.0 |
| Close |
9,109.5 |
9,187.0 |
77.5 |
0.9% |
9,187.0 |
| Range |
92.0 |
116.0 |
24.0 |
26.1% |
350.0 |
| ATR |
88.0 |
90.3 |
2.2 |
2.6% |
0.0 |
| Volume |
3,088 |
4,274 |
1,186 |
38.4% |
15,478 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,524.3 |
9,471.7 |
9,250.8 |
|
| R3 |
9,408.3 |
9,355.7 |
9,218.9 |
|
| R2 |
9,292.3 |
9,292.3 |
9,208.3 |
|
| R1 |
9,239.7 |
9,239.7 |
9,197.6 |
9,266.0 |
| PP |
9,176.3 |
9,176.3 |
9,176.3 |
9,189.5 |
| S1 |
9,123.7 |
9,123.7 |
9,176.4 |
9,150.0 |
| S2 |
9,060.3 |
9,060.3 |
9,165.7 |
|
| S3 |
8,944.3 |
9,007.7 |
9,155.1 |
|
| S4 |
8,828.3 |
8,891.7 |
9,123.2 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,287.7 |
10,087.3 |
9,379.5 |
|
| R3 |
9,937.7 |
9,737.3 |
9,283.3 |
|
| R2 |
9,587.7 |
9,587.7 |
9,251.2 |
|
| R1 |
9,387.3 |
9,387.3 |
9,219.1 |
9,312.5 |
| PP |
9,237.7 |
9,237.7 |
9,237.7 |
9,200.3 |
| S1 |
9,037.3 |
9,037.3 |
9,154.9 |
8,962.5 |
| S2 |
8,887.7 |
8,887.7 |
9,122.8 |
|
| S3 |
8,537.7 |
8,687.3 |
9,090.8 |
|
| S4 |
8,187.7 |
8,337.3 |
8,994.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,438.0 |
9,088.0 |
350.0 |
3.8% |
126.5 |
1.4% |
28% |
False |
False |
3,095 |
| 10 |
9,440.5 |
9,088.0 |
352.5 |
3.8% |
89.0 |
1.0% |
28% |
False |
False |
1,652 |
| 20 |
9,440.5 |
8,998.0 |
442.5 |
4.8% |
80.6 |
0.9% |
43% |
False |
False |
898 |
| 40 |
9,440.5 |
8,693.0 |
747.5 |
8.1% |
76.5 |
0.8% |
66% |
False |
False |
526 |
| 60 |
9,440.5 |
8,505.0 |
935.5 |
10.2% |
77.0 |
0.8% |
73% |
False |
False |
396 |
| 80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.3% |
72.8 |
0.8% |
81% |
False |
False |
305 |
| 100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.3% |
69.9 |
0.8% |
81% |
False |
False |
247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,722.0 |
|
2.618 |
9,532.7 |
|
1.618 |
9,416.7 |
|
1.000 |
9,345.0 |
|
0.618 |
9,300.7 |
|
HIGH |
9,229.0 |
|
0.618 |
9,184.7 |
|
0.500 |
9,171.0 |
|
0.382 |
9,157.3 |
|
LOW |
9,113.0 |
|
0.618 |
9,041.3 |
|
1.000 |
8,997.0 |
|
1.618 |
8,925.3 |
|
2.618 |
8,809.3 |
|
4.250 |
8,620.0 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,181.7 |
9,185.1 |
| PP |
9,176.3 |
9,183.2 |
| S1 |
9,171.0 |
9,181.3 |
|