| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,082.0 |
3,069.0 |
-13.0 |
-0.4% |
3,065.0 |
| High |
3,093.0 |
3,074.0 |
-19.0 |
-0.6% |
3,097.0 |
| Low |
3,068.0 |
3,007.0 |
-61.0 |
-2.0% |
3,058.0 |
| Close |
3,078.0 |
3,018.0 |
-60.0 |
-1.9% |
3,085.0 |
| Range |
25.0 |
67.0 |
42.0 |
168.0% |
39.0 |
| ATR |
34.1 |
36.7 |
2.6 |
7.7% |
0.0 |
| Volume |
1,109,747 |
1,212,927 |
103,180 |
9.3% |
2,332,402 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,234.0 |
3,193.0 |
3,054.9 |
|
| R3 |
3,167.0 |
3,126.0 |
3,036.4 |
|
| R2 |
3,100.0 |
3,100.0 |
3,030.3 |
|
| R1 |
3,059.0 |
3,059.0 |
3,024.1 |
3,046.0 |
| PP |
3,033.0 |
3,033.0 |
3,033.0 |
3,026.5 |
| S1 |
2,992.0 |
2,992.0 |
3,011.9 |
2,979.0 |
| S2 |
2,966.0 |
2,966.0 |
3,005.7 |
|
| S3 |
2,899.0 |
2,925.0 |
2,999.6 |
|
| S4 |
2,832.0 |
2,858.0 |
2,981.2 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,197.0 |
3,180.0 |
3,106.5 |
|
| R3 |
3,158.0 |
3,141.0 |
3,095.7 |
|
| R2 |
3,119.0 |
3,119.0 |
3,092.2 |
|
| R1 |
3,102.0 |
3,102.0 |
3,088.6 |
3,110.5 |
| PP |
3,080.0 |
3,080.0 |
3,080.0 |
3,084.3 |
| S1 |
3,063.0 |
3,063.0 |
3,081.4 |
3,071.5 |
| S2 |
3,041.0 |
3,041.0 |
3,077.9 |
|
| S3 |
3,002.0 |
3,024.0 |
3,074.3 |
|
| S4 |
2,963.0 |
2,985.0 |
3,063.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,097.0 |
3,007.0 |
90.0 |
3.0% |
31.0 |
1.0% |
12% |
False |
True |
807,278 |
| 10 |
3,097.0 |
3,007.0 |
90.0 |
3.0% |
32.2 |
1.1% |
12% |
False |
True |
738,422 |
| 20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
37.4 |
1.2% |
24% |
False |
False |
821,371 |
| 40 |
3,102.0 |
2,881.0 |
221.0 |
7.3% |
35.1 |
1.2% |
62% |
False |
False |
802,977 |
| 60 |
3,102.0 |
2,800.0 |
302.0 |
10.0% |
34.4 |
1.1% |
72% |
False |
False |
805,609 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.4% |
34.9 |
1.2% |
79% |
False |
False |
606,842 |
| 100 |
3,102.0 |
2,634.0 |
468.0 |
15.5% |
33.4 |
1.1% |
82% |
False |
False |
485,530 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.6% |
34.9 |
1.2% |
86% |
False |
False |
404,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,358.8 |
|
2.618 |
3,249.4 |
|
1.618 |
3,182.4 |
|
1.000 |
3,141.0 |
|
0.618 |
3,115.4 |
|
HIGH |
3,074.0 |
|
0.618 |
3,048.4 |
|
0.500 |
3,040.5 |
|
0.382 |
3,032.6 |
|
LOW |
3,007.0 |
|
0.618 |
2,965.6 |
|
1.000 |
2,940.0 |
|
1.618 |
2,898.6 |
|
2.618 |
2,831.6 |
|
4.250 |
2,722.3 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,040.5 |
3,052.0 |
| PP |
3,033.0 |
3,040.7 |
| S1 |
3,025.5 |
3,029.3 |
|