| 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 |
9,235.0 |
9,120.0 |
-115.0 |
-1.2% |
9,241.0 |
| High |
9,264.0 |
9,175.0 |
-89.0 |
-1.0% |
9,428.0 |
| Low |
9,068.0 |
9,077.5 |
9.5 |
0.1% |
9,237.0 |
| Close |
9,142.0 |
9,096.5 |
-45.5 |
-0.5% |
9,411.0 |
| Range |
196.0 |
97.5 |
-98.5 |
-50.3% |
191.0 |
| ATR |
96.5 |
96.5 |
0.1 |
0.1% |
0.0 |
| Volume |
104,585 |
99,703 |
-4,882 |
-4.7% |
269,550 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,408.8 |
9,350.2 |
9,150.1 |
|
| R3 |
9,311.3 |
9,252.7 |
9,123.3 |
|
| R2 |
9,213.8 |
9,213.8 |
9,114.4 |
|
| R1 |
9,155.2 |
9,155.2 |
9,105.4 |
9,135.8 |
| PP |
9,116.3 |
9,116.3 |
9,116.3 |
9,106.6 |
| S1 |
9,057.7 |
9,057.7 |
9,087.6 |
9,038.3 |
| S2 |
9,018.8 |
9,018.8 |
9,078.6 |
|
| S3 |
8,921.3 |
8,960.2 |
9,069.7 |
|
| S4 |
8,823.8 |
8,862.7 |
9,042.9 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,931.7 |
9,862.3 |
9,516.1 |
|
| R3 |
9,740.7 |
9,671.3 |
9,463.5 |
|
| R2 |
9,549.7 |
9,549.7 |
9,446.0 |
|
| R1 |
9,480.3 |
9,480.3 |
9,428.5 |
9,515.0 |
| PP |
9,358.7 |
9,358.7 |
9,358.7 |
9,376.0 |
| S1 |
9,289.3 |
9,289.3 |
9,393.5 |
9,324.0 |
| S2 |
9,167.7 |
9,167.7 |
9,376.0 |
|
| S3 |
8,976.7 |
9,098.3 |
9,358.5 |
|
| S4 |
8,785.7 |
8,907.3 |
9,306.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,428.0 |
9,068.0 |
360.0 |
4.0% |
116.0 |
1.3% |
8% |
False |
False |
112,297 |
| 10 |
9,428.0 |
9,068.0 |
360.0 |
4.0% |
92.9 |
1.0% |
8% |
False |
False |
91,719 |
| 20 |
9,428.0 |
8,983.5 |
444.5 |
4.9% |
92.2 |
1.0% |
25% |
False |
False |
91,948 |
| 40 |
9,428.0 |
8,551.0 |
877.0 |
9.6% |
84.5 |
0.9% |
62% |
False |
False |
87,606 |
| 60 |
9,428.0 |
8,463.5 |
964.5 |
10.6% |
82.5 |
0.9% |
66% |
False |
False |
85,403 |
| 80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.7% |
87.5 |
1.0% |
75% |
False |
False |
64,443 |
| 100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.7% |
87.2 |
1.0% |
75% |
False |
False |
51,582 |
| 120 |
9,428.0 |
7,700.0 |
1,728.0 |
19.0% |
93.5 |
1.0% |
81% |
False |
False |
43,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,589.4 |
|
2.618 |
9,430.3 |
|
1.618 |
9,332.8 |
|
1.000 |
9,272.5 |
|
0.618 |
9,235.3 |
|
HIGH |
9,175.0 |
|
0.618 |
9,137.8 |
|
0.500 |
9,126.3 |
|
0.382 |
9,114.7 |
|
LOW |
9,077.5 |
|
0.618 |
9,017.2 |
|
1.000 |
8,980.0 |
|
1.618 |
8,919.7 |
|
2.618 |
8,822.2 |
|
4.250 |
8,663.1 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,126.3 |
9,237.0 |
| PP |
9,116.3 |
9,190.2 |
| S1 |
9,106.4 |
9,143.3 |
|