| 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 |
6,452.0 |
6,530.5 |
78.5 |
1.2% |
6,588.5 |
| High |
6,525.0 |
6,531.5 |
6.5 |
0.1% |
6,600.0 |
| Low |
6,451.0 |
6,487.5 |
36.5 |
0.6% |
6,420.0 |
| Close |
6,498.0 |
6,512.5 |
14.5 |
0.2% |
6,498.0 |
| Range |
74.0 |
44.0 |
-30.0 |
-40.5% |
180.0 |
| ATR |
52.7 |
52.1 |
-0.6 |
-1.2% |
0.0 |
| Volume |
5,093 |
10,895 |
5,802 |
113.9% |
30,576 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,642.5 |
6,621.5 |
6,536.5 |
|
| R3 |
6,598.5 |
6,577.5 |
6,524.5 |
|
| R2 |
6,554.5 |
6,554.5 |
6,520.5 |
|
| R1 |
6,533.5 |
6,533.5 |
6,516.5 |
6,522.0 |
| PP |
6,510.5 |
6,510.5 |
6,510.5 |
6,505.0 |
| S1 |
6,489.5 |
6,489.5 |
6,508.5 |
6,478.0 |
| S2 |
6,466.5 |
6,466.5 |
6,504.5 |
|
| S3 |
6,422.5 |
6,445.5 |
6,500.5 |
|
| S4 |
6,378.5 |
6,401.5 |
6,488.5 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,046.0 |
6,952.0 |
6,597.0 |
|
| R3 |
6,866.0 |
6,772.0 |
6,547.5 |
|
| R2 |
6,686.0 |
6,686.0 |
6,531.0 |
|
| R1 |
6,592.0 |
6,592.0 |
6,514.5 |
6,549.0 |
| PP |
6,506.0 |
6,506.0 |
6,506.0 |
6,484.5 |
| S1 |
6,412.0 |
6,412.0 |
6,481.5 |
6,369.0 |
| S2 |
6,326.0 |
6,326.0 |
6,465.0 |
|
| S3 |
6,146.0 |
6,232.0 |
6,448.5 |
|
| S4 |
5,966.0 |
6,052.0 |
6,399.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,535.5 |
6,420.0 |
115.5 |
1.8% |
60.5 |
0.9% |
80% |
False |
False |
8,081 |
| 10 |
6,633.0 |
6,420.0 |
213.0 |
3.3% |
51.5 |
0.8% |
43% |
False |
False |
8,405 |
| 20 |
6,673.0 |
6,420.0 |
253.0 |
3.9% |
45.5 |
0.7% |
37% |
False |
False |
4,556 |
| 40 |
6,740.0 |
6,420.0 |
320.0 |
4.9% |
42.0 |
0.6% |
29% |
False |
False |
2,479 |
| 60 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
33.5 |
0.5% |
51% |
False |
False |
1,694 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
27.0 |
0.4% |
51% |
False |
False |
1,275 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
21.5 |
0.3% |
51% |
False |
False |
1,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,718.5 |
|
2.618 |
6,646.5 |
|
1.618 |
6,602.5 |
|
1.000 |
6,575.5 |
|
0.618 |
6,558.5 |
|
HIGH |
6,531.5 |
|
0.618 |
6,514.5 |
|
0.500 |
6,509.5 |
|
0.382 |
6,504.5 |
|
LOW |
6,487.5 |
|
0.618 |
6,460.5 |
|
1.000 |
6,443.5 |
|
1.618 |
6,416.5 |
|
2.618 |
6,372.5 |
|
4.250 |
6,300.5 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,511.5 |
6,503.0 |
| PP |
6,510.5 |
6,494.0 |
| S1 |
6,509.5 |
6,485.0 |
|