| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,980.0 |
2,955.0 |
-25.0 |
-0.8% |
3,082.0 |
| High |
2,997.0 |
2,993.0 |
-4.0 |
-0.1% |
3,093.0 |
| Low |
2,945.0 |
2,941.0 |
-4.0 |
-0.1% |
2,941.0 |
| Close |
2,955.0 |
2,981.0 |
26.0 |
0.9% |
2,981.0 |
| Range |
52.0 |
52.0 |
0.0 |
0.0% |
152.0 |
| ATR |
39.5 |
40.4 |
0.9 |
2.3% |
0.0 |
| Volume |
1,077,653 |
617,723 |
-459,930 |
-42.7% |
5,150,061 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,127.7 |
3,106.3 |
3,009.6 |
|
| R3 |
3,075.7 |
3,054.3 |
2,995.3 |
|
| R2 |
3,023.7 |
3,023.7 |
2,990.5 |
|
| R1 |
3,002.3 |
3,002.3 |
2,985.8 |
3,013.0 |
| PP |
2,971.7 |
2,971.7 |
2,971.7 |
2,977.0 |
| S1 |
2,950.3 |
2,950.3 |
2,976.2 |
2,961.0 |
| S2 |
2,919.7 |
2,919.7 |
2,971.5 |
|
| S3 |
2,867.7 |
2,898.3 |
2,966.7 |
|
| S4 |
2,815.7 |
2,846.3 |
2,952.4 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,461.0 |
3,373.0 |
3,064.6 |
|
| R3 |
3,309.0 |
3,221.0 |
3,022.8 |
|
| R2 |
3,157.0 |
3,157.0 |
3,008.9 |
|
| R1 |
3,069.0 |
3,069.0 |
2,994.9 |
3,037.0 |
| PP |
3,005.0 |
3,005.0 |
3,005.0 |
2,989.0 |
| S1 |
2,917.0 |
2,917.0 |
2,967.1 |
2,885.0 |
| S2 |
2,853.0 |
2,853.0 |
2,953.1 |
|
| S3 |
2,701.0 |
2,765.0 |
2,939.2 |
|
| S4 |
2,549.0 |
2,613.0 |
2,897.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,093.0 |
2,941.0 |
152.0 |
5.1% |
51.6 |
1.7% |
26% |
False |
True |
1,030,012 |
| 10 |
3,097.0 |
2,941.0 |
156.0 |
5.2% |
36.6 |
1.2% |
26% |
False |
True |
805,718 |
| 20 |
3,097.0 |
2,941.0 |
156.0 |
5.2% |
37.3 |
1.3% |
26% |
False |
True |
783,962 |
| 40 |
3,102.0 |
2,941.0 |
161.0 |
5.4% |
35.8 |
1.2% |
25% |
False |
True |
802,746 |
| 60 |
3,102.0 |
2,835.0 |
267.0 |
9.0% |
35.7 |
1.2% |
55% |
False |
False |
838,665 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.5% |
36.2 |
1.2% |
70% |
False |
False |
642,178 |
| 100 |
3,102.0 |
2,658.0 |
444.0 |
14.9% |
34.3 |
1.2% |
73% |
False |
False |
513,802 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.8% |
35.7 |
1.2% |
81% |
False |
False |
428,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,214.0 |
|
2.618 |
3,129.1 |
|
1.618 |
3,077.1 |
|
1.000 |
3,045.0 |
|
0.618 |
3,025.1 |
|
HIGH |
2,993.0 |
|
0.618 |
2,973.1 |
|
0.500 |
2,967.0 |
|
0.382 |
2,960.9 |
|
LOW |
2,941.0 |
|
0.618 |
2,908.9 |
|
1.000 |
2,889.0 |
|
1.618 |
2,856.9 |
|
2.618 |
2,804.9 |
|
4.250 |
2,720.0 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,976.3 |
2,984.0 |
| PP |
2,971.7 |
2,983.0 |
| S1 |
2,967.0 |
2,982.0 |
|