| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
16,105.16 |
16,087.12 |
-18.04 |
-0.1% |
16,072.09 |
| High |
16,174.51 |
16,098.00 |
-76.51 |
-0.5% |
16,174.51 |
| Low |
16,074.14 |
15,986.23 |
-87.91 |
-0.5% |
16,055.46 |
| Close |
16,086.41 |
16,008.77 |
-77.64 |
-0.5% |
16,086.41 |
| Range |
100.37 |
111.77 |
11.40 |
11.4% |
119.05 |
| ATR |
102.72 |
103.36 |
0.65 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,366.31 |
16,299.31 |
16,070.24 |
|
| R3 |
16,254.54 |
16,187.54 |
16,039.51 |
|
| R2 |
16,142.77 |
16,142.77 |
16,029.26 |
|
| R1 |
16,075.77 |
16,075.77 |
16,019.02 |
16,053.39 |
| PP |
16,031.00 |
16,031.00 |
16,031.00 |
16,019.81 |
| S1 |
15,964.00 |
15,964.00 |
15,998.52 |
15,941.62 |
| S2 |
15,919.23 |
15,919.23 |
15,988.28 |
|
| S3 |
15,807.46 |
15,852.23 |
15,978.03 |
|
| S4 |
15,695.69 |
15,740.46 |
15,947.30 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,462.61 |
16,393.56 |
16,151.89 |
|
| R3 |
16,343.56 |
16,274.51 |
16,119.15 |
|
| R2 |
16,224.51 |
16,224.51 |
16,108.24 |
|
| R1 |
16,155.46 |
16,155.46 |
16,097.32 |
16,189.99 |
| PP |
16,105.46 |
16,105.46 |
16,105.46 |
16,122.72 |
| S1 |
16,036.41 |
16,036.41 |
16,075.50 |
16,070.94 |
| S2 |
15,986.41 |
15,986.41 |
16,064.58 |
|
| S3 |
15,867.36 |
15,917.36 |
16,053.67 |
|
| S4 |
15,748.31 |
15,798.31 |
16,020.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,174.51 |
15,986.23 |
188.28 |
1.2% |
73.26 |
0.5% |
12% |
False |
True |
|
| 10 |
16,174.51 |
15,865.37 |
309.14 |
1.9% |
88.84 |
0.6% |
46% |
False |
False |
|
| 20 |
16,174.51 |
15,522.18 |
652.33 |
4.1% |
103.50 |
0.6% |
75% |
False |
False |
|
| 40 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
117.69 |
0.7% |
89% |
False |
False |
|
| 60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
120.46 |
0.8% |
89% |
False |
False |
|
| 80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
122.42 |
0.8% |
89% |
False |
False |
|
| 100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
117.60 |
0.7% |
89% |
False |
False |
|
| 120 |
16,174.51 |
14,551.27 |
1,623.24 |
10.1% |
127.47 |
0.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,573.02 |
|
2.618 |
16,390.61 |
|
1.618 |
16,278.84 |
|
1.000 |
16,209.77 |
|
0.618 |
16,167.07 |
|
HIGH |
16,098.00 |
|
0.618 |
16,055.30 |
|
0.500 |
16,042.12 |
|
0.382 |
16,028.93 |
|
LOW |
15,986.23 |
|
0.618 |
15,917.16 |
|
1.000 |
15,874.46 |
|
1.618 |
15,805.39 |
|
2.618 |
15,693.62 |
|
4.250 |
15,511.21 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,042.12 |
16,080.37 |
| PP |
16,031.00 |
16,056.50 |
| S1 |
16,019.89 |
16,032.64 |
|