| 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 |
9,128.0 |
9,244.5 |
116.5 |
1.3% |
9,419.5 |
| High |
9,229.0 |
9,244.5 |
15.5 |
0.2% |
9,438.0 |
| Low |
9,113.0 |
9,190.0 |
77.0 |
0.8% |
9,088.0 |
| Close |
9,187.0 |
9,220.0 |
33.0 |
0.4% |
9,187.0 |
| Range |
116.0 |
54.5 |
-61.5 |
-53.0% |
350.0 |
| ATR |
90.3 |
87.9 |
-2.3 |
-2.6% |
0.0 |
| Volume |
4,274 |
5,540 |
1,266 |
29.6% |
15,478 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,381.7 |
9,355.3 |
9,250.0 |
|
| R3 |
9,327.2 |
9,300.8 |
9,235.0 |
|
| R2 |
9,272.7 |
9,272.7 |
9,230.0 |
|
| R1 |
9,246.3 |
9,246.3 |
9,225.0 |
9,232.3 |
| PP |
9,218.2 |
9,218.2 |
9,218.2 |
9,211.1 |
| S1 |
9,191.8 |
9,191.8 |
9,215.0 |
9,177.8 |
| S2 |
9,163.7 |
9,163.7 |
9,210.0 |
|
| S3 |
9,109.2 |
9,137.3 |
9,205.0 |
|
| S4 |
9,054.7 |
9,082.8 |
9,190.0 |
|
|
| 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 |
9,419.0 |
9,088.0 |
331.0 |
3.6% |
130.0 |
1.4% |
40% |
False |
False |
4,121 |
| 10 |
9,440.5 |
9,088.0 |
352.5 |
3.8% |
86.1 |
0.9% |
37% |
False |
False |
2,182 |
| 20 |
9,440.5 |
8,998.0 |
442.5 |
4.8% |
80.4 |
0.9% |
50% |
False |
False |
1,172 |
| 40 |
9,440.5 |
8,760.0 |
680.5 |
7.4% |
75.9 |
0.8% |
68% |
False |
False |
660 |
| 60 |
9,440.5 |
8,505.0 |
935.5 |
10.1% |
77.3 |
0.8% |
76% |
False |
False |
486 |
| 80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.3% |
73.0 |
0.8% |
83% |
False |
False |
374 |
| 100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.3% |
70.0 |
0.8% |
83% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,476.1 |
|
2.618 |
9,387.2 |
|
1.618 |
9,332.7 |
|
1.000 |
9,299.0 |
|
0.618 |
9,278.2 |
|
HIGH |
9,244.5 |
|
0.618 |
9,223.7 |
|
0.500 |
9,217.3 |
|
0.382 |
9,210.8 |
|
LOW |
9,190.0 |
|
0.618 |
9,156.3 |
|
1.000 |
9,135.5 |
|
1.618 |
9,101.8 |
|
2.618 |
9,047.3 |
|
4.250 |
8,958.4 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,219.1 |
9,202.9 |
| PP |
9,218.2 |
9,185.8 |
| S1 |
9,217.3 |
9,168.8 |
|