| 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 |
9,124.5 |
9,037.5 |
-87.0 |
-1.0% |
9,419.5 |
| High |
9,168.0 |
9,076.0 |
-92.0 |
-1.0% |
9,438.0 |
| Low |
9,050.0 |
8,998.0 |
-52.0 |
-0.6% |
9,088.0 |
| Close |
9,094.0 |
9,030.5 |
-63.5 |
-0.7% |
9,187.0 |
| Range |
118.0 |
78.0 |
-40.0 |
-33.9% |
350.0 |
| ATR |
92.8 |
93.1 |
0.2 |
0.2% |
0.0 |
| Volume |
11,571 |
11,942 |
371 |
3.2% |
15,478 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,268.8 |
9,227.7 |
9,073.4 |
|
| R3 |
9,190.8 |
9,149.7 |
9,052.0 |
|
| R2 |
9,112.8 |
9,112.8 |
9,044.8 |
|
| R1 |
9,071.7 |
9,071.7 |
9,037.7 |
9,053.3 |
| PP |
9,034.8 |
9,034.8 |
9,034.8 |
9,025.6 |
| S1 |
8,993.7 |
8,993.7 |
9,023.4 |
8,975.3 |
| S2 |
8,956.8 |
8,956.8 |
9,016.2 |
|
| S3 |
8,878.8 |
8,915.7 |
9,009.1 |
|
| S4 |
8,800.8 |
8,837.7 |
8,987.6 |
|
|
| 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 |
9,244.5 |
8,998.0 |
246.5 |
2.7% |
99.2 |
1.1% |
13% |
False |
True |
7,291 |
| 10 |
9,440.5 |
8,998.0 |
442.5 |
4.9% |
105.7 |
1.2% |
7% |
False |
True |
4,797 |
| 20 |
9,440.5 |
8,998.0 |
442.5 |
4.9% |
85.4 |
0.9% |
7% |
False |
True |
2,477 |
| 40 |
9,440.5 |
8,820.0 |
620.5 |
6.9% |
78.8 |
0.9% |
34% |
False |
False |
1,317 |
| 60 |
9,440.5 |
8,505.0 |
935.5 |
10.4% |
78.0 |
0.9% |
56% |
False |
False |
926 |
| 80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.6% |
75.1 |
0.8% |
69% |
False |
False |
706 |
| 100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.6% |
72.0 |
0.8% |
69% |
False |
False |
569 |
| 120 |
9,440.5 |
7,762.5 |
1,678.0 |
18.6% |
72.2 |
0.8% |
76% |
False |
False |
477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,407.5 |
|
2.618 |
9,280.2 |
|
1.618 |
9,202.2 |
|
1.000 |
9,154.0 |
|
0.618 |
9,124.2 |
|
HIGH |
9,076.0 |
|
0.618 |
9,046.2 |
|
0.500 |
9,037.0 |
|
0.382 |
9,027.8 |
|
LOW |
8,998.0 |
|
0.618 |
8,949.8 |
|
1.000 |
8,920.0 |
|
1.618 |
8,871.8 |
|
2.618 |
8,793.8 |
|
4.250 |
8,666.5 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,037.0 |
9,118.5 |
| PP |
9,034.8 |
9,089.2 |
| S1 |
9,032.7 |
9,059.8 |
|