| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,455.0 |
6,452.0 |
-3.0 |
0.0% |
6,588.5 |
| High |
6,468.0 |
6,525.0 |
57.0 |
0.9% |
6,600.0 |
| Low |
6,438.0 |
6,451.0 |
13.0 |
0.2% |
6,420.0 |
| Close |
6,444.5 |
6,498.0 |
53.5 |
0.8% |
6,498.0 |
| Range |
30.0 |
74.0 |
44.0 |
146.7% |
180.0 |
| ATR |
50.5 |
52.7 |
2.1 |
4.2% |
0.0 |
| Volume |
6,547 |
5,093 |
-1,454 |
-22.2% |
30,576 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,713.5 |
6,679.5 |
6,538.5 |
|
| R3 |
6,639.5 |
6,605.5 |
6,518.5 |
|
| R2 |
6,565.5 |
6,565.5 |
6,511.5 |
|
| R1 |
6,531.5 |
6,531.5 |
6,505.0 |
6,548.5 |
| PP |
6,491.5 |
6,491.5 |
6,491.5 |
6,500.0 |
| S1 |
6,457.5 |
6,457.5 |
6,491.0 |
6,474.5 |
| S2 |
6,417.5 |
6,417.5 |
6,484.5 |
|
| S3 |
6,343.5 |
6,383.5 |
6,477.5 |
|
| S4 |
6,269.5 |
6,309.5 |
6,457.5 |
|
|
| 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 |
6,600.0 |
6,420.0 |
180.0 |
2.8% |
65.5 |
1.0% |
43% |
False |
False |
6,115 |
| 10 |
6,658.5 |
6,420.0 |
238.5 |
3.7% |
50.0 |
0.8% |
33% |
False |
False |
7,317 |
| 20 |
6,678.0 |
6,420.0 |
258.0 |
4.0% |
43.5 |
0.7% |
30% |
False |
False |
4,111 |
| 40 |
6,740.0 |
6,389.0 |
351.0 |
5.4% |
40.5 |
0.6% |
31% |
False |
False |
2,207 |
| 60 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
33.0 |
0.5% |
48% |
False |
False |
1,512 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
26.5 |
0.4% |
48% |
False |
False |
1,138 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
21.0 |
0.3% |
48% |
False |
False |
915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,839.5 |
|
2.618 |
6,718.5 |
|
1.618 |
6,644.5 |
|
1.000 |
6,599.0 |
|
0.618 |
6,570.5 |
|
HIGH |
6,525.0 |
|
0.618 |
6,496.5 |
|
0.500 |
6,488.0 |
|
0.382 |
6,479.5 |
|
LOW |
6,451.0 |
|
0.618 |
6,405.5 |
|
1.000 |
6,377.0 |
|
1.618 |
6,331.5 |
|
2.618 |
6,257.5 |
|
4.250 |
6,136.5 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,494.5 |
6,489.5 |
| PP |
6,491.5 |
6,481.0 |
| S1 |
6,488.0 |
6,472.5 |
|