| 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 |
6,483.5 |
6,432.5 |
-51.0 |
-0.8% |
6,573.5 |
| High |
6,489.0 |
6,470.0 |
-19.0 |
-0.3% |
6,580.5 |
| Low |
6,424.0 |
6,428.0 |
4.0 |
0.1% |
6,424.0 |
| Close |
6,440.5 |
6,437.5 |
-3.0 |
0.0% |
6,437.5 |
| Range |
65.0 |
42.0 |
-23.0 |
-35.4% |
156.5 |
| ATR |
66.0 |
64.3 |
-1.7 |
-2.6% |
0.0 |
| Volume |
124,991 |
262,988 |
137,997 |
110.4% |
797,657 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,571.0 |
6,546.5 |
6,460.5 |
|
| R3 |
6,529.0 |
6,504.5 |
6,449.0 |
|
| R2 |
6,487.0 |
6,487.0 |
6,445.0 |
|
| R1 |
6,462.5 |
6,462.5 |
6,441.5 |
6,475.0 |
| PP |
6,445.0 |
6,445.0 |
6,445.0 |
6,451.5 |
| S1 |
6,420.5 |
6,420.5 |
6,433.5 |
6,433.0 |
| S2 |
6,403.0 |
6,403.0 |
6,430.0 |
|
| S3 |
6,361.0 |
6,378.5 |
6,426.0 |
|
| S4 |
6,319.0 |
6,336.5 |
6,414.5 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,950.0 |
6,850.5 |
6,523.5 |
|
| R3 |
6,793.5 |
6,694.0 |
6,480.5 |
|
| R2 |
6,637.0 |
6,637.0 |
6,466.0 |
|
| R1 |
6,537.5 |
6,537.5 |
6,452.0 |
6,509.0 |
| PP |
6,480.5 |
6,480.5 |
6,480.5 |
6,466.5 |
| S1 |
6,381.0 |
6,381.0 |
6,423.0 |
6,352.5 |
| S2 |
6,324.0 |
6,324.0 |
6,409.0 |
|
| S3 |
6,167.5 |
6,224.5 |
6,394.5 |
|
| S4 |
6,011.0 |
6,068.0 |
6,351.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,580.5 |
6,424.0 |
156.5 |
2.4% |
58.0 |
0.9% |
9% |
False |
False |
159,531 |
| 10 |
6,662.0 |
6,424.0 |
238.0 |
3.7% |
67.0 |
1.0% |
6% |
False |
False |
129,431 |
| 20 |
6,725.0 |
6,424.0 |
301.0 |
4.7% |
58.5 |
0.9% |
4% |
False |
False |
104,539 |
| 40 |
6,798.0 |
6,424.0 |
374.0 |
5.8% |
61.0 |
0.9% |
4% |
False |
False |
100,674 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
64.0 |
1.0% |
29% |
False |
False |
97,369 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
64.0 |
1.0% |
29% |
False |
False |
85,567 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
62.5 |
1.0% |
29% |
False |
False |
68,488 |
| 120 |
6,798.0 |
6,126.0 |
672.0 |
10.4% |
60.5 |
0.9% |
46% |
False |
False |
57,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,648.5 |
|
2.618 |
6,580.0 |
|
1.618 |
6,538.0 |
|
1.000 |
6,512.0 |
|
0.618 |
6,496.0 |
|
HIGH |
6,470.0 |
|
0.618 |
6,454.0 |
|
0.500 |
6,449.0 |
|
0.382 |
6,444.0 |
|
LOW |
6,428.0 |
|
0.618 |
6,402.0 |
|
1.000 |
6,386.0 |
|
1.618 |
6,360.0 |
|
2.618 |
6,318.0 |
|
4.250 |
6,249.5 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,449.0 |
6,490.0 |
| PP |
6,445.0 |
6,472.5 |
| S1 |
6,441.5 |
6,455.0 |
|