| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,501.0 |
6,492.0 |
-9.0 |
-0.1% |
6,588.5 |
| High |
6,522.5 |
6,505.5 |
-17.0 |
-0.3% |
6,600.0 |
| Low |
6,470.0 |
6,435.0 |
-35.0 |
-0.5% |
6,420.0 |
| Close |
6,489.0 |
6,466.5 |
-22.5 |
-0.3% |
6,498.0 |
| Range |
52.5 |
70.5 |
18.0 |
34.3% |
180.0 |
| ATR |
52.1 |
53.4 |
1.3 |
2.5% |
0.0 |
| Volume |
61,657 |
78,120 |
16,463 |
26.7% |
30,576 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,680.5 |
6,644.0 |
6,505.5 |
|
| R3 |
6,610.0 |
6,573.5 |
6,486.0 |
|
| R2 |
6,539.5 |
6,539.5 |
6,479.5 |
|
| R1 |
6,503.0 |
6,503.0 |
6,473.0 |
6,486.0 |
| PP |
6,469.0 |
6,469.0 |
6,469.0 |
6,460.5 |
| S1 |
6,432.5 |
6,432.5 |
6,460.0 |
6,415.5 |
| S2 |
6,398.5 |
6,398.5 |
6,453.5 |
|
| S3 |
6,328.0 |
6,362.0 |
6,447.0 |
|
| S4 |
6,257.5 |
6,291.5 |
6,427.5 |
|
|
| 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 |
6,531.5 |
6,435.0 |
96.5 |
1.5% |
54.0 |
0.8% |
33% |
False |
True |
32,462 |
| 10 |
6,632.0 |
6,420.0 |
212.0 |
3.3% |
56.0 |
0.9% |
22% |
False |
False |
22,374 |
| 20 |
6,673.0 |
6,420.0 |
253.0 |
3.9% |
46.5 |
0.7% |
18% |
False |
False |
11,489 |
| 40 |
6,740.0 |
6,420.0 |
320.0 |
4.9% |
43.5 |
0.7% |
15% |
False |
False |
5,969 |
| 60 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
35.0 |
0.5% |
41% |
False |
False |
4,023 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
28.5 |
0.4% |
41% |
False |
False |
3,022 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
23.0 |
0.4% |
41% |
False |
False |
2,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,805.0 |
|
2.618 |
6,690.0 |
|
1.618 |
6,619.5 |
|
1.000 |
6,576.0 |
|
0.618 |
6,549.0 |
|
HIGH |
6,505.5 |
|
0.618 |
6,478.5 |
|
0.500 |
6,470.0 |
|
0.382 |
6,462.0 |
|
LOW |
6,435.0 |
|
0.618 |
6,391.5 |
|
1.000 |
6,364.5 |
|
1.618 |
6,321.0 |
|
2.618 |
6,250.5 |
|
4.250 |
6,135.5 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,470.0 |
6,483.0 |
| PP |
6,469.0 |
6,477.5 |
| S1 |
6,468.0 |
6,472.0 |
|