| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,530.5 |
6,501.0 |
-29.5 |
-0.5% |
6,588.5 |
| High |
6,531.5 |
6,522.5 |
-9.0 |
-0.1% |
6,600.0 |
| Low |
6,487.5 |
6,470.0 |
-17.5 |
-0.3% |
6,420.0 |
| Close |
6,512.5 |
6,489.0 |
-23.5 |
-0.4% |
6,498.0 |
| Range |
44.0 |
52.5 |
8.5 |
19.3% |
180.0 |
| ATR |
52.1 |
52.1 |
0.0 |
0.1% |
0.0 |
| Volume |
10,895 |
61,657 |
50,762 |
465.9% |
30,576 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,651.5 |
6,622.5 |
6,518.0 |
|
| R3 |
6,599.0 |
6,570.0 |
6,503.5 |
|
| R2 |
6,546.5 |
6,546.5 |
6,498.5 |
|
| R1 |
6,517.5 |
6,517.5 |
6,494.0 |
6,506.0 |
| PP |
6,494.0 |
6,494.0 |
6,494.0 |
6,488.0 |
| S1 |
6,465.0 |
6,465.0 |
6,484.0 |
6,453.0 |
| S2 |
6,441.5 |
6,441.5 |
6,479.5 |
|
| S3 |
6,389.0 |
6,412.5 |
6,474.5 |
|
| S4 |
6,336.5 |
6,360.0 |
6,460.0 |
|
|
| 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 |
6,531.5 |
6,420.0 |
111.5 |
1.7% |
56.5 |
0.9% |
62% |
False |
False |
19,982 |
| 10 |
6,632.0 |
6,420.0 |
212.0 |
3.3% |
51.5 |
0.8% |
33% |
False |
False |
14,565 |
| 20 |
6,673.0 |
6,420.0 |
253.0 |
3.9% |
47.0 |
0.7% |
27% |
False |
False |
7,639 |
| 40 |
6,740.0 |
6,420.0 |
320.0 |
4.9% |
42.5 |
0.7% |
22% |
False |
False |
4,020 |
| 60 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
34.5 |
0.5% |
46% |
False |
False |
2,721 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
27.5 |
0.4% |
46% |
False |
False |
2,045 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
22.0 |
0.3% |
46% |
False |
False |
1,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,745.5 |
|
2.618 |
6,660.0 |
|
1.618 |
6,607.5 |
|
1.000 |
6,575.0 |
|
0.618 |
6,555.0 |
|
HIGH |
6,522.5 |
|
0.618 |
6,502.5 |
|
0.500 |
6,496.0 |
|
0.382 |
6,490.0 |
|
LOW |
6,470.0 |
|
0.618 |
6,437.5 |
|
1.000 |
6,417.5 |
|
1.618 |
6,385.0 |
|
2.618 |
6,332.5 |
|
4.250 |
6,247.0 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,496.0 |
6,491.0 |
| PP |
6,494.0 |
6,490.5 |
| S1 |
6,491.5 |
6,490.0 |
|