| 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 |
9,244.5 |
9,203.0 |
-41.5 |
-0.4% |
9,419.5 |
| High |
9,244.5 |
9,239.0 |
-5.5 |
-0.1% |
9,438.0 |
| Low |
9,190.0 |
9,109.5 |
-80.5 |
-0.9% |
9,088.0 |
| Close |
9,220.0 |
9,143.0 |
-77.0 |
-0.8% |
9,187.0 |
| Range |
54.5 |
129.5 |
75.0 |
137.6% |
350.0 |
| ATR |
87.9 |
90.9 |
3.0 |
3.4% |
0.0 |
| Volume |
5,540 |
3,131 |
-2,409 |
-43.5% |
15,478 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,552.3 |
9,477.2 |
9,214.2 |
|
| R3 |
9,422.8 |
9,347.7 |
9,178.6 |
|
| R2 |
9,293.3 |
9,293.3 |
9,166.7 |
|
| R1 |
9,218.2 |
9,218.2 |
9,154.9 |
9,191.0 |
| PP |
9,163.8 |
9,163.8 |
9,163.8 |
9,150.3 |
| S1 |
9,088.7 |
9,088.7 |
9,131.1 |
9,061.5 |
| S2 |
9,034.3 |
9,034.3 |
9,119.3 |
|
| S3 |
8,904.8 |
8,959.2 |
9,107.4 |
|
| S4 |
8,775.3 |
8,829.7 |
9,071.8 |
|
|
| 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 |
9,274.5 |
9,088.0 |
186.5 |
2.0% |
115.7 |
1.3% |
29% |
False |
False |
4,188 |
| 10 |
9,440.5 |
9,088.0 |
352.5 |
3.9% |
96.6 |
1.1% |
16% |
False |
False |
2,487 |
| 20 |
9,440.5 |
8,998.0 |
442.5 |
4.8% |
83.9 |
0.9% |
33% |
False |
False |
1,323 |
| 40 |
9,440.5 |
8,786.0 |
654.5 |
7.2% |
77.4 |
0.8% |
55% |
False |
False |
734 |
| 60 |
9,440.5 |
8,505.0 |
935.5 |
10.2% |
78.9 |
0.9% |
68% |
False |
False |
536 |
| 80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.4% |
73.9 |
0.8% |
77% |
False |
False |
413 |
| 100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.4% |
70.8 |
0.8% |
77% |
False |
False |
334 |
| 120 |
9,440.5 |
7,762.5 |
1,678.0 |
18.4% |
71.8 |
0.8% |
82% |
False |
False |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,789.4 |
|
2.618 |
9,578.0 |
|
1.618 |
9,448.5 |
|
1.000 |
9,368.5 |
|
0.618 |
9,319.0 |
|
HIGH |
9,239.0 |
|
0.618 |
9,189.5 |
|
0.500 |
9,174.3 |
|
0.382 |
9,159.0 |
|
LOW |
9,109.5 |
|
0.618 |
9,029.5 |
|
1.000 |
8,980.0 |
|
1.618 |
8,900.0 |
|
2.618 |
8,770.5 |
|
4.250 |
8,559.1 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,174.3 |
9,177.0 |
| PP |
9,163.8 |
9,165.7 |
| S1 |
9,153.4 |
9,154.3 |
|