| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,019.0 |
2,980.0 |
-39.0 |
-1.3% |
3,065.0 |
| High |
3,027.0 |
2,997.0 |
-30.0 |
-1.0% |
3,097.0 |
| Low |
2,965.0 |
2,945.0 |
-20.0 |
-0.7% |
3,058.0 |
| Close |
2,992.0 |
2,955.0 |
-37.0 |
-1.2% |
3,085.0 |
| Range |
62.0 |
52.0 |
-10.0 |
-16.1% |
39.0 |
| ATR |
38.5 |
39.5 |
1.0 |
2.5% |
0.0 |
| Volume |
1,132,011 |
1,077,653 |
-54,358 |
-4.8% |
2,332,402 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.7 |
3,090.3 |
2,983.6 |
|
| R3 |
3,069.7 |
3,038.3 |
2,969.3 |
|
| R2 |
3,017.7 |
3,017.7 |
2,964.5 |
|
| R1 |
2,986.3 |
2,986.3 |
2,959.8 |
2,976.0 |
| PP |
2,965.7 |
2,965.7 |
2,965.7 |
2,960.5 |
| S1 |
2,934.3 |
2,934.3 |
2,950.2 |
2,924.0 |
| S2 |
2,913.7 |
2,913.7 |
2,945.5 |
|
| S3 |
2,861.7 |
2,882.3 |
2,940.7 |
|
| S4 |
2,809.7 |
2,830.3 |
2,926.4 |
|
|
| 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 |
2,945.0 |
152.0 |
5.1% |
45.2 |
1.5% |
7% |
False |
True |
1,029,014 |
| 10 |
3,097.0 |
2,945.0 |
152.0 |
5.1% |
35.6 |
1.2% |
7% |
False |
True |
806,317 |
| 20 |
3,102.0 |
2,945.0 |
157.0 |
5.3% |
39.4 |
1.3% |
6% |
False |
True |
815,663 |
| 40 |
3,102.0 |
2,908.0 |
194.0 |
6.6% |
36.2 |
1.2% |
24% |
False |
False |
804,692 |
| 60 |
3,102.0 |
2,835.0 |
267.0 |
9.0% |
35.2 |
1.2% |
45% |
False |
False |
834,031 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.6% |
35.7 |
1.2% |
64% |
False |
False |
634,458 |
| 100 |
3,102.0 |
2,634.0 |
468.0 |
15.8% |
34.2 |
1.2% |
69% |
False |
False |
507,626 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
21.0% |
35.6 |
1.2% |
76% |
False |
False |
423,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,218.0 |
|
2.618 |
3,133.1 |
|
1.618 |
3,081.1 |
|
1.000 |
3,049.0 |
|
0.618 |
3,029.1 |
|
HIGH |
2,997.0 |
|
0.618 |
2,977.1 |
|
0.500 |
2,971.0 |
|
0.382 |
2,964.9 |
|
LOW |
2,945.0 |
|
0.618 |
2,912.9 |
|
1.000 |
2,893.0 |
|
1.618 |
2,860.9 |
|
2.618 |
2,808.9 |
|
4.250 |
2,724.0 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,971.0 |
3,009.5 |
| PP |
2,965.7 |
2,991.3 |
| S1 |
2,960.3 |
2,973.2 |
|