| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
9,037.5 |
9,045.5 |
8.0 |
0.1% |
9,244.5 |
| High |
9,076.0 |
9,060.5 |
-15.5 |
-0.2% |
9,244.5 |
| Low |
8,998.0 |
9,004.0 |
6.0 |
0.1% |
8,998.0 |
| Close |
9,030.5 |
9,026.0 |
-4.5 |
0.0% |
9,026.0 |
| Range |
78.0 |
56.5 |
-21.5 |
-27.6% |
246.5 |
| ATR |
93.1 |
90.5 |
-2.6 |
-2.8% |
0.0 |
| Volume |
11,942 |
48,358 |
36,416 |
304.9% |
80,542 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,199.7 |
9,169.3 |
9,057.1 |
|
| R3 |
9,143.2 |
9,112.8 |
9,041.5 |
|
| R2 |
9,086.7 |
9,086.7 |
9,036.4 |
|
| R1 |
9,056.3 |
9,056.3 |
9,031.2 |
9,043.3 |
| PP |
9,030.2 |
9,030.2 |
9,030.2 |
9,023.6 |
| S1 |
8,999.8 |
8,999.8 |
9,020.8 |
8,986.8 |
| S2 |
8,973.7 |
8,973.7 |
9,015.6 |
|
| S3 |
8,917.2 |
8,943.3 |
9,010.5 |
|
| S4 |
8,860.7 |
8,886.8 |
8,994.9 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,829.0 |
9,674.0 |
9,161.6 |
|
| R3 |
9,582.5 |
9,427.5 |
9,093.8 |
|
| R2 |
9,336.0 |
9,336.0 |
9,071.2 |
|
| R1 |
9,181.0 |
9,181.0 |
9,048.6 |
9,135.3 |
| PP |
9,089.5 |
9,089.5 |
9,089.5 |
9,066.6 |
| S1 |
8,934.5 |
8,934.5 |
9,003.4 |
8,888.8 |
| S2 |
8,843.0 |
8,843.0 |
8,980.8 |
|
| S3 |
8,596.5 |
8,688.0 |
8,958.2 |
|
| S4 |
8,350.0 |
8,441.5 |
8,890.4 |
|
|
| 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% |
87.3 |
1.0% |
11% |
False |
False |
16,108 |
| 10 |
9,438.0 |
8,998.0 |
440.0 |
4.9% |
106.9 |
1.2% |
6% |
False |
False |
9,602 |
| 20 |
9,440.5 |
8,998.0 |
442.5 |
4.9% |
85.8 |
1.0% |
6% |
False |
False |
4,890 |
| 40 |
9,440.5 |
8,851.0 |
589.5 |
6.5% |
78.8 |
0.9% |
30% |
False |
False |
2,524 |
| 60 |
9,440.5 |
8,505.0 |
935.5 |
10.4% |
78.1 |
0.9% |
56% |
False |
False |
1,730 |
| 80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.6% |
75.1 |
0.8% |
68% |
False |
False |
1,311 |
| 100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.6% |
71.6 |
0.8% |
68% |
False |
False |
1,052 |
| 120 |
9,440.5 |
7,762.5 |
1,678.0 |
18.6% |
72.2 |
0.8% |
75% |
False |
False |
880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,300.6 |
|
2.618 |
9,208.4 |
|
1.618 |
9,151.9 |
|
1.000 |
9,117.0 |
|
0.618 |
9,095.4 |
|
HIGH |
9,060.5 |
|
0.618 |
9,038.9 |
|
0.500 |
9,032.3 |
|
0.382 |
9,025.6 |
|
LOW |
9,004.0 |
|
0.618 |
8,969.1 |
|
1.000 |
8,947.5 |
|
1.618 |
8,912.6 |
|
2.618 |
8,856.1 |
|
4.250 |
8,763.9 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,032.3 |
9,083.0 |
| PP |
9,030.2 |
9,064.0 |
| S1 |
9,028.1 |
9,045.0 |
|