| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,069.0 |
3,019.0 |
-50.0 |
-1.6% |
3,065.0 |
| High |
3,074.0 |
3,027.0 |
-47.0 |
-1.5% |
3,097.0 |
| Low |
3,007.0 |
2,965.0 |
-42.0 |
-1.4% |
3,058.0 |
| Close |
3,018.0 |
2,992.0 |
-26.0 |
-0.9% |
3,085.0 |
| Range |
67.0 |
62.0 |
-5.0 |
-7.5% |
39.0 |
| ATR |
36.7 |
38.5 |
1.8 |
4.9% |
0.0 |
| Volume |
1,212,927 |
1,132,011 |
-80,916 |
-6.7% |
2,332,402 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,180.7 |
3,148.3 |
3,026.1 |
|
| R3 |
3,118.7 |
3,086.3 |
3,009.1 |
|
| R2 |
3,056.7 |
3,056.7 |
3,003.4 |
|
| R1 |
3,024.3 |
3,024.3 |
2,997.7 |
3,009.5 |
| PP |
2,994.7 |
2,994.7 |
2,994.7 |
2,987.3 |
| S1 |
2,962.3 |
2,962.3 |
2,986.3 |
2,947.5 |
| S2 |
2,932.7 |
2,932.7 |
2,980.6 |
|
| S3 |
2,870.7 |
2,900.3 |
2,975.0 |
|
| S4 |
2,808.7 |
2,838.3 |
2,957.9 |
|
|
| 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 |
2,965.0 |
132.0 |
4.4% |
40.0 |
1.3% |
20% |
False |
True |
897,008 |
| 10 |
3,097.0 |
2,965.0 |
132.0 |
4.4% |
34.8 |
1.2% |
20% |
False |
True |
772,340 |
| 20 |
3,102.0 |
2,965.0 |
137.0 |
4.6% |
38.0 |
1.3% |
20% |
False |
True |
842,148 |
| 40 |
3,102.0 |
2,884.0 |
218.0 |
7.3% |
35.7 |
1.2% |
50% |
False |
False |
807,864 |
| 60 |
3,102.0 |
2,832.0 |
270.0 |
9.0% |
34.7 |
1.2% |
59% |
False |
False |
820,077 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.5% |
35.3 |
1.2% |
73% |
False |
False |
620,989 |
| 100 |
3,102.0 |
2,634.0 |
468.0 |
15.6% |
33.9 |
1.1% |
76% |
False |
False |
496,850 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.8% |
35.2 |
1.2% |
82% |
False |
False |
414,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,290.5 |
|
2.618 |
3,189.3 |
|
1.618 |
3,127.3 |
|
1.000 |
3,089.0 |
|
0.618 |
3,065.3 |
|
HIGH |
3,027.0 |
|
0.618 |
3,003.3 |
|
0.500 |
2,996.0 |
|
0.382 |
2,988.7 |
|
LOW |
2,965.0 |
|
0.618 |
2,926.7 |
|
1.000 |
2,903.0 |
|
1.618 |
2,864.7 |
|
2.618 |
2,802.7 |
|
4.250 |
2,701.5 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,996.0 |
3,029.0 |
| PP |
2,994.7 |
3,016.7 |
| S1 |
2,993.3 |
3,004.3 |
|